time-to-botec

Benchmark sampling in different programming languages
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logpdf.js (1888B)

      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 abs = require( '@stdlib/math/base/special/abs' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Evaluates the logarithm of the probability density function (PDF) for a Laplace distribution with location parameter `mu` and scale parameter `b` at a value `x`.
     32 *
     33 * @param {number} x - input value
     34 * @param {number} mu - location parameter
     35 * @param {PositiveNumber} b - scale parameter
     36 * @returns {number} evaluated logPDF
     37 *
     38 * @example
     39 * var y = logpdf( 2.0, 0.0, 1.0 );
     40 * // returns ~-2.693
     41 *
     42 * @example
     43 * var y = logpdf( -1.0, 2.0, 3.0 );
     44 * // returns ~-2.792
     45 *
     46 * @example
     47 * var y = logpdf( 2.5, 2.0, 3.0 );
     48 * // returns ~-1.958
     49 *
     50 * @example
     51 * var y = logpdf( NaN, 0.0, 1.0 );
     52 * // returns NaN
     53 *
     54 * @example
     55 * var y = logpdf( 0.0, NaN, 1.0 );
     56 * // returns NaN
     57 *
     58 * @example
     59 * var y = logpdf( 0.0, 0.0, NaN );
     60 * // returns NaN
     61 *
     62 * @example
     63 * // Negative scale parameter:
     64 * var y = logpdf( 2.0, 0.0, -1.0 );
     65 * // returns NaN
     66 */
     67 function logpdf( x, mu, b ) {
     68 	var z;
     69 	if (
     70 		isnan( x ) ||
     71 		isnan( mu ) ||
     72 		isnan( b ) ||
     73 		b <= 0.0
     74 	) {
     75 		return NaN;
     76 	}
     77 	z = ( x - mu ) / b;
     78 	return -( abs( z ) + ln( 2.0 * b ) );
     79 }
     80 
     81 
     82 // EXPORTS //
     83 
     84 module.exports = logpdf;