entropy.js (1712B)
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 GAMMA = require( '@stdlib/constants/float64/eulergamma' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns the differential entropy for a Fréchet distribution with shape `alpha`, scale `s`, and location `m`. 32 * 33 * @param {PositiveNumber} alpha - shape parameter 34 * @param {PositiveNumber} s - scale parameter 35 * @param {number} m - location parameter 36 * @returns {PositiveNumber} entropy 37 * 38 * @example 39 * var y = entropy( 1.0, 1.0, 0.0 ); 40 * // returns ~2.154 41 * 42 * @example 43 * var y = entropy( 5.0, 2.0, 0.0 ); 44 * // returns ~0.776 45 * 46 * @example 47 * var y = entropy( NaN, 1.0, 0.0 ); 48 * // returns NaN 49 * 50 * @example 51 * var y = entropy( 1.0, NaN, 0.0 ); 52 * // returns NaN 53 * 54 * @example 55 * var y = entropy( 1.0, 1.0, NaN ); 56 * // returns NaN 57 */ 58 function entropy( alpha, s, m ) { 59 if ( 60 isnan( alpha ) || 61 isnan( s ) || 62 isnan( m ) || 63 alpha <= 0.0 || 64 s <= 0.0 65 ) { 66 return NaN; 67 } 68 return 1.0 + ( GAMMA / alpha ) + GAMMA + ln( s / alpha ); 69 } 70 71 72 // EXPORTS // 73 74 module.exports = entropy;