mgf.js (1381B)
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 pow = require( '@stdlib/math/base/special/pow' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the moment-generating function (MGF) for a chi-squared distribution with degrees of freedom `k` at a value `t`. 31 * 32 * @param {number} t - input value 33 * @param {NonNegativeNumber} k - degrees of freedom 34 * @returns {number} evaluated MGF 35 * 36 * @example 37 * var y = mgf( 0.4, 2 ); 38 * // returns ~5.0 39 * 40 * @example 41 * var y = mgf( -1.0, 5.0 ); 42 * // returns ~0.0642 43 * 44 * @example 45 * var y = mgf( 0.0, 10.0 ); 46 * // returns 1.0 47 */ 48 function mgf( t, k ) { 49 if ( 50 isnan( t ) || 51 isnan( k ) || 52 k < 0.0 || 53 t >= 0.5 54 ) { 55 return NaN; 56 } 57 return pow( 1-(2*t), -k/2 ); 58 } 59 60 61 // EXPORTS // 62 63 module.exports = mgf;