entropy.js (1461B)
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 ln = require( '@stdlib/math/base/special/ln' ); 25 var GAMMA = require( '@stdlib/constants/float64/eulergamma' ); 26 var SQRT2 = require( '@stdlib/constants/float64/sqrt-two' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns the differential entropy of a Rayleigh distribution. 33 * 34 * @param {PositiveNumber} sigma - scale parameter 35 * @returns {number} entropy 36 * 37 * @example 38 * var v = entropy( 9.0 ); 39 * // returns ~3.139 40 * 41 * @example 42 * var v = entropy( 2.0 ); 43 * // returns ~1.635 44 * 45 * @example 46 * var v = entropy( -0.2 ); 47 * // returns NaN 48 * 49 * @example 50 * var v = entropy( NaN ); 51 * // returns NaN 52 */ 53 function entropy( sigma ) { 54 if ( isnan( sigma ) || sigma <= 0.0 ) { 55 return NaN; 56 } 57 return 1.0 + ln( sigma / SQRT2 ) + ( 0.5 * GAMMA ); 58 } 59 60 61 // EXPORTS // 62 63 module.exports = entropy;