time-to-botec

Benchmark sampling in different programming languages
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pdf.js (2142B)

      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 gammaln = require( '@stdlib/math/base/special/gammaln' );
     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 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the probability density function (PDF) for an inverse gamma distribution with shape parameter `alpha` and scale parameter `beta` at a value `x`.
     33 *
     34 * @param {number} x - input value
     35 * @param {PositiveNumber} alpha - shape parameter
     36 * @param {PositiveNumber} beta - scale parameter
     37 * @returns {number} evaluated PDF
     38 *
     39 * @example
     40 * var y = pdf( 2.0, 0.5, 1.0 );
     41 * // returns ~0.121
     42 *
     43 * @example
     44 * var y = pdf( 0.2, 1.0, 1.0 );
     45 * // returns ~0.168
     46 *
     47 * @example
     48 * var y = pdf( -1.0, 4.0, 2.0 );
     49 * // returns 0.0
     50 *
     51 * @example
     52 * var y = pdf( NaN, 1.0, 1.0 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = pdf( 0.0, NaN, 1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = pdf( 0.0, 1.0, NaN );
     61 * // returns NaN
     62 *
     63 * @example
     64 * // Negative shape parameter:
     65 * var y = pdf( 2.0, -1.0, 1.0 );
     66 * // returns NaN
     67 *
     68 * @example
     69 * // Negative scale parameter:
     70 * var y = pdf( 2.0, 1.0, -1.0 );
     71 * // returns NaN
     72 */
     73 function pdf( x, alpha, beta ) {
     74 	var lnl;
     75 	if (
     76 		isnan( x ) ||
     77 		isnan( alpha ) ||
     78 		isnan( beta ) ||
     79 		alpha <= 0.0 ||
     80 		beta <= 0.0
     81 	) {
     82 		return NaN;
     83 	}
     84 	if ( x <= 0.0 ) {
     85 		return 0.0;
     86 	}
     87 	lnl = (alpha * ln( beta )) - gammaln( alpha );
     88 	lnl -= (alpha + 1.0) * ln( x );
     89 	lnl -= beta / x;
     90 	return exp( lnl );
     91 }
     92 
     93 
     94 // EXPORTS //
     95 
     96 module.exports = pdf;