factory.js (1884B)
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 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the probability density function (PDF) for a Laplace distribution with location parameter `mu` and scale parameter `b`. 33 * 34 * @param {number} mu - location parameter 35 * @param {PositiveNumber} b - scale parameter 36 * @returns {Function} PDF 37 * 38 * @example 39 * var pdf = factory( 10.0, 2.0 ); 40 * 41 * var y = pdf( 10.0 ); 42 * // returns 0.25 43 * 44 * y = pdf( 5.0 ); 45 * // returns ~0.021 46 * 47 * y = pdf( 12.0 ); 48 * // returns ~0.092 49 */ 50 function factory( mu, b ) { 51 if ( 52 isnan( mu ) || 53 isnan( b ) || 54 b <= 0.0 55 ) { 56 return constantFunction( NaN ); 57 } 58 return pdf; 59 60 /** 61 * Evaluates the probability density function (PDF) for a Laplace distribution. 62 * 63 * @private 64 * @param {number} x - input value 65 * @returns {number} evaluated PDF 66 * 67 * var y = pdf( -3.14 ); 68 * // returns <number> 69 */ 70 function pdf( x ) { 71 var z; 72 if ( isnan( x ) ) { 73 return NaN; 74 } 75 z = ( x - mu ) / b; 76 return 0.5 * exp( -abs( z ) ) / b; 77 } 78 } 79 80 81 // EXPORTS // 82 83 module.exports = factory;