factory.js (2017B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var atan2 = require( '@stdlib/math/base/special/atan2' ); 26 var ln = require( '@stdlib/math/base/special/ln' ); 27 28 29 // VARIABLES // 30 31 var ONE_OVER_PI = 0.3183098861837907; 32 33 34 // MAIN // 35 36 /** 37 * Returns a function for evaluating the natural logarithm of the cumulative distribution function (logCDF) for a Cauchy distribution with location parameter `x0` and scale parameter `gamma`. 38 * 39 * @param {number} x0 - location parameter 40 * @param {PositiveNumber} gamma - scale parameter 41 * @returns {Function} logCDF 42 * 43 * @example 44 * var logcdf = factory( 10.0, 2.0 ); 45 * 46 * var y = logcdf( 10.0 ); 47 * // returns ~-0.693 48 * 49 * y = logcdf( 12.0 ); 50 * // returns ~-0.288 51 */ 52 function factory( x0, gamma ) { 53 if ( 54 isnan( gamma ) || 55 isnan( x0 ) || 56 gamma <= 0.0 57 ) { 58 return constantFunction( NaN ); 59 } 60 return logcdf; 61 62 /** 63 * Evaluates the natural logarithm of the cumulative distribution function (logCDF) for a Cauchy distribution. 64 * 65 * @private 66 * @param {number} x - input value 67 * @returns {number} evaluated logCDF 68 * 69 * @example 70 * var y = logcdf( 2.0 ); 71 * // returns <number> 72 */ 73 function logcdf( x ) { 74 if ( isnan( x ) ) { 75 return NaN; 76 } 77 return ln( ( ONE_OVER_PI * atan2( x-x0, gamma ) ) + 0.5 ); 78 } 79 } 80 81 82 // EXPORTS // 83 84 module.exports = factory;