time-to-botec

Benchmark sampling in different programming languages
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mgf.js (1880B)

      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 var erf = require( '@stdlib/math/base/special/erf' );
     26 var SQRT_HALF_PI = require( '@stdlib/constants/float64/sqrt-half-pi' );
     27 var SQRT2 = require( '@stdlib/constants/float64/sqrt-two' );
     28 
     29 
     30 // MAIN //
     31 
     32 /**
     33 * Evaluates the moment-generating function (MGF) for a Rayleigh distribution with scale parameter `sigma` at a value `t`.
     34 *
     35 * @param {number} t - input value
     36 * @param {NonNegativeNumber} sigma - scale parameter
     37 * @returns {number} evaluated MGF
     38 *
     39 * @example
     40 * var y = mgf( 1.0, 3.0 );
     41 * // returns ~678.508
     42 *
     43 * @example
     44 * var y = mgf( 1.0, 2.0 );
     45 * // returns ~38.65
     46 *
     47 * @example
     48 * var y = mgf( -1.0, 4.0 );
     49 * // returns ~-0.947
     50 *
     51 * @example
     52 * var y = mgf( NaN, 1.0 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = mgf( 0.0, NaN );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = mgf( 0.5, -1.0 );
     61 * // returns NaN
     62 */
     63 function mgf( t, sigma ) {
     64 	var sigmat;
     65 	var out;
     66 	if (
     67 		isnan( t ) ||
     68 		isnan( sigma ) ||
     69 		sigma < 0.0
     70 	) {
     71 		return NaN;
     72 	}
     73 	sigmat = t * sigma;
     74 	out = 1.0 + (sigmat * exp( sigmat*sigmat / 2.0 ));
     75 	out *= SQRT_HALF_PI * ( erf( sigmat / SQRT2 ) + 1.0 );
     76 	return out;
     77 }
     78 
     79 
     80 // EXPORTS //
     81 
     82 module.exports = mgf;