mgf.js (1592B)
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 PINF = require( '@stdlib/constants/float64/pinf' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the moment-generating function (MGF) for an exponential distribution with rate parameter `lambda` at a value `t`. 31 * 32 * @param {number} t - input value 33 * @param {PositiveNumber} lambda - rate parameter 34 * @returns {number} evaluated MGF 35 * 36 * @example 37 * var v = mgf( 2.0, 3.0 ); 38 * // returns 3.0 39 * 40 * @example 41 * var v = mgf( 0.4, 1.2 ); 42 * // returns 1.5 43 * 44 * @example 45 * var v = mgf( 0.8, 1.6 ); 46 * // returns 2.0 47 * 48 * @example 49 * var v = mgf( 4.0, 3.0 ); 50 * // returns NaN 51 * 52 * @example 53 * var v = mgf( NaN, 3.0 ); 54 * // returns NaN 55 * 56 * @example 57 * var v = mgf( 2.0, NaN ); 58 * // returns NaN 59 */ 60 function mgf( t, lambda ) { 61 if ( 62 isnan( t ) || 63 isnan( lambda ) || 64 lambda <= 0.0 || 65 lambda === PINF || 66 t >= lambda 67 ) { 68 return NaN; 69 } 70 return lambda / ( lambda - t ); 71 } 72 73 74 // EXPORTS // 75 76 module.exports = mgf;