mgf.js (1608B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isProbability = require( '@stdlib/math/base/assert/is-probability' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var exp = require( '@stdlib/math/base/special/exp' ); 26 27 28 // MAIN // 29 30 /** 31 * Evaluates the moment-generating function (MGF) for a Bernoulli distribution with success probability `p` at a value `t`. 32 * 33 * @param {number} t - input value 34 * @param {Probability} p - success probability 35 * @returns {number} evaluated MGF 36 * 37 * @example 38 * var y = mgf( 0.2, 0.5 ); 39 * // returns ~1.111 40 * 41 * @example 42 * var y = mgf( 0.4, 0.5 ); 43 * // returns ~1.246 44 * 45 * @example 46 * var y = mgf( NaN, 0.0 ); 47 * // returns NaN 48 * 49 * @example 50 * var y = mgf( 0.0, NaN ); 51 * // returns NaN 52 * 53 * @example 54 * var y = mgf( -2.0, -1.0 ); 55 * // returns NaN 56 * 57 * @example 58 * var y = mgf( 0.2, 2.0 ); 59 * // returns NaN 60 */ 61 function mgf( t, p ) { 62 if ( isnan( t ) || !isProbability( p ) ) { 63 return NaN; 64 } 65 return ( 1.0-p ) + ( p * exp( t ) ); 66 } 67 68 69 // EXPORTS // 70 71 module.exports = mgf;