factory.js (2013B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var sinh = require( '@stdlib/math/base/special/sinh' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var PI_SQUARED = require( '@stdlib/constants/float64/pi-squared' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the moment-generating function (MGF) for a raised cosine distribution with location parameter `mu` and scale parameter `s`. 34 * 35 * @param {number} mu - location parameter 36 * @param {PositiveNumber} s - scale parameter 37 * @returns {Function} MGF 38 * 39 * @example 40 * var mgf = factory( 3.0, 1.5 ); 41 * 42 * var y = mgf( 1.9 ); 43 * // returns ~495.57 44 * 45 * y = mgf( -1.0 ); 46 * // returns ~0.058 47 */ 48 function factory( mu, s ) { 49 if ( 50 isnan( mu ) || 51 isnan( s ) || 52 s <= 0.0 53 ) { 54 return constantFunction( NaN ); 55 } 56 return mgf; 57 58 /** 59 * Evaluates the moment-generating function (MGF) for a raised cosine distribution. 60 * 61 * @private 62 * @param {number} t - input value 63 * @returns {number} evaluated MGF 64 * 65 * @example 66 * var y = mgf( 2.0 ); 67 * // returns <number> 68 */ 69 function mgf( t ) { 70 var out; 71 var st; 72 if ( isnan( t ) ) { 73 return NaN; 74 } 75 st = s * t; 76 out = PI_SQUARED * sinh( st ); 77 out /= st * ( PI_SQUARED + ( st*st ) ); 78 out *= exp( mu * t ); 79 return out; 80 } 81 } 82 83 84 // EXPORTS // 85 86 module.exports = factory;