time-to-botec

Benchmark sampling in different programming languages
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logpdf.js (2352B)

      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 isnan = require( '@stdlib/math/base/assert/is-nan' );
     24 var pow = require( '@stdlib/math/base/special/pow' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 var NINF = require( '@stdlib/constants/float64/ninf' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the natural logarithm of the probability density function (PDF) for a Kumaraswamy's double bounded distribution with first shape parameter `a` and second shape parameter `b` at a value `x`.
     33 *
     34 * @param {number} x - input value
     35 * @param {PositiveNumber} a - first shape parameter
     36 * @param {PositiveNumber} b - second shape parameter
     37 * @returns {number} evaluated logPDF
     38 *
     39 * @example
     40 * var y = logpdf( 0.5, 1.0, 1.0 );
     41 * // returns 0.0
     42 *
     43 * @example
     44 * var y = logpdf( 0.5, 2.0, 4.0 );
     45 * // returns ~0.523
     46 *
     47 * @example
     48 * var y = logpdf( 0.2, 2.0, 2.0 );
     49 * // returns ~-0.264
     50 *
     51 * @example
     52 * var y = logpdf( 0.8, 4.0, 4.0 );
     53 * // returns ~0.522
     54 *
     55 * @example
     56 * var y = logpdf( -0.5, 4.0, 2.0 );
     57 * // returns -Infinity
     58 *
     59 * @example
     60 * var y = logpdf( 1.5, 4.0, 2.0 );
     61 * // returns -Infinity
     62 *
     63 * @example
     64 * var y = logpdf( 2.0, -1.0, 0.5 );
     65 * // returns NaN
     66 *
     67 * @example
     68 * var y = logpdf( 2.0, 0.5, -1.0 );
     69 * // returns NaN
     70 *
     71 * @example
     72 * var y = logpdf( NaN, 1.0, 1.0 );
     73 * // returns NaN
     74 *
     75 * @example
     76 * var y = logpdf( 0.0, NaN, 1.0 );
     77 * // returns NaN
     78 *
     79 * @example
     80 * var y = logpdf( 0.0, 1.0, NaN );
     81 * // returns NaN
     82 */
     83 function logpdf( x, a, b ) {
     84 	var out;
     85 
     86 	if (
     87 		isnan( x ) ||
     88 		isnan( a ) ||
     89 		isnan( b ) ||
     90 		a <= 0.0 ||
     91 		b <= 0.0
     92 	) {
     93 		return NaN;
     94 	}
     95 	if ( x <= 0.0 || x >= 1.0 ) {
     96 		return NINF;
     97 	}
     98 	out = ln( a*b );
     99 	out += ( a - 1.0 ) * ln( x );
    100 	out += ( b - 1.0 ) * ln( 1.0 - pow( x, a ) );
    101 	return out;
    102 }
    103 
    104 
    105 // EXPORTS //
    106 
    107 module.exports = logpdf;