factory.js (1919B)
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 NINF = require( '@stdlib/constants/float64/ninf' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the probability density function (PDF) for a Gumbel distribution with location parameter `mu` and scale parameter `beta`. 33 * 34 * @param {number} mu - location parameter 35 * @param {PositiveNumber} beta - scale parameter 36 * @returns {Function} PDF 37 * 38 * @example 39 * var pdf = factory( 4.0, 2.0 ); 40 * 41 * var y = pdf( 10.0 ); 42 * // returns ~0.0237 43 * 44 * y = pdf( 3.0 ); 45 * // returns ~0.159 46 */ 47 function factory( mu, beta ) { 48 if ( isnan( mu ) || isnan( beta ) || beta <= 0.0 ) { 49 return constantFunction( NaN ); 50 } 51 return pdf; 52 53 /** 54 * Evaluates the probability density function (PDF) for a Gumbel distribution. 55 * 56 * @private 57 * @param {number} x - input value 58 * @returns {number} evaluated PDF 59 * 60 * @example 61 * var y = pdf( 2.3 ); 62 * // returns <number> 63 */ 64 function pdf( x ) { 65 var z; 66 if ( isnan( x ) ) { 67 return NaN; 68 } 69 if ( x === NINF ) { 70 return 0.0; 71 } 72 z = ( x - mu ) / beta; 73 return ( 1.0 / beta ) * exp( -z - exp( -z ) ); 74 } 75 } 76 77 78 // EXPORTS // 79 80 module.exports = factory;