cdf.js (1901B)
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 sinpi = require( '@stdlib/math/base/special/sinpi' ); 25 var PI = require( '@stdlib/constants/float64/pi' ); 26 27 28 // MAIN // 29 30 /** 31 * Evaluates the cumulative distribution function (CDF) for a raised cosine distribution with location parameter `mu` and scale parameter `s` at a value `x`. 32 * 33 * @param {number} x - input value 34 * @param {number} mu - location parameter 35 * @param {NonNegativeNumber} s - scale parameter 36 * @returns {Probability} evaluated CDF 37 * 38 * @example 39 * var y = cdf( 0.5, 0.0, 1.0 ); 40 * // returns ~0.909 41 * 42 * @example 43 * var y = cdf( 1.2, 0.0, 1.0 ); 44 * // returns 1.0 45 * 46 * @example 47 * var y = cdf( -0.9, 0.0, 1.0); 48 * // returns ~0.0 49 * 50 * @example 51 * var y = cdf( 2.0, 0.0, NaN ); 52 * // returns NaN 53 * 54 * @example 55 * var y = cdf( 2.0, NaN, 1.0 ); 56 * // returns NaN 57 * 58 * @example 59 * var y = cdf( NaN, 0.0, 1.0 ); 60 * // returns NaN 61 */ 62 function cdf( x, mu, s ) { 63 var z; 64 if ( 65 isnan( x ) || 66 isnan( mu ) || 67 isnan( s ) || 68 s < 0.0 69 ) { 70 return NaN; 71 } 72 if ( s === 0.0 ) { 73 return ( x < mu ) ? 0.0 : 1.0; 74 } 75 if ( x < mu - s ) { 76 return 0.0; 77 } 78 if ( x > mu + s ) { 79 return 1.0; 80 } 81 z = ( x - mu ) / s; 82 return ( 1.0 + z + ( sinpi( z ) / PI ) ) / 2.0; 83 } 84 85 86 // EXPORTS // 87 88 module.exports = cdf;