time-to-botec

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

pdf.js (2093B)

      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 PINF = require( '@stdlib/constants/float64/pinf' );
     25 var gammaDeriv = require( './gamma_p_derivative.js' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Evaluates the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`.
     32 *
     33 * @param {number} x - input value
     34 * @param {NonNegativeNumber} alpha - shape parameter
     35 * @param {PositiveNumber} beta - rate parameter
     36 * @returns {number} evaluated PDF
     37 *
     38 * @example
     39 * var y = pdf( 2.0, 0.5, 1.0 );
     40 * // returns ~0.054
     41 *
     42 * @example
     43 * var y = pdf( 0.1, 1.0, 1.0 );
     44 * // returns ~0.905
     45 *
     46 * @example
     47 * var y = pdf( -1.0, 4.0, 2.0 );
     48 * // returns 0.0
     49 *
     50 * @example
     51 * var y = pdf( NaN, 0.6, 1.0 );
     52 * // returns NaN
     53 *
     54 * @example
     55 * var y = pdf( 0.0, NaN, 1.0 );
     56 * // returns NaN
     57 *
     58 * @example
     59 * var y = pdf( 0.0, 1.0, NaN );
     60 * // returns NaN
     61 *
     62 * @example
     63 * // Negative shape parameter:
     64 * var y = pdf( 2.0, -1.0, 1.0 );
     65 * // returns NaN
     66 *
     67 * @example
     68 * // Negative rate parameter:
     69 * var y = pdf( 2.0, 1.0, -1.0 );
     70 * // returns NaN
     71 */
     72 function pdf( x, alpha, beta ) {
     73 	if (
     74 		isnan( x ) ||
     75 		isnan( alpha ) ||
     76 		isnan( beta ) ||
     77 		alpha < 0.0 ||
     78 		beta <= 0.0
     79 	) {
     80 		return NaN;
     81 	}
     82 	if ( x < 0.0 || x === PINF ) {
     83 		return 0.0;
     84 	}
     85 	if ( alpha === 0.0 ) {
     86 		// Point mass at 0...
     87 		return ( x === 0.0 ) ? PINF : 0.0;
     88 	}
     89 	return gammaDeriv( alpha, x * beta ) * beta;
     90 }
     91 
     92 
     93 // EXPORTS //
     94 
     95 module.exports = pdf;