factory.js (1893B)
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 exp = require( '@stdlib/math/base/special/exp' ); 26 var pow = require( '@stdlib/math/base/special/pow' ); 27 var ln = require( '@stdlib/math/base/special/ln' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the moment-generating function (MGF) of a negative binomial distribution. 34 * 35 * @param {PositiveNumber} r - number of successes until experiment is stopped 36 * @param {Probability} p - success probability 37 * @returns {Function} MGF 38 * 39 * @example 40 * var mgf = factory( 4.3, 0.4 ); 41 * var y = mgf( 0.2 ); 42 * // returns ~4.696 43 */ 44 function factory( r, p ) { 45 if ( 46 isnan( r ) || 47 isnan( p ) || 48 r <= 0.0 || 49 p < 0.0 || 50 p > 1.0 51 ) { 52 return constantFunction( NaN ); 53 } 54 return mgf; 55 56 /** 57 * Evaluates the moment-generating function (MGF) for a negative binomial distribution. 58 * 59 * @private 60 * @param {number} t - input value 61 * @returns {number} evaluated MGF 62 * 63 * @example 64 * var y = mgf( 0.5 ); 65 * // returns <number> 66 */ 67 function mgf( t ) { 68 if ( t >= -ln( p ) ) { 69 return NaN; 70 } 71 return pow( ( (1.0 - p) * exp( t ) ) / ( 1.0 - (p * exp( t )) ), r ); 72 } 73 } 74 75 76 // EXPORTS // 77 78 module.exports = factory;