factory.js (2066B)
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 degenerate = require( './../../../../../base/dists/degenerate/cdf' ).factory; 25 var gammainc = require( '@stdlib/math/base/special/gammainc' ); 26 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 27 var PINF = require( '@stdlib/constants/float64/pinf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the cumulative distribution function (CDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta`. 34 * 35 * @param {NonNegativeNumber} alpha - shape parameter 36 * @param {PositiveNumber} beta - rate parameter 37 * @returns {Function} CDF 38 * 39 * @example 40 * var cdf = factory( 0.5, 0.1 ); 41 * var y = cdf( 12.0 ); 42 * // returns ~0.879 43 * 44 * y = cdf( 8.0 ); 45 * // returns ~0.794 46 */ 47 function factory( alpha, beta ) { 48 if ( 49 isnan( alpha ) || 50 isnan( beta ) || 51 alpha < 0.0 || 52 beta <= 0.0 53 ) { 54 return constantFunction( NaN ); 55 } 56 if ( alpha === 0.0 ) { 57 return degenerate( 0.0 ); 58 } 59 return cdf; 60 61 /** 62 * Evaluates the cumulative distribution function (CDF) for a gamma distribution. 63 * 64 * @private 65 * @param {number} x - input value 66 * @returns {Probability} evaluated CDF 67 * 68 * @example 69 * var y = cdf( 2.0 ); 70 * // returns <number> 71 */ 72 function cdf( x ) { 73 if ( x <= 0.0 ) { 74 return 0.0; 75 } 76 if ( x === PINF ) { 77 return 1.0; 78 } 79 return gammainc( x * beta, alpha ); 80 } 81 } 82 83 84 // EXPORTS // 85 86 module.exports = factory;