cdf.js (1732B)
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 normalCDF = require( './../../../../../base/dists/normal/cdf' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var ln = require( '@stdlib/math/base/special/ln' ); 26 27 28 // MAIN // 29 30 /** 31 * Evaluates the cumulative distribution function (CDF) for a lognormal distribution with location parameter `mu` and scale parameter `sigma` at a value `x`. 32 * 33 * @param {number} x - input value 34 * @param {number} mu - location parameter 35 * @param {PositiveNumber} sigma - scale parameter 36 * @returns {Probability} evaluated CDF 37 * 38 * @example 39 * var y = cdf( 2.0, 0.0, 1.0 ); 40 * // returns ~0.756 41 * 42 * @example 43 * var y = cdf( 5.0, 10.0, 3.0 ); 44 * // returns ~0.003 45 * 46 * @example 47 * var y = cdf( 2.0, 0.0, NaN ); 48 * // returns NaN 49 * 50 * @example 51 * var y = cdf( 2.0, NaN, 1.0 ); 52 * // returns NaN 53 * 54 * @example 55 * var y = cdf( NaN, 0.0, 1.0 ); 56 * // returns NaN 57 */ 58 function cdf( x, mu, sigma ) { 59 if ( 60 isnan( x ) || 61 isnan( mu ) || 62 isnan( sigma ) || 63 sigma <= 0.0 64 ) { 65 return NaN; 66 } 67 if ( x <= 0.0 ) { 68 return 0.0; 69 } 70 return normalCDF( ln(x), mu, sigma ); 71 } 72 73 74 // EXPORTS // 75 76 module.exports = cdf;