factory.js (2063B)
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 pow = require( '@stdlib/math/base/special/pow' ); 26 var NINF = require( '@stdlib/constants/float64/ninf' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a Fréchet distribution with shape `alpha`, scale `s`, and location `m`. 33 * 34 * @param {PositiveNumber} alpha - shape parameter 35 * @param {PositiveNumber} s - scale parameter 36 * @param {number} m - location parameter 37 * @returns {Function} logCDF 38 * 39 * @example 40 * var logcdf = factory( 3.0, 3.0, 5.0 ); 41 * 42 * var y = logcdf( 10.0 ); 43 * // returns ~-0.216 44 * 45 * y = logcdf( 7.0 ); 46 * // returns ~-3.375 47 */ 48 function factory( alpha, s, m ) { 49 if ( 50 isnan( alpha ) || 51 isnan( s ) || 52 isnan( m ) || 53 alpha <= 0.0 || 54 s <= 0.0 55 ) { 56 return constantFunction( NaN ); 57 } 58 return logcdf; 59 60 /** 61 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Fréchet distribution. 62 * 63 * @private 64 * @param {number} x - input value 65 * @returns {number} evaluated logCDF 66 * 67 * @example 68 * var y = logcdf( -2.0 ); 69 * // returns <number> 70 */ 71 function logcdf( x ) { 72 var z; 73 if ( isnan( x ) ) { 74 return NaN; 75 } 76 if ( x <= m ) { 77 return NINF; 78 } 79 z = ( x - m ) / s; 80 return -pow( z, -alpha ); 81 } 82 } 83 84 85 // EXPORTS // 86 87 module.exports = factory;