factory.js (2007B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 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 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the logarithm of the probability density function (PDF) for a Gumbel distribution with location parameter `mu` and scale parameter `beta`. 34 * 35 * @param {number} mu - location parameter 36 * @param {PositiveNumber} beta - scale parameter 37 * @returns {Function} logPDF 38 * 39 * @example 40 * var logpdf = factory( 0.0, 2.0 ); 41 * var y = logpdf( 0.0 ); 42 * // returns ~-1.693 43 */ 44 function factory( mu, beta ) { 45 var lbeta; 46 if ( 47 isnan( mu ) || 48 isnan( beta ) || 49 beta <= 0.0 50 ) { 51 return constantFunction( NaN ); 52 } 53 lbeta = ln( beta ); 54 return logpdf; 55 56 /** 57 * Evaluates the logarithm of the probability density function (PDF) for a Gumbel distribution. 58 * 59 * @private 60 * @param {number} x - input value 61 * @returns {number} evaluated logPDF 62 * 63 * @example 64 * var y = logpdf( 2.3 ); 65 * // returns <number> 66 */ 67 function logpdf( x ) { 68 var z; 69 if ( isnan( x ) ) { 70 return NaN; 71 } 72 if ( x === NINF ) { 73 return 0.0; 74 } 75 z = ( x - mu ) / beta; 76 return -z - exp( -z ) - lbeta; 77 } 78 } 79 80 81 // EXPORTS // 82 83 module.exports = factory;