factory.js (1730B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var PINF = require( '@stdlib/constants/float64/pinf' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a function for evaluating the moment-generating function (MGF) of an exponential distribution with rate parameter `lambda`. 32 * 33 * @param {PositiveNumber} lambda - rate parameter 34 * @returns {Function} MGF 35 * 36 * @example 37 * var mgf = factory( 4.0 ); 38 * var y = mgf( 3.0 ); 39 * // returns 4.0 40 * 41 * y = mgf( 0.5 ); 42 * // returns ~1.143 43 */ 44 function factory( lambda ) { 45 if ( 46 isnan( lambda ) || 47 lambda <= 0.0 || 48 lambda === PINF 49 ) { 50 return constantFunction( NaN ); 51 } 52 return mgf; 53 54 /** 55 * Evaluates the moment-generating function (MGF) for an exponential distribution. 56 * 57 * @private 58 * @param {number} t - input value 59 * @returns {number} evaluated MGF 60 * 61 * @example 62 * var y = mgf( 0.5 ); 63 * // returns <number> 64 */ 65 function mgf( t ) { 66 if ( isnan( t ) || t >= lambda ) { 67 return NaN; 68 } 69 return lambda / ( lambda - t ); 70 } 71 } 72 73 74 // EXPORTS // 75 76 module.exports = factory;