time-to-botec

Benchmark sampling in different programming languages
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cdf.js (1856B)

      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 gammainc = require( '@stdlib/math/base/special/gammainc' );
     24 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     25 var floor = require( '@stdlib/math/base/special/floor' );
     26 var PINF = require( '@stdlib/constants/float64/pinf' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the cumulative distribution function (CDF) for a Poisson distribution with mean parameter `lambda` at a value `x`.
     33 *
     34 * @param {number} x - input value
     35 * @param {NonNegativeNumber} lambda - mean parameter
     36 * @returns {Probability} evaluated CDF
     37 *
     38 * @example
     39 * var y = cdf( 2.0, 0.5 );
     40 * // returns ~0.986
     41 *
     42 * @example
     43 * var y = cdf( 2.0, 10.0 );
     44 * // returns ~0.003
     45 *
     46 * @example
     47 * var y = cdf( -1.0, 4.0 );
     48 * // returns 0.0
     49 *
     50 * @example
     51 * var y = cdf( NaN, 1.0 );
     52 * // returns NaN
     53 *
     54 * @example
     55 * var y = cdf( 0.0, NaN );
     56 * // returns NaN
     57 *
     58 * @example
     59 * // Negative mean parameter:
     60 * var y = cdf( 2.0, -1.0 );
     61 * // returns NaN
     62 */
     63 function cdf( x, lambda ) {
     64 	if ( isnan( x ) || isnan( lambda ) || lambda < 0.0 ) {
     65 		return NaN;
     66 	}
     67 	if ( x < 0.0 ) {
     68 		return 0.0;
     69 	}
     70 	if ( lambda === 0.0 ) {
     71 		return 1.0;
     72 	}
     73 	if ( x === PINF ) {
     74 		return 1.0;
     75 	}
     76 	return gammainc( lambda, floor( x ) + 1.0, true, true );
     77 }
     78 
     79 
     80 // EXPORTS //
     81 
     82 module.exports = cdf;