time-to-botec

Benchmark sampling in different programming languages
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logpdf.js (2210B)

      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 cospi = require( '@stdlib/math/base/special/cospi' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 var NINF = require( '@stdlib/constants/float64/ninf' );
     27 var PINF = require( '@stdlib/constants/float64/pinf' );
     28 
     29 
     30 // MAIN //
     31 
     32 /**
     33 * Evaluates the logarithm of the probability density function (PDF) 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 logPDF
     39 *
     40 * @example
     41 * var y = logpdf( 2.0, 0.0, 3.0 );
     42 * // returns ~-2.485
     43 *
     44 * @example
     45 * var y = logpdf( 1.5, 4.0, 4.0 );
     46 * // returns ~-2.562
     47 *
     48 * @example
     49 * var y = logpdf( NaN, 0.0, 1.0 );
     50 * // returns NaN
     51 *
     52 * @example
     53 * var y = logpdf( 0.0, NaN, 1.0 );
     54 * // returns NaN
     55 *
     56 * @example
     57 * var y = logpdf( 0.0, 0.0, NaN );
     58 * // returns NaN
     59 *
     60 * @example
     61 * // Negative scale parameter:
     62 * var y = logpdf( 2.0, 0.0, -1.0 );
     63 * // returns NaN
     64 *
     65 * @example
     66 * var y = logpdf( 2.0, 8.0, 0.0 );
     67 * // returns -Infinity
     68 *
     69 * @example
     70 * var y = logpdf( 8.0, 8.0, 0.0 );
     71 * // returns Infinity
     72 */
     73 function logpdf( x, mu, s ) {
     74 	var z;
     75 	if (
     76 		isnan( x ) ||
     77 		isnan( mu ) ||
     78 		isnan( s ) ||
     79 		s < 0.0
     80 	) {
     81 		return NaN;
     82 	}
     83 	if ( s === 0.0 ) {
     84 		return ( x === mu ) ? PINF : NINF;
     85 	}
     86 	if (
     87 		x < mu - s ||
     88 		x > mu + s
     89 	) {
     90 		return NINF;
     91 	}
     92 	z = ( x - mu ) / s;
     93 	return ln( 1.0 + cospi( z ) ) - ln( 2.0 * s );
     94 }
     95 
     96 
     97 // EXPORTS //
     98 
     99 module.exports = logpdf;