variance.js (1596B)
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 isnan = require( '@stdlib/math/base/assert/is-nan' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns the variance of a negative binomial distribution. 30 * 31 * @param {PositiveNumber} r - number of failures until experiment is stopped 32 * @param {Probability} p - success probability 33 * @returns {PositiveNumber} variance 34 * 35 * @example 36 * var v = variance( 100, 0.2 ); 37 * // returns 2000.0 38 * 39 * @example 40 * var v = variance( 20, 0.5 ); 41 * // returns 40.0 42 * 43 * @example 44 * var v = variance( 10.3, 0.8 ); 45 * // returns ~3.219 46 * 47 * @example 48 * var v = variance( -2, 0.5 ); 49 * // returns NaN 50 * 51 * @example 52 * var v = variance( 20, 1.1 ); 53 * // returns NaN 54 * 55 * @example 56 * var v = variance( 20, NaN ); 57 * // returns NaN 58 * 59 * @example 60 * var v = variance( NaN, 0.5 ); 61 * // returns NaN 62 */ 63 function variance( r, p ) { 64 if ( 65 isnan( r ) || 66 isnan( p ) || 67 r <= 0.0 || 68 p < 0.0 || 69 p > 1.0 70 ) { 71 return NaN; 72 } 73 return ( ( 1.0-p ) * r ) / ( p*p ); 74 } 75 76 77 // EXPORTS // 78 79 module.exports = variance;