factory.js (1899B)
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 gammainc = require( '@stdlib/math/base/special/gammainc' ); 25 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a function for evaluating the cumulative distribution function (CDF) for an inverse gamma distribution with shape parameter `alpha` and scale parameter `beta`. 32 * 33 * @param {PositiveNumber} alpha - shape parameter 34 * @param {PositiveNumber} beta - scale parameter 35 * @returns {Function} CDF 36 * 37 * @example 38 * var cdf = factory( 3.0, 1.5 ); 39 * 40 * var y = cdf( 1.0 ); 41 * // returns ~0.809 42 * 43 * y = cdf( 2.0 ); 44 * // returns ~0.96 45 */ 46 function factory( alpha, beta ) { 47 if ( 48 isnan( alpha ) || 49 isnan( beta ) || 50 alpha <= 0.0 || 51 beta <= 0.0 52 ) { 53 return constantFunction( NaN ); 54 } 55 return cdf; 56 57 /** 58 * Evaluates the cumulative distribution function (CDF) for an inverse gamma distribution. 59 * 60 * @private 61 * @param {number} x - input value 62 * @returns {Probability} evaluated CDF 63 * 64 * @example 65 * var y = cdf( 2.0 ); 66 * // returns <number> 67 */ 68 function cdf( x ) { 69 if ( isnan( x ) ) { 70 return NaN; 71 } 72 if ( x <= 0 ) { 73 return 0; 74 } 75 return gammainc( beta / x, alpha, true, true ); 76 } 77 } 78 79 80 // EXPORTS // 81 82 module.exports = factory;