time-to-botec

Benchmark sampling in different programming languages
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kurtosis.js (1653B)


      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 var PI_SQUARED = require( '@stdlib/constants/float64/pi-squared' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Returns the excess kurtosis for a raised cosine distribution with location `mu` and scale `s`.
     32 *
     33 * @param {number} mu - location parameter
     34 * @param {PositiveNumber} s - scale parameter
     35 * @returns {number} excess kurtosis
     36 *
     37 * @example
     38 * var y = kurtosis( 0.0, 1.0 );
     39 * // returns ~-0.594
     40 *
     41 * @example
     42 * var y = kurtosis( 5.0, 2.0 );
     43 * // returns ~-0.594
     44 *
     45 * @example
     46 * var y = kurtosis( NaN, 1.0 );
     47 * // returns NaN
     48 *
     49 * @example
     50 * var y = kurtosis( 0.0, NaN );
     51 * // returns NaN
     52 *
     53 * @example
     54 * var y = kurtosis( 0.0, 0.0 );
     55 * // returns NaN
     56 */
     57 function kurtosis( mu, s ) {
     58 	var out;
     59 	if (
     60 		isnan( mu ) ||
     61 		isnan( s ) ||
     62 		s <= 0.0
     63 	) {
     64 		return NaN;
     65 	}
     66 	out = 6.0 * ( 90.0 - ( PI_SQUARED*PI_SQUARED ) );
     67 	out /= 5.0 * pow( PI_SQUARED-6.0, 2.0 );
     68 	return out;
     69 }
     70 
     71 
     72 // EXPORTS //
     73 
     74 module.exports = kurtosis;