time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

kurtosis.js (1478B)


      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 PINF = require( '@stdlib/constants/float64/pinf' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Returns the excess kurtosis of a Student's t distribution.
     31 *
     32 * @param {NonNegativeNumber} v - degrees of freedom
     33 * @returns {NonNegativeNumber} excess kurtosis
     34 *
     35 * @example
     36 * var v = kurtosis( 9.0 );
     37 * // returns 1.2
     38 *
     39 * @example
     40 * var v = kurtosis( 5.0 );
     41 * // returns 6.0
     42 *
     43 * @example
     44 * var v = kurtosis( 3.0 );
     45 * // returns Infinity
     46 *
     47 * @example
     48 * var v = kurtosis( 0.5 );
     49 * // returns NaN
     50 *
     51 * @example
     52 * var v = kurtosis( -0.2 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var v = kurtosis( NaN );
     57 * // returns NaN
     58 */
     59 function kurtosis( v ) {
     60 	if ( isnan( v ) || v <= 2.0 ) {
     61 		return NaN;
     62 	}
     63 	if ( v <= 4.0 ) {
     64 		return PINF;
     65 	}
     66 	return 6.0 / ( v - 4.0 );
     67 }
     68 
     69 
     70 // EXPORTS //
     71 
     72 module.exports = kurtosis;