time-to-botec

Benchmark sampling in different programming languages
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factory.js (2287B)

      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 constantFunction = require( '@stdlib/utils/constant-function' );
     24 var betainc = require( '@stdlib/math/base/special/betainc' );
     25 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     26 var log1p = require( '@stdlib/math/base/special/log1p' );
     27 var pow = require( '@stdlib/math/base/special/pow' );
     28 var ln = require( '@stdlib/math/base/special/ln' );
     29 var LN_HALF = require( '@stdlib/constants/float64/ln-half' );
     30 
     31 
     32 // MAIN //
     33 
     34 /**
     35 * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a Student's t distribution with degrees of freedom `v`.
     36 *
     37 * @param {PositiveNumber} v - degrees of freedom
     38 * @returns {Function} logCDF
     39 *
     40 * @example
     41 * var logcdf = factory( 0.5 );
     42 * var y = logcdf( 3.0 );
     43 * // returns ~-0.203
     44 *
     45 * y = logcdf( 1.0 );
     46 * // returns ~-0.358
     47 */
     48 function factory( v ) {
     49 	if ( isnan( v ) || v <= 0.0 ) {
     50 		return constantFunction( NaN );
     51 	}
     52 	return logcdf;
     53 
     54 	/**
     55 	* Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Student's t distribution.
     56 	*
     57 	* @private
     58 	* @param {number} x - input value
     59 	* @returns {number} evaluated logCDF
     60 	*
     61 	* @example
     62 	* var y = logcdf( 2.0 );
     63 	* // returns <number>
     64 	*/
     65 	function logcdf( x ) {
     66 		var x2;
     67 		var p;
     68 		var z;
     69 		if ( isnan( x ) ) {
     70 			return NaN;
     71 		}
     72 		if ( x === 0.0 ) {
     73 			return LN_HALF;
     74 		}
     75 		x2 = pow( x, 2.0 );
     76 		if ( v > 2.0*x2 ) {
     77 			z = x2 / ( v + x2 );
     78 			p = betainc( z, 0.5, v/2.0, true, true ) / 2.0;
     79 		} else {
     80 			z = v / ( v + x2 );
     81 			p = betainc( z, v/2.0, 0.5, true, false ) / 2.0;
     82 		}
     83 		return ( x > 0.0 ) ? log1p( -p ) : ln( p );
     84 	}
     85 }
     86 
     87 
     88 // EXPORTS //
     89 
     90 module.exports = factory;