time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

cdf.js (1996B)

      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 isNonNegativeInteger = require( '@stdlib/math/base/assert/is-nonnegative-integer' );
     24 var gammaCDF = require( './../../../../../base/dists/gamma/cdf' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Evaluates the cumulative distribution function (CDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda` at a value `x`.
     31 *
     32 * @param {number} x - input value
     33 * @param {NonNegativeInteger} k - shape parameter
     34 * @param {PositiveNumber} lambda - rate parameter
     35 * @returns {Probability} evaluated CDF
     36 *
     37 * @example
     38 * var y = cdf( 2.0, 1, 1.0 );
     39 * // returns ~0.865
     40 *
     41 * @example
     42 * var y = cdf( 2.0, 3, 1.0 );
     43 * // returns ~0.323
     44 *
     45 * @example
     46 * var y = cdf( 2.0, 2.5, 1.0 );
     47 * // returns NaN
     48 *
     49 * @example
     50 * var y = cdf( -1.0, 2, 2.0 );
     51 * // returns 0.0
     52 *
     53 * @example
     54 * var y = cdf( +Infinity, 4, 2.0 );
     55 * // returns 1.0
     56 *
     57 * @example
     58 * var y = cdf( -Infinity, 4, 2.0 );
     59 * // returns 0.0
     60 *
     61 * @example
     62 * var y = cdf( NaN, 0, 1.0 );
     63 * // returns NaN
     64 *
     65 * @example
     66 * var y = cdf( 0.0, NaN, 1.0 );
     67 * // returns NaN
     68 *
     69 * @example
     70 * var y = cdf( 0.0, 0, NaN );
     71 * // returns NaN
     72 *
     73 * @example
     74 * var y = cdf( 2.0, -1, 1.0 );
     75 * // returns NaN
     76 *
     77 * @example
     78 * var y = cdf( 2.0, 1, -1.0 );
     79 * // returns NaN
     80 */
     81 function cdf( x, k, lambda ) {
     82 	if ( !isNonNegativeInteger( k ) ) {
     83 		return NaN;
     84 	}
     85 	return gammaCDF( x, k, lambda );
     86 }
     87 
     88 
     89 // EXPORTS //
     90 
     91 module.exports = cdf;