time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

kurtosis.js (1776B)

      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 pow = require( '@stdlib/math/base/special/pow' );
     24 
     25 
     26 // MAIN //
     27 
     28 /**
     29 * Returns the excess kurtosis of an F distribution.
     30 *
     31 * @param {PositiveNumber} d1 - numerator degrees of freedom
     32 * @param {PositiveNumber} d2 - denominator degrees of freedom
     33 * @returns {PositiveNumber} kurtosis
     34 *
     35 * @example
     36 * var v = kurtosis( 3.0, 9.0 );
     37 * // returns ~124.667
     38 *
     39 * @example
     40 * var v = kurtosis( 4.0, 12.0 );
     41 * // returns ~26.143
     42 *
     43 * @example
     44 * var v = kurtosis( 8.0, 9.0 );
     45 * // returns ~100.167
     46 *
     47 * @example
     48 * var v = kurtosis( 1.0, 8.0 );
     49 * // returns NaN
     50 *
     51 * @example
     52 * var v = kurtosis( 1.0, -0.1 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var v = kurtosis( -0.1, 1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var v = kurtosis( 2.0, NaN );
     61 * // returns NaN
     62 *
     63 * @example
     64 * var v = kurtosis( NaN, 2.0 );
     65 * // returns NaN
     66 */
     67 function kurtosis( d1, d2 ) {
     68 	var denom;
     69 	var num;
     70 
     71 	if ( d1 <= 0.0 || d2 <= 8.0 ) {
     72 		return NaN;
     73 	}
     74 	num = ( d1 * ( ( 5.0*d2 ) - 22.0 ) * ( d1+d2-2.0 ) ) +
     75 		( ( d2-4.0 ) * pow( d2-2.0, 2.0 ) );
     76 	denom = d1 * ( d2-6.0 ) * ( d2-8.0 ) * ( d1+d2-2.0 );
     77 	return 12.0 * num / denom;
     78 }
     79 
     80 
     81 // EXPORTS //
     82 
     83 module.exports = kurtosis;