logcdf.js (1847B)
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 exp = require( '@stdlib/math/base/special/exp' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the logarithm of the cumulative distribution function (CDF) for a Gumbel distribution with location parameter `mu` and scale parameter `beta` at a value `x`. 31 * 32 * @param {number} x - input value 33 * @param {number} mu - location parameter 34 * @param {PositiveNumber} beta - scale parameter 35 * @returns {number} evaluated logarithm of CDF 36 * 37 * @example 38 * var y = logcdf( 10.0, 0.0, 3.0 ); 39 * // returns ~-0.036 40 * 41 * @example 42 * var y = logcdf( -2.0, 0.0, 3.0 ); 43 * // returns ~-1.948 44 * 45 * @example 46 * var y = logcdf( 0.0, 0.0, 1.0 ); 47 * // returns ~-1.0 48 * 49 * @example 50 * var y = logcdf( NaN, 0.0, 1.0 ); 51 * // returns NaN 52 * 53 * @example 54 * var y = logcdf( 0.0, NaN, 1.0 ); 55 * // returns NaN 56 * 57 * @example 58 * var y = logcdf( 0.0, 0.0, NaN ); 59 * // returns NaN 60 * 61 * @example 62 * // Negative scale parameter: 63 * var y = logcdf( 0.0, 0.0, -1.0 ); 64 * // returns NaN 65 */ 66 function logcdf( x, mu, beta ) { 67 var z; 68 if ( 69 isnan( x ) || 70 isnan( mu ) || 71 isnan( beta ) || 72 beta <= 0.0 73 ) { 74 return NaN; 75 } 76 z = ( x - mu ) / beta; 77 return -exp( -z ); 78 } 79 80 81 // EXPORTS // 82 83 module.exports = logcdf;