factory.js (2102B)
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 betainc = require( '@stdlib/math/base/special/betainc' ); 25 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 26 var floor = require( '@stdlib/math/base/special/floor' ); 27 var PINF = require( '@stdlib/constants/float64/pinf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the cumulative distribution function (CDF) for a negative binomial distribution with number of successes until experiment is stopped `r` and success probability `p`. 34 * 35 * @param {PositiveNumber} r - number of successes until experiment is stopped 36 * @param {Probability} p - success probability 37 * @returns {Function} CDF 38 * 39 * @example 40 * var cdf = factory( 10, 0.5 ); 41 * var y = cdf( 3.0 ); 42 * // returns ~0.046 43 * 44 * y = cdf( 11.0 ); 45 * // returns ~0.668 46 */ 47 function factory( r, p ) { 48 if ( 49 isnan( r ) || 50 isnan( p ) || 51 r <= 0.0 || 52 p < 0.0 || 53 p > 1.0 54 ) { 55 return constantFunction( NaN ); 56 } 57 return cdf; 58 59 /** 60 * Evaluates the cumulative distribution function (CDF) for a negative binomial distribution. 61 * 62 * @private 63 * @param {number} x - input value 64 * @returns {Probability} evaluated CDF 65 */ 66 function cdf( x ) { 67 var xint; 68 if ( isnan( x ) ) { 69 return NaN; 70 } 71 if ( x < 0.0 ) { 72 return 0.0; 73 } 74 if ( x === PINF ) { 75 return 1.0; 76 } 77 // Ensure left-continuity: 78 xint = floor( x + 1e-7 ); 79 return betainc( p, r, xint + 1.0 ); 80 } 81 } 82 83 84 // EXPORTS // 85 86 module.exports = factory;