factory.js (1949B)
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 sqrt = require( '@stdlib/math/base/special/sqrt' ); 26 var exp = require( '@stdlib/math/base/special/exp' ); 27 var pow = require( '@stdlib/math/base/special/pow' ); 28 var TWO_PI = require( '@stdlib/constants/float64/two-pi' ); 29 30 31 // MAIN // 32 33 /** 34 * Returns a function for evaluating the probability density function (PDF) for a Lévy distribution. 35 * 36 * @param {number} mu - location parameter 37 * @param {PositiveNumber} c - scale parameter 38 * @returns {Function} PDF 39 * 40 * @example 41 * var pdf = factory( 10.0, 2.0 ); 42 * var y = pdf( 11.0 ); 43 * // returns ~0.208 44 * 45 * y = pdf( 10.0 ); 46 * // returns 0.0 47 */ 48 function factory( mu, c ) { 49 if ( isnan( mu ) || isnan( c ) || c <= 0.0 ) { 50 return constantFunction( NaN ); 51 } 52 return pdf; 53 54 /** 55 * Evaluates the probability density function (PDF) for a Lévy distribution. 56 * 57 * @private 58 * @param {number} x - input value 59 * @returns {number} evaluated PDF 60 * 61 * @example 62 * var y = pdf( -1.2 ); 63 * // returns <number> 64 */ 65 function pdf( x ) { 66 if ( isnan( x ) ) { 67 return NaN; 68 } 69 if ( x <= mu ) { 70 return 0.0; 71 } 72 return sqrt( c/TWO_PI ) * exp( -c / ( 2.0*(x-mu) ) ) / pow( x-mu, 1.5 ); 73 } 74 } 75 76 77 // EXPORTS // 78 79 module.exports = factory;