factory.js (2136B)
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 ln = require( '@stdlib/math/base/special/ln' ); 27 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the logarithm of the probability density function (PDF) for a Fréchet distribution with shape `alpha`, scale `s`, and location `m`. 34 * 35 * @param {PositiveNumber} alpha - shape parameter 36 * @param {PositiveNumber} s - scale parameter 37 * @param {number} m - location parameter 38 * @returns {Function} logPDF 39 * 40 * @example 41 * var logpdf = factory( 3.0, 3.0, 5.0 ); 42 * 43 * var y = logpdf( 10.0 ); 44 * // returns ~-2.259 45 * 46 * y = logpdf( 7.0 ); 47 * // returns ~-1.753 48 */ 49 function factory( alpha, s, m ) { 50 if ( 51 isnan( alpha ) || 52 isnan( s ) || 53 isnan( m ) || 54 alpha <= 0.0 || 55 s <= 0.0 56 ) { 57 return constantFunction( NaN ); 58 } 59 return logpdf; 60 61 /** 62 * Evaluates the logarithm of the probability density function (PDF) for a Fréchet distribution. 63 * 64 * @private 65 * @param {number} x - input value 66 * @returns {number} evaluated logPDF 67 * 68 * @example 69 * var y = logpdf( -2.0 ); 70 * // returns <number> 71 */ 72 function logpdf( x ) { 73 var z; 74 if ( isnan( x ) ) { 75 return NaN; 76 } 77 if ( x <= m ) { 78 return NINF; 79 } 80 z = ( x - m ) / s; 81 return ln( alpha/s ) - ( ( 1.0+alpha ) * ln( z ) ) - pow( z, -alpha ); 82 } 83 } 84 85 86 // EXPORTS // 87 88 module.exports = factory;