time-to-botec

Benchmark sampling in different programming languages
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skewness.js (1813B)

      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 isnan = require( '@stdlib/math/base/assert/is-nan' );
     24 var sqrt = require( '@stdlib/math/base/special/sqrt' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Returns the skewness of a beta prime distribution.
     31 *
     32 * @param {PositiveNumber} alpha - first shape parameter
     33 * @param {PositiveNumber} beta - second shape parameter
     34 * @returns {number} skewness
     35 *
     36 * @example
     37 * var v = skewness( 2.0, 4.0 );
     38 * // returns ~6.261
     39 *
     40 * @example
     41 * var v = skewness( 4.0, 12.0 );
     42 * // returns ~1.724
     43 *
     44 * @example
     45 * var v = skewness( 8.0, 4.0 );
     46 * // returns ~5.729
     47 *
     48 * @example
     49 * var v = skewness( 2.0, 2.0 );
     50 * // returns NaN
     51 *
     52 * @example
     53 * var v = skewness( 1.0, -0.1 );
     54 * // returns NaN
     55 *
     56 * @example
     57 * var v = skewness( -0.1, 1.0 );
     58 * // returns NaN
     59 *
     60 * @example
     61 * var v = skewness( 2.0, NaN );
     62 * // returns NaN
     63 *
     64 * @example
     65 * var v = skewness( NaN, 2.0 );
     66 * // returns NaN
     67 */
     68 function skewness( alpha, beta ) {
     69 	var out;
     70 	if (
     71 		isnan( alpha ) ||
     72 		alpha <= 0.0 ||
     73 		isnan( beta ) ||
     74 		beta <= 3.0
     75 	) {
     76 		return NaN;
     77 	}
     78 	out = 2.0 * ( ( 2.0*alpha ) + beta - 1.0 ) / ( beta-3.0 );
     79 	out *= sqrt( ( beta-2.0 ) / ( alpha * ( alpha+beta-1.0 ) ) );
     80 	return out;
     81 }
     82 
     83 
     84 // EXPORTS //
     85 
     86 module.exports = skewness;