time-to-botec

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

logpdf.js (2251B)

      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 pow = require( '@stdlib/math/base/special/pow' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 var NINF = require( '@stdlib/constants/float64/ninf' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the logarithm of the probability density function (PDF) for a Fréchet distribution with shape `alpha`, scale `s`, and location `m` at a value `x`.
     33 *
     34 * @param {number} x - input value
     35 * @param {PositiveNumber} alpha - shape parameter
     36 * @param {PositiveNumber} s - scale parameter
     37 * @param {number} m - location parameter
     38 * @returns {number} evaluated logPDF
     39 *
     40 * @example
     41 * var y = logpdf( 10.0, 2.0, 3.0, 2.0 );
     42 * // returns ~-3.489
     43 *
     44 * @example
     45 * var y = logpdf( -2.0, 1.0, 3.0, -3.0 );
     46 * // returns ~-1.901
     47 *
     48 * @example
     49 * var y = logpdf( 0.0, 2.0, 1.0, 1.0 );
     50 * // returns -Infinity
     51 *
     52 * @example
     53 * var y = logpdf( NaN, 2.0, 1.0, -1.0 );
     54 * // returns NaN
     55 *
     56 * @example
     57 * var y = logpdf( 0.0, NaN, 1.0, -1.0 );
     58 * // returns NaN
     59 *
     60 * @example
     61 * var y = logpdf( 0.0, 2.0, NaN, -1.0 );
     62 * // returns NaN
     63 *
     64 * @example
     65 * var y = logpdf( 0.0, 2.0, 1.0, NaN );
     66 * // returns NaN
     67 *
     68 * @example
     69 * var y = logpdf( 0.0, -1.0, 1.0, 0.0 );
     70 * // returns NaN
     71 *
     72 * @example
     73 * var y = logpdf( 0.0, 1.0, -1.0, 0.0 );
     74 * // returns NaN
     75 */
     76 function logpdf( x, alpha, s, m ) {
     77 	var z;
     78 	if (
     79 		isnan( x ) ||
     80 		isnan( alpha ) ||
     81 		isnan( s ) ||
     82 		isnan( m ) ||
     83 		alpha <= 0.0 ||
     84 		s <= 0.0
     85 	) {
     86 		return NaN;
     87 	}
     88 	if ( x <= m ) {
     89 		return NINF;
     90 	}
     91 	z = ( x - m ) / s;
     92 	return ln( alpha/s ) - ( ( 1.0+alpha ) * ln( z ) ) - pow( z, -alpha );
     93 }
     94 
     95 
     96 // EXPORTS //
     97 
     98 module.exports = logpdf;