factory.js (2068B)
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 log1p = require( '@stdlib/math/base/special/log1p' ); 26 var pow = require( '@stdlib/math/base/special/pow' ); 27 var ln = require( '@stdlib/math/base/special/ln' ); 28 var LNPI = require( '@stdlib/constants/float64/ln-pi' ); 29 30 31 // MAIN // 32 33 /** 34 * Returns a function for evaluating the natural logarithm of the probability density function (logPDF) for a Cauchy distribution with location parameter `x0` and scale parameter `gamma`. 35 * 36 * @param {number} x0 - location parameter 37 * @param {PositiveNumber} gamma - scale parameter 38 * @returns {Function} logPDF 39 * 40 * @example 41 * var logpdf = factory( 4.0, 2.0 ); 42 * 43 * var y = logpdf( 10.0 ); 44 * // returns ~-4.14 45 * 46 * y = logpdf( 3.0 ); 47 * // returns ~-2.061 48 */ 49 function factory( x0, gamma ) { 50 if ( 51 isnan( gamma ) || 52 isnan( x0 ) || 53 gamma <= 0.0 54 ) { 55 return constantFunction( NaN ); 56 } 57 return logpdf; 58 59 /** 60 * Evaluates the natural logarithm of the probability density function (logPDF) for a Cauchy distribution. 61 * 62 * @private 63 * @param {number} x - input value 64 * @returns {number} evaluated logPDF 65 * 66 * @example 67 * var y = logpdf( 2.3 ); 68 * // returns <number> 69 */ 70 function logpdf( x ) { 71 if ( isnan( x ) ) { 72 return NaN; 73 } 74 return -( LNPI + ln( gamma ) + log1p( pow( (x-x0)/gamma, 2.0 ) ) ); 75 } 76 } 77 78 79 // EXPORTS // 80 81 module.exports = factory;