time-to-botec

Benchmark sampling in different programming languages
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logpdf.js (2003B)

      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 pow = require( '@stdlib/math/base/special/pow' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 var PINF = require( '@stdlib/constants/float64/pinf' );
     27 var NINF = require( '@stdlib/constants/float64/ninf' );
     28 
     29 
     30 // MAIN //
     31 
     32 /**
     33 * Evaluates the logarithm of the probability density function (PDF) for a Rayleigh distribution with scale parameter `sigma` at a value `x`.
     34 *
     35 * @param {number} x - input value
     36 * @param {NonNegativeNumber} sigma - scale parameter
     37 * @returns {number} evaluated logPDF
     38 *
     39 * @example
     40 * var y = logpdf( 0.3, 1.0 );
     41 * // returns ~-1.249
     42 *
     43 * @example
     44 * var y = logpdf( 2.0, 0.8 );
     45 * // returns ~-1.986
     46 *
     47 * @example
     48 * var y = logpdf( -1.0, 0.5 );
     49 * // returns -Infinity
     50 *
     51 * @example
     52 * var y = logpdf( 0.0, NaN );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = logpdf( NaN, 2.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * // Negative scale parameter:
     61 * var y = logpdf( 2.0, -1.0 );
     62 * // returns NaN
     63 */
     64 function logpdf( x, sigma ) {
     65 	var s2i;
     66 	var s2;
     67 	if (
     68 		isnan( x ) ||
     69 		isnan( sigma ) ||
     70 		sigma < 0.0
     71 	) {
     72 		return NaN;
     73 	}
     74 	if ( sigma === 0.0 ) {
     75 		return ( x === 0.0 ) ? PINF : NINF;
     76 	}
     77 	if ( x < 0.0 || x === PINF ) {
     78 		return NINF;
     79 	}
     80 	s2 = pow( sigma, 2.0 );
     81 	s2i = 1.0 / s2;
     82 	return ln( s2i * x ) - (pow( x, 2.0 ) / ( 2.0 * s2 ));
     83 }
     84 
     85 
     86 // EXPORTS //
     87 
     88 module.exports = logpdf;