cdf.js (1795B)
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 floor = require( '@stdlib/math/base/special/floor' ); 25 var pow = require( '@stdlib/math/base/special/pow' ); 26 var PINF = require( '@stdlib/constants/float64/pinf' ); 27 28 29 // MAIN // 30 31 /** 32 * Evaluates the cumulative distribution function (CDF) for a geometric distribution with success probability `p` at a value `x`. 33 * 34 * @param {number} x - input value 35 * @param {Probability} p - success probability 36 * @returns {Probability} evaluated CDF 37 * 38 * @example 39 * var y = cdf( 2.0, 0.5 ); 40 * // returns 0.875 41 * 42 * @example 43 * var y = cdf( 2.0, 0.1 ); 44 * // returns ~0.271 45 * 46 * @example 47 * var y = cdf( -1.0, 0.5 ); 48 * // returns 0.0 49 * 50 * @example 51 * var y = cdf( NaN, 0.5 ); 52 * // returns NaN 53 * 54 * @example 55 * var y = cdf( 0.0, NaN ); 56 * // returns NaN 57 * 58 * @example 59 * // Invalid probability 60 * var y = cdf( 2.0, 1.4 ); 61 * // returns NaN 62 */ 63 function cdf( x, p ) { 64 if ( 65 isnan( x ) || 66 isnan( p ) || 67 p < 0.0 || 68 p > 1.0 69 ) { 70 return NaN; 71 } 72 if ( x < 0.0 ) { 73 return 0.0; 74 } 75 if ( x === PINF ) { 76 return 1.0; 77 } 78 x = floor( x ); 79 return 1.0 - pow( 1.0 - p, x + 1.0 ); 80 } 81 82 83 // EXPORTS // 84 85 module.exports = cdf;