logpdf.js (2271B)
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 ln = require( '@stdlib/math/base/special/ln' ); 25 var PINF = require( '@stdlib/constants/float64/pinf' ); 26 var NINF = require( '@stdlib/constants/float64/ninf' ); 27 var gammaDeriv = require( './gamma_p_derivative.js' ); 28 29 30 // MAIN // 31 32 /** 33 * Evaluates the logarithm of the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. 34 * 35 * @param {number} x - input value 36 * @param {NonNegativeNumber} alpha - shape parameter 37 * @param {PositiveNumber} beta - rate parameter 38 * @returns {number} evaluated logPDF 39 * 40 * @example 41 * var y = logpdf( 2.0, 0.5, 1.0 ); 42 * // returns ~-2.919 43 * 44 * @example 45 * var y = logpdf( 0.1, 1.0, 1.0 ); 46 * // returns ~-0.1 47 * 48 * @example 49 * var y = logpdf( -1.0, 4.0, 2.0 ); 50 * // returns -Infinity 51 * 52 * @example 53 * var y = logpdf( NaN, 0.6, 1.0 ); 54 * // returns NaN 55 * 56 * @example 57 * var y = logpdf( 0.0, NaN, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var y = logpdf( 0.0, 1.0, NaN ); 62 * // returns NaN 63 * 64 * @example 65 * // Negative shape parameter: 66 * var y = logpdf( 2.0, -1.0, 1.0 ); 67 * // returns NaN 68 * 69 * @example 70 * // Negative rate parameter: 71 * var y = logpdf( 2.0, 1.0, -1.0 ); 72 * // returns NaN 73 */ 74 function logpdf( x, alpha, beta ) { 75 if ( 76 isnan( x ) || 77 isnan( alpha ) || 78 isnan( beta ) || 79 alpha < 0.0 || 80 beta <= 0.0 81 ) { 82 return NaN; 83 } 84 if ( x < 0.0 || x === PINF ) { 85 return NINF; 86 } 87 if ( alpha === 0.0 ) { 88 // Point mass at 0... 89 return ( x === 0.0 ) ? PINF : NINF; 90 } 91 return ln( gammaDeriv( alpha, x * beta ) ) + ln( beta ); 92 } 93 94 95 // EXPORTS // 96 97 module.exports = logpdf;