time-to-botec

Benchmark sampling in different programming languages
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mgf.js (1892B)

      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 sinh = require( '@stdlib/math/base/special/sinh' );
     25 var exp = require( '@stdlib/math/base/special/exp' );
     26 var PI_SQUARED = require( '@stdlib/constants/float64/pi-squared' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the moment-generating function (MGF) for a raised cosine distribution with location parameter `mu` and scale parameter `s` at a value `t`.
     33 *
     34 * @param {number} t - input value
     35 * @param {number} mu - location parameter
     36 * @param {PositiveNumber} s - scale parameter
     37 * @returns {number} evaluated MGF
     38 *
     39 * @example
     40 * var y = mgf( 0.5, 0.0, 1.0 );
     41 * // returns ~1.016
     42 *
     43 * @example
     44 * var y = mgf( 1.2, 0.0, 1.0 );
     45 * // returns ~1.098
     46 *
     47 * @example
     48 * var y = mgf( -0.9, 0.0, 3.0);
     49 * // returns ~1.578
     50 *
     51 * @example
     52 * var y = mgf( 2.0, 0.0, NaN );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = mgf( 2.0, NaN, 1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = mgf( NaN, 0.0, 1.0 );
     61 * // returns NaN
     62 */
     63 function mgf( t, mu, s ) {
     64 	var out;
     65 	var st;
     66 	if (
     67 		isnan( t ) ||
     68 		isnan( mu ) ||
     69 		isnan( s ) ||
     70 		s <= 0.0
     71 	) {
     72 		return NaN;
     73 	}
     74 	st = s * t;
     75 	out = PI_SQUARED * sinh( st );
     76 	out /= st * ( PI_SQUARED + ( st*st ) );
     77 	out *= exp( mu * t );
     78 	return out;
     79 }
     80 
     81 
     82 // EXPORTS //
     83 
     84 module.exports = mgf;