logcdf.js (1871B)
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 log1p = require( '@stdlib/math/base/special/log1p' ); 25 var exp = require( '@stdlib/math/base/special/exp' ); 26 var NINF = require( '@stdlib/constants/float64/ninf' ); 27 var PINF = require( '@stdlib/constants/float64/pinf' ); 28 29 30 // MAIN // 31 32 /** 33 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for an exponential distribution with rate parameter `lambda` at a value `x`. 34 * 35 * @param {number} x - input value 36 * @param {PositiveNumber} lambda - rate parameter 37 * @returns {number} evaluated logCDF 38 * 39 * @example 40 * var y = logcdf( 2.0, 0.1 ); 41 * // returns ~-1.708 42 * 43 * @example 44 * var y = logcdf( 1.0, 2.0 ); 45 * // returns ~-0.145 46 * 47 * @example 48 * var y = logcdf( -1.0, 4.0 ); 49 * // returns -Infinity 50 * 51 * @example 52 * var y = logcdf( NaN, 1.0 ); 53 * // returns NaN 54 * 55 * @example 56 * var y = logcdf( 0.0, NaN ); 57 * // returns NaN 58 * 59 * @example 60 * // Negative rate parameter: 61 * var y = logcdf( 2.0, -1.0 ); 62 * // returns NaN 63 */ 64 function logcdf( x, lambda ) { 65 if ( 66 isnan( lambda ) || 67 lambda < 0.0 || 68 lambda === PINF 69 ) { 70 return NaN; 71 } 72 if ( x < 0.0 ) { 73 return NINF; 74 } 75 return log1p( -exp( -lambda * x ) ); 76 } 77 78 79 // EXPORTS // 80 81 module.exports = logcdf;