factory.js (2066B)
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 isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var betaln = require( '@stdlib/math/base/special/betaln' ); 26 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 27 var pow = require( '@stdlib/math/base/special/pow' ); 28 var ln = require( '@stdlib/math/base/special/ln' ); 29 30 31 // MAIN // 32 33 /** 34 * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a Student's t distribution with `v` degrees of freedom. 35 * 36 * @param {PositiveNumber} v - degrees of freedom 37 * @returns {Function} logPDF 38 * 39 * @example 40 * var logpdf = factory( 1.0 ); 41 * var y = logpdf( 3.0 ); 42 * // returns ~-3.447 43 * 44 * y = logpdf( 1.0 ); 45 * // returns ~-1.838 46 */ 47 function factory( v ) { 48 var exponent; 49 var betaTerm; 50 51 if ( isnan( v ) || v <= 0 ) { 52 return constantFunction( NaN ); 53 } 54 betaTerm = ln( sqrt( v ) ) + betaln( v/2.0, 0.5 ); 55 exponent = ( 1.0 + v ) / 2.0; 56 return logpdf; 57 58 /** 59 * Evaluates the natural logarithm of the probability density function (PDF) for a Student's t distribution. 60 * 61 * @private 62 * @param {number} x - input value 63 * @returns {number} evaluated logPDF 64 * 65 * @example 66 * var y = logpdf( 2.3 ); 67 * // returns <number> 68 */ 69 function logpdf( x ) { 70 if ( isnan( x ) ) { 71 return NaN; 72 } 73 return ( exponent * ln( v / ( v + pow( x, 2.0 ) ) ) ) - betaTerm; 74 } 75 } 76 77 78 // EXPORTS // 79 80 module.exports = factory;