mgf.js (1501B)
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 var exp = require( '@stdlib/math/base/special/exp' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the moment-generating function (MGF) for a Poisson distribution with mean parameter `lambda` at a value `t`. 31 * 32 * @param {number} t - input value 33 * @param {PositiveNumber} lambda - mean parameter 34 * @returns {number} evaluated MGF 35 * 36 * @example 37 * var y = mgf( 1.0, 1.5 ); 38 * // returns ~13.163 39 * 40 * @example 41 * var y = mgf( 0.5, 0.5 ); 42 * // returns ~1.383 43 * 44 * @example 45 * var y = mgf( NaN, 0.5 ); 46 * // returns NaN 47 * 48 * @example 49 * var y = mgf( 0.0, NaN ); 50 * // returns NaN 51 * 52 * @example 53 * var y = mgf( -2.0, -1.0 ); 54 * // returns NaN 55 */ 56 function mgf( t, lambda ) { 57 if ( isnan( t ) || isnan( lambda ) || lambda <= 0.0 ) { 58 return NaN; 59 } 60 return exp( lambda * ( exp(t) - 1.0 ) ); 61 } 62 63 64 // EXPORTS // 65 66 module.exports = mgf;