pdf.js (1895B)
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 pow = require( '@stdlib/math/base/special/pow' ); 26 var PINF = require( '@stdlib/constants/float64/pinf' ); 27 28 29 // MAIN // 30 31 /** 32 * Evaluates the probability density function (PDF) for a Rayleigh distribution with scale parameter `sigma` at a value `x`. 33 * 34 * @param {number} x - input value 35 * @param {NonNegativeNumber} sigma - scale parameter 36 * @returns {number} evaluated PDF 37 * 38 * @example 39 * var y = pdf( 0.3, 1.0 ); 40 * // returns ~0.287 41 * 42 * @example 43 * var y = pdf( 2.0, 0.8 ); 44 * // returns ~0.137 45 * 46 * @example 47 * var y = pdf( -1.0, 0.5 ); 48 * // returns 0.0 49 * 50 * @example 51 * var y = pdf( 0.0, NaN ); 52 * // returns NaN 53 * 54 * @example 55 * var y = pdf( NaN, 2.0 ); 56 * // returns NaN 57 * 58 * @example 59 * // Negative scale parameter: 60 * var y = pdf( 2.0, -1.0 ); 61 * // returns NaN 62 */ 63 function pdf( x, sigma ) { 64 var s2i; 65 var s2; 66 if ( 67 isnan( x ) || 68 isnan( sigma ) || 69 sigma < 0.0 70 ) { 71 return NaN; 72 } 73 if ( sigma === 0.0 ) { 74 return ( x === 0.0 ) ? PINF : 0.0; 75 } 76 if ( x < 0.0 || x === PINF ) { 77 return 0.0; 78 } 79 s2 = pow( sigma, 2.0 ); 80 s2i = 1.0 / s2; 81 return s2i * x * exp( -pow( x, 2.0 ) / ( 2.0 * s2 ) ); 82 } 83 84 85 // EXPORTS // 86 87 module.exports = pdf;