factory.js (2074B)
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 var ln = require( '@stdlib/math/base/special/ln' ); 28 var NINF = require( '@stdlib/constants/float64/ninf' ); 29 30 31 // MAIN // 32 33 /** 34 * Returns a function for evaluating the logarithm of the cumulative distribution function (CDF) for a Lévy distribution with location parameter `mu` and scale parameter `c`. 35 * 36 * @param {number} mu - location parameter 37 * @param {PositiveNumber} c - scale parameter 38 * @returns {Function} logCDF 39 * 40 * @example 41 * var logcdf = factory( 3.0, 1.5 ); 42 * 43 * var y = logcdf( 4.0 ); 44 * // returns ~-1.511 45 * 46 * y = logcdf( 2.0 ); 47 * // returns -Infinity 48 */ 49 function factory( mu, c ) { 50 if ( 51 isnan( mu ) || 52 isnan( c ) || 53 c <= 0.0 54 ) { 55 return constantFunction( NaN ); 56 } 57 return logcdf; 58 59 /** 60 * Evaluates the logarithm of the cumulative distribution function (CDF) for a Lévy distribution. 61 * 62 * @private 63 * @param {number} x - input value 64 * @returns {number} evaluated logCDF 65 * 66 * @example 67 * var y = logcdf( 2.0 ); 68 * // returns <number> 69 */ 70 function logcdf( x ) { 71 var z; 72 if ( isnan( x ) ) { 73 return NaN; 74 } 75 if ( x < mu ) { 76 return NINF; 77 } 78 z = sqrt( c / ( 2.0 * ( x-mu ) ) ); 79 return ln( erfc( z ) ); 80 } 81 } 82 83 84 // EXPORTS // 85 86 module.exports = factory;