factory.js (2004B)
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 ln = require( '@stdlib/math/base/special/ln' ); 26 var LN_TWO_PI = require( '@stdlib/constants/float64/ln-two-pi' ); 27 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a Lévy distribution. 34 * 35 * @param {number} mu - location parameter 36 * @param {PositiveNumber} c - scale parameter 37 * @returns {Function} logPDF 38 * 39 * @example 40 * var logpdf = factory( 10.0, 2.0 ); 41 * var y = logpdf( 11.0 ); 42 * // returns ~-1.572 43 * 44 * y = logpdf( 10.0 ); 45 * // returns -Infinity 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 logpdf; 56 57 /** 58 * Evaluates the natural logarithm of the probability density function (PDF) for a Lévy distribution. 59 * 60 * @private 61 * @param {number} x - input value 62 * @returns {number} evaluated logPDF 63 * 64 * @example 65 * var y = logpdf( -1.2 ); 66 * // returns <number> 67 */ 68 function logpdf( x ) { 69 var z; 70 if ( isnan( x ) ) { 71 return NaN; 72 } 73 if ( x <= mu ) { 74 return NINF; 75 } 76 z = x - mu; 77 return 0.5 * ( ln( c ) - LN_TWO_PI - ( c/z ) - ( 3.0*ln( z ) ) ); 78 } 79 } 80 81 82 // EXPORTS // 83 84 module.exports = factory;