factory.js (1941B)
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 isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var abs = require( '@stdlib/math/base/special/abs' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var pow = require( '@stdlib/math/base/special/pow' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the moment-generating function (MGF) of a Laplace (double exponential) distribution with location parameter `mu` and scale parameter `b`. 34 * 35 * @param {number} mu - mean 36 * @param {NonNegativeNumber} b - scale parameter 37 * @returns {Function} MGF 38 * 39 * @example 40 * var mgf = factory( 4.0, 2.0 ); 41 * 42 * var y = mgf( 0.2 ); 43 * // returns ~2.649 44 * 45 * y = mgf( 0.4 ); 46 * // returns ~13.758 47 */ 48 function factory( mu, b ) { 49 if ( isnan( mu ) || isnan( b ) || b <= 0.0 ) { 50 return constantFunction( NaN ); 51 } 52 return mgf; 53 54 /** 55 * Evaluates the moment-generating function (MGF) for a Laplace (double exponential) distribution. 56 * 57 * @private 58 * @param {number} t - input value 59 * @returns {number} evaluated MGF 60 * 61 * @example 62 * var y = mgf( 0.5 ); 63 * // returns <number> 64 */ 65 function mgf( t ) { 66 var bt; 67 if ( abs( t ) >= 1.0/b ) { 68 return NaN; 69 } 70 bt = b * t; 71 return exp( mu * t ) / ( 1.0 - pow( bt, 2.0 ) ); 72 } 73 } 74 75 76 // EXPORTS // 77 78 module.exports = factory;