time-to-botec

Benchmark sampling in different programming languages
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mgf.js (1833B)

      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 isProbability = require( '@stdlib/math/base/assert/is-probability' );
     24 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     25 var exp = require( '@stdlib/math/base/special/exp' );
     26 var ln = require( '@stdlib/math/base/special/ln' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the moment-generating function (MGF) for a geometric distribution with success probability `p` at a value `t`.
     33 *
     34 * @param {number} t - input value
     35 * @param {Probability} p - success probability
     36 * @returns {number} evaluated MGF
     37 *
     38 * @example
     39 * var y = mgf( 0.2, 0.5 );
     40 * // returns ~1.569
     41 *
     42 * @example
     43 * var y = mgf( 0.4, 0.5 );
     44 * // returns ~2.936
     45 *
     46 * @example
     47 * // Case: t >= -ln(1-p)
     48 * var y = mgf( 0.8, 0.5 );
     49 * // returns NaN
     50 *
     51 * @example
     52 * var y = mgf( NaN, 0.0 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = mgf( 0.0, NaN );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = mgf( -2.0, -1.0 );
     61 * // returns NaN
     62 *
     63 * @example
     64 * var y = mgf( 0.2, 2.0 );
     65 * // returns NaN
     66 */
     67 function mgf( t, p ) {
     68 	var et;
     69 	var q;
     70 	if ( isnan( t ) || !isProbability( p ) ) {
     71 		return NaN;
     72 	}
     73 	q = 1.0 - p;
     74 	if ( t >= -ln( q ) ) {
     75 		return NaN;
     76 	}
     77 	et = exp( t );
     78 	return ( p * et ) / ( 1.0 - (q * et) );
     79 }
     80 
     81 
     82 // EXPORTS //
     83 
     84 module.exports = mgf;