stdev.js (1741B)
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 isPositiveInteger = require( '@stdlib/math/base/assert/is-positive-integer' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns the standard deviation of an Erlang distribution. 32 * 33 * @param {PositiveInteger} k - shape parameter 34 * @param {PositiveNumber} lambda - rate parameter 35 * @returns {NonNegativeNumber} standard deviation 36 * 37 * @example 38 * var v = stdev( 1, 1.0 ); 39 * // returns 1.0 40 * 41 * @example 42 * var v = stdev( 4, 12.0 ); 43 * // returns ~0.167 44 * 45 * @example 46 * var v = stdev( 8, 2.0 ); 47 * // returns ~1.414 48 * 49 * @example 50 * var v = stdev( 1.5, 2.0 ); 51 * // returns NaN 52 * 53 * @example 54 * var v = stdev( 1, -0.1 ); 55 * // returns NaN 56 * 57 * @example 58 * var v = stdev( -0.1, 1.0 ); 59 * // returns NaN 60 * 61 * @example 62 * var v = stdev( 2, NaN ); 63 * // returns NaN 64 * 65 * @example 66 * var v = stdev( NaN, 2.0 ); 67 * // returns NaN 68 */ 69 function stdev( k, lambda ) { 70 if ( 71 !isPositiveInteger( k ) || 72 isnan( lambda ) || 73 lambda <= 0.0 74 ) { 75 return NaN; 76 } 77 return sqrt( k ) / lambda; 78 } 79 80 81 // EXPORTS // 82 83 module.exports = stdev;