logcdf.js (2069B)
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 ln = require( '@stdlib/math/base/special/ln' ); 26 var NINF = require( '@stdlib/constants/float64/ninf' ); 27 var PI = require( '@stdlib/constants/float64/pi' ); 28 29 30 // MAIN // 31 32 /** 33 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a raised cosine distribution with location parameter `mu` and scale parameter `s` at a value `x`. 34 * 35 * @param {number} x - input value 36 * @param {number} mu - location parameter 37 * @param {NonNegativeNumber} s - scale parameter 38 * @returns {number} evaluated logCDF 39 * 40 * @example 41 * var y = logcdf( 0.5, 0.0, 1.0 ); 42 * // returns ~-0.095 43 * 44 * @example 45 * var y = logcdf( 1.2, 0.0, 1.0 ); 46 * // returns 0.0 47 * 48 * @example 49 * var y = logcdf( -0.9, 0.0, 1.0 ); 50 * // returns ~-7.108 51 * 52 * @example 53 * var y = logcdf( 2.0, 0.0, NaN ); 54 * // returns NaN 55 * 56 * @example 57 * var y = logcdf( 2.0, NaN, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var y = logcdf( NaN, 0.0, 1.0 ); 62 * // returns NaN 63 */ 64 function logcdf( x, mu, s ) { 65 var z; 66 if ( 67 isnan( x ) || 68 isnan( mu ) || 69 isnan( s ) || 70 s < 0.0 71 ) { 72 return NaN; 73 } 74 if ( s === 0.0 ) { 75 return ( x < mu ) ? NINF : 0.0; 76 } 77 if ( x < mu - s ) { 78 return NINF; 79 } 80 if ( x > mu + s ) { 81 return 0.0; 82 } 83 z = ( x - mu ) / s; 84 return ln( ( 1.0 + z + ( sinpi( z ) / PI ) ) / 2.0 ); 85 } 86 87 88 // EXPORTS // 89 90 module.exports = logcdf;