time-to-botec

Benchmark sampling in different programming languages
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mgf.js (2266B)

      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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' );
     24 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     25 var exp = require( '@stdlib/math/base/special/exp' );
     26 var pow = require( '@stdlib/math/base/special/pow' );
     27 var PINF = require( '@stdlib/constants/float64/pinf' );
     28 
     29 
     30 // MAIN //
     31 
     32 /**
     33 * Evaluates the moment-generating function (MGF) for a binomial distribution with number of trials `n` and success probability `p` at a value `t`.
     34 *
     35 * @param {number} t - input value
     36 * @param {NonNegativeInteger} n - number of trials
     37 * @param {Probability} p - success probability
     38 * @returns {number} evaluated MGF
     39 *
     40 * @example
     41 * var y = mgf( 0.5, 20, 0.2 );
     42 * // returns ~11.471
     43 *
     44 * @example
     45 * var y = mgf( 5.0, 20, 0.2 );
     46 * // returns ~4.798e29
     47 *
     48 * @example
     49 * var y = mgf( 0.9, 10, 0.4 );
     50 * // returns ~99.338
     51 *
     52 * @example
     53 * var y = mgf( 0.0, 10, 0.4 );
     54 * // returns 1.0
     55 *
     56 * @example
     57 * var y = mgf( NaN, 20, 0.5 );
     58 * // returns NaN
     59 *
     60 * @example
     61 * var y = mgf( 0.0, NaN, 0.5 );
     62 * // returns NaN
     63 *
     64 * @example
     65 * var y = mgf( 0.0, 20, NaN );
     66 * // returns NaN
     67 *
     68 * @example
     69 * var y = mgf( 0.2, 1.5, 0.5 );
     70 * // returns NaN
     71 *
     72 * @example
     73 * var y = mgf( 0.2, -2.0, 0.5 );
     74 * // returns NaN
     75 *
     76 * @example
     77 * var y = mgf( 0.2, 20, -1.0 );
     78 * // returns NaN
     79 *
     80 * @example
     81 * var y = mgf( 0.2, 20, 1.5 );
     82 * // returns NaN
     83 */
     84 function mgf( t, n, p ) {
     85 	var base;
     86 	if (
     87 		isnan( t ) ||
     88 		isnan( n ) ||
     89 		isnan( p ) ||
     90 		p < 0.0 ||
     91 		p > 1.0 ||
     92 		!isNonNegativeInteger( n ) ||
     93 		n === PINF
     94 	) {
     95 		return NaN;
     96 	}
     97 	base = 1.0 - p + (p * exp(t));
     98 	return pow( base, n );
     99 }
    100 
    101 
    102 // EXPORTS //
    103 
    104 module.exports = mgf;