logcdf.js (1962B)
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 log1p = require( '@stdlib/math/base/special/log1p' ); 26 var pow = require( '@stdlib/math/base/special/pow' ); 27 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 var PINF = require( '@stdlib/constants/float64/pinf' ); 29 30 31 // MAIN // 32 33 /** 34 * Evaluates the logarithm of the cumulative distribution function (CDF) for a geometric distribution with success probability `p` at a value `x`. 35 * 36 * @param {number} x - input value 37 * @param {Probability} p - success probability 38 * @returns {number} evaluated logCDF 39 * 40 * @example 41 * var y = logcdf( 2.0, 0.5 ); 42 * // returns ~-0.134 43 * 44 * @example 45 * var y = logcdf( 2.0, 0.1 ); 46 * // returns ~-1.306 47 * 48 * @example 49 * var y = logcdf( -1.0, 0.5 ); 50 * // returns -Infinity 51 * 52 * @example 53 * var y = logcdf( NaN, 0.5 ); 54 * // returns NaN 55 * 56 * @example 57 * var y = logcdf( 0.0, NaN ); 58 * // returns NaN 59 * 60 * @example 61 * // Invalid probability 62 * var y = logcdf( 2.0, 1.4 ); 63 * // returns NaN 64 */ 65 function logcdf( x, p ) { 66 if ( 67 isnan( x ) || 68 isnan( p ) || 69 p < 0.0 || 70 p > 1.0 71 ) { 72 return NaN; 73 } 74 if ( x < 0.0 ) { 75 return NINF; 76 } 77 if ( x === PINF ) { 78 return 0.0; 79 } 80 x = floor( x ); 81 return log1p( -pow( 1.0 - p, x + 1.0 ) ); 82 } 83 84 85 // EXPORTS // 86 87 module.exports = logcdf;