factory.js (1898B)
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 erfc = require( '@stdlib/math/base/special/erfc' ); 26 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the cumulative distribution function (CDF) for a Lévy distribution with location parameter `mu` and scale parameter `c`. 33 * 34 * @param {number} mu - location parameter 35 * @param {PositiveNumber} c - scale parameter 36 * @returns {Function} CDF 37 * 38 * @example 39 * var cdf = factory( 3.0, 1.5 ); 40 * 41 * var y = cdf( 4.0 ); 42 * // returns ~0.22 43 * 44 * y = cdf( 2.0 ); 45 * // returns 0.0 46 */ 47 function factory( mu, c ) { 48 if ( 49 isnan( mu ) || 50 isnan( c ) || 51 c <= 0.0 52 ) { 53 return constantFunction( NaN ); 54 } 55 return cdf; 56 57 /** 58 * Evaluates the cumulative distribution function (CDF) for a Lévy distribution. 59 * 60 * @private 61 * @param {number} x - input value 62 * @returns {Probability} evaluated CDF 63 * 64 * @example 65 * var y = cdf( 2.0 ); 66 * // returns <number> 67 */ 68 function cdf( x ) { 69 var z; 70 if ( isnan( x ) ) { 71 return NaN; 72 } 73 if ( x < mu ) { 74 return 0.0; 75 } 76 z = sqrt( c / ( 2.0 * ( x-mu ) ) ); 77 return erfc( z ); 78 } 79 } 80 81 82 // EXPORTS // 83 84 module.exports = factory;