factory.js (2313B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2020 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 isPositiveInteger = require( '@stdlib/math/base/assert/is-positive-integer' ); 24 var constantFunction = require( '@stdlib/utils/constant-function' ); 25 var isfinite = require( '@stdlib/math/base/assert/is-finite' ); 26 var round = require( '@stdlib/math/base/special/round' ); 27 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 28 var exp = require( '@stdlib/math/base/special/exp' ); 29 var LN2 = require( '@stdlib/constants/float64/ln-two' ); 30 var weights = require( './weights.js' ); 31 32 33 // MAIN // 34 35 /** 36 * Returns a function for evaluating the cumulative distribution function (CDF) for the distribution of the Wilcoxon signed rank test statistic with `n` observations. 37 * 38 * @param {PositiveInteger} n - number of observations 39 * @returns {Function} CDF 40 * 41 * @example 42 * var cdf = factory( 8 ); 43 * var y = cdf( 3.9 ); 44 * // returns ~0.027 45 * 46 * y = cdf( 17.0 ); 47 * // returns ~0.473 48 */ 49 function factory( n ) { 50 var mlim; 51 var pui; 52 53 if ( !isPositiveInteger( n ) || !isfinite( n ) ) { 54 return constantFunction( NaN ); 55 } 56 pui = exp( -n * LN2 ); 57 mlim = n * ( n + 1 ) / 2; 58 return cdf; 59 60 /** 61 * Evaluates the cumulative distribution function (CDF) for the distribution of the Wilcoxon signed rank test statistic. 62 * 63 * @private 64 * @param {number} x - input value 65 * @returns {Probability} evaluated CDF 66 * 67 * @example 68 * var y = cdf( 2 ); 69 * // returns <number> 70 */ 71 function cdf( x ) { 72 var i; 73 var p; 74 if ( isnan( x ) ) { 75 return NaN; 76 } 77 if ( x < 0.0 ) { 78 return 0.0; 79 } 80 x = round( x ); 81 if ( x >= mlim ) { 82 return 1.0; 83 } 84 p = 0; 85 for ( i = 0; i <= x; i++ ) { 86 p += weights( i, n ) * pui; 87 } 88 return p; 89 } 90 } 91 92 93 // EXPORTS // 94 95 module.exports = factory;