factory.js (2111B)
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 gammaln = require( '@stdlib/math/base/special/gammaln' ); 25 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var ln = require( '@stdlib/math/base/special/ln' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the probability density function (PDF) for an inverse gamma distribution with shape parameter `alpha` and scale parameter `beta`. 34 * 35 * @param {PositiveNumber} alpha - shape parameter 36 * @param {PositiveNumber} beta - scale parameter 37 * @returns {Function} PDF 38 * 39 * @example 40 * var pdf = factory( 3.0, 1.5 ); 41 * 42 * var y = pdf( 1.0 ); 43 * // returns ~0.377 44 * 45 * y = pdf( 2.0 ); 46 * // returns ~0.05 47 */ 48 function factory( alpha, beta ) { 49 var firstTerm; 50 if ( 51 isnan( alpha ) || 52 isnan( beta ) || 53 alpha <= 0.0 || 54 beta <= 0.0 55 ) { 56 return constantFunction( NaN ); 57 } 58 firstTerm = ( alpha * ln( beta ) ) - gammaln( alpha ); 59 return pdf; 60 61 /** 62 * Evaluates the probability density function (PDF) for an inverse gamma distribution. 63 * 64 * @private 65 * @param {number} x - input value 66 * @returns {number} evaluated PDF 67 * 68 * @example 69 * var y = pdf( -1.2 ); 70 * // returns <number> 71 */ 72 function pdf( x ) { 73 var lnl; 74 if ( isnan( x ) ) { 75 return NaN; 76 } 77 if ( x <= 0.0 ) { 78 return 0.0; 79 } 80 lnl = firstTerm - (( alpha + 1.0 ) * ln( x )) - (beta / x); 81 return exp( lnl ); 82 } 83 } 84 85 86 // EXPORTS // 87 88 module.exports = factory;