logpdf.js (1810B)
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 ln = require( '@stdlib/math/base/special/ln' ); 25 var NINF = require( '@stdlib/constants/float64/ninf' ); 26 var PINF = require( '@stdlib/constants/float64/pinf' ); 27 28 29 // MAIN // 30 31 /** 32 * Evaluates the natural logarithm of the probability density function (PDF) for an exponential distribution with rate parameter `lambda` at a value `x`. 33 * 34 * @param {number} x - input value 35 * @param {PositiveNumber} lambda - rate parameter 36 * @returns {number} evaluated logPDF 37 * 38 * @example 39 * var y = logpdf( 0.3, 4.0 ); 40 * // returns ~0.186 41 * 42 * @example 43 * var y = logpdf( 2.0, 0.7 ); 44 * // returns ~-1.757 45 * 46 * @example 47 * var y = logpdf( -1.0, 0.5 ); 48 * // returns -Infinity 49 * 50 * @example 51 * var y = logpdf( 0, NaN ); 52 * // returns NaN 53 * 54 * @example 55 * var y = logpdf( NaN, 2.0 ); 56 * // returns NaN 57 * 58 * @example 59 * // Negative rate: 60 * var y = logpdf( 2.0, -1.0 ); 61 * // returns NaN 62 */ 63 function logpdf( x, lambda ) { 64 if ( 65 isnan( x ) || 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 ( -x*lambda ) + ln( lambda ); 76 } 77 78 79 // EXPORTS // 80 81 module.exports = logpdf;