logpdf.js (2135B)
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 gammaLogPDF = require( './../../../../../base/dists/gamma/logpdf' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the natural logarithm of the probability density function (PDF) 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 {number} evaluated logPDF 36 * 37 * @example 38 * var y = logpdf( 0.1, 1, 1.0 ); 39 * // returns ~-0.1 40 * 41 * @example 42 * var y = logpdf( 0.5, 2, 2.5 ); 43 * // returns ~-0.111 44 * 45 * @example 46 * var y = logpdf( -1.0, 4, 2.0 ); 47 * // returns -Infinity 48 * 49 * @example 50 * var y = logpdf( NaN, 1, 1.0 ); 51 * // returns NaN 52 * 53 * @example 54 * var y = logpdf( 0.0, NaN, 1.0 ); 55 * // returns NaN 56 * 57 * @example 58 * var y = logpdf( 0.0, 1, NaN ); 59 * // returns NaN 60 * 61 * @example 62 * var y = logpdf( 2.0, -2, 0.5 ); 63 * // returns NaN 64 * 65 * @example 66 * var y = logpdf( 2.0, 0.5, 0.5 ); 67 * // returns NaN 68 * 69 * @example 70 * var y = logpdf( 2.0, 0.0, 2.0 ); 71 * // returns -Infinity 72 * 73 * @example 74 * var y = logpdf( 0.0, 0.0, 2.0 ); 75 * // returns Infinity 76 * 77 * @example 78 * var y = logpdf( 2.0, 1, 0.0 ); 79 * // returns NaN 80 * 81 * @example 82 * var y = logpdf( 2.0, 1, -1.0 ); 83 * // returns NaN 84 */ 85 function logpdf( x, k, lambda ) { 86 if ( !isNonNegativeInteger( k ) ) { 87 return NaN; 88 } 89 return gammaLogPDF( x, k, lambda ); 90 } 91 92 93 // EXPORTS // 94 95 module.exports = logpdf;