factory.js (2120B)
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 betainc = require( '@stdlib/math/base/special/betainc' ); 25 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 26 var PINF = require( '@stdlib/constants/float64/pinf' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the cumulative distribution function (CDF) for an F distribution with numerator degrees of freedom `d1` and denominator degrees of freedom `d2`. 33 * 34 * @param {PositiveNumber} d1 - numerator degrees of freedom 35 * @param {PositiveNumber} d2 - denominator degrees of freedom 36 * @returns {Function} CDF 37 * 38 * @example 39 * var cdf = factory( 10.0, 2.0 ); 40 * 41 * var y = cdf( 10.0 ); 42 * // returns ~0.906 43 * 44 * y = cdf( 8.0 ); 45 * // returns ~0.884 46 */ 47 function factory( d1, d2 ) { 48 if ( 49 isnan( d1 ) || 50 isnan( d2 ) || 51 d1 <= 0.0 || 52 d2 <= 0.0 53 ) { 54 return constantFunction( NaN ); 55 } 56 return cdf; 57 58 /** 59 * Evaluates the cumulative distribution function (CDF) for an F distribution. 60 * 61 * @private 62 * @param {number} x - input value 63 * @returns {Probability} evaluated CDF 64 * 65 * @example 66 * var y = cdf( 10.0 ); 67 * // returns <number> 68 */ 69 function cdf( x ) { 70 if ( isnan( x ) ) { 71 return NaN; 72 } 73 if ( x <= 0.0 ) { 74 return 0.0; 75 } 76 if ( x === PINF ) { 77 return 1.0; 78 } 79 if ( d1 * x > d2 ) { 80 return betainc( (d1*x)/(d2+(d1*x)), d1/2.0, d2/2.0, true, false ); 81 } 82 return betainc( d2/(d2+(d1*x)), d2/2.0, d1/2.0, true, true ); 83 } 84 } 85 86 87 // EXPORTS // 88 89 module.exports = factory;