time-to-botec

Benchmark sampling in different programming languages
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logcdf.js (1840B)

      1 /**
      2 * @license Apache-2.0
      3 *
      4 * Copyright (c) 2021 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 cdf = require( './../../../../../base/dists/gamma/cdf' );
     24 var ln = require( '@stdlib/math/base/special/ln' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Evaluates the logarithm of the cumulative distribution function (CDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
     31 *
     32 * @param {number} x - input value
     33 * @param {NonNegativeNumber} alpha - shape parameter
     34 * @param {PositiveNumber} beta - rate parameter
     35 * @returns {number} evaluated logCDF
     36 *
     37 * @example
     38 * var y = logcdf( 2.0, 0.5, 1.0 );
     39 * // returns ~-0.047
     40 *
     41 * @example
     42 * var y = logcdf( 0.1, 1.0, 1.0 );
     43 * // returns ~-2.352
     44 *
     45 * @example
     46 * var y = logcdf( -1.0, 4.0, 2.0 );
     47 * // returns -Infinity
     48 *
     49 * @example
     50 * var y = logcdf( NaN, 0.6, 1.0 );
     51 * // returns NaN
     52 *
     53 * @example
     54 * var y = logcdf( 0.0, NaN, 1.0 );
     55 * // returns NaN
     56 *
     57 * @example
     58 * var y = logcdf( 0.0, 1.0, NaN );
     59 * // returns NaN
     60 *
     61 * @example
     62 * // Negative shape parameter:
     63 * var y = logcdf( 2.0, -1.0, 1.0 );
     64 * // returns NaN
     65 *
     66 * @example
     67 * // Negative rate parameter:
     68 * var y = logcdf( 2.0, 1.0, -1.0 );
     69 * // returns NaN
     70 */
     71 function logcdf( x, alpha, beta ) {
     72 	return ln( cdf( x, alpha, beta ) );
     73 }
     74 
     75 
     76 // EXPORTS //
     77 
     78 module.exports = logcdf;