factory.js (2356B)
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 pow = require( '@stdlib/math/base/special/pow' ); 26 var ln = require( '@stdlib/math/base/special/ln' ); 27 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution with lower limit `a` and upper limit `b` and mode `c`. 34 * 35 * @param {number} a - lower limit 36 * @param {number} b - upper limit 37 * @param {number} c - mode 38 * @returns {Function} logCDF 39 * 40 * @example 41 * var logcdf = factory( 0.0, 10.0, 2.0 ); 42 * var y = logcdf( 0.5 ); 43 * // returns ~-4.382 44 * 45 * y = logcdf( 8.0 ); 46 * // returns ~-0.051 47 */ 48 function factory( a, b, c ) { 49 var denom1; 50 var denom2; 51 52 if ( 53 isnan( a ) || 54 isnan( b ) || 55 isnan( c ) 56 ) { 57 return constantFunction( NaN ); 58 } 59 if ( !( a <= c && c <= b ) ) { 60 return constantFunction( NaN ); 61 } 62 63 denom1 = ( b - a ) * ( c - a ); 64 denom2 = ( b - a ) * ( b - c ); 65 return logcdf; 66 67 /** 68 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution. 69 * 70 * @private 71 * @param {number} x - input value 72 * @returns {number} evaluated logCDF 73 * 74 * @example 75 * var y = logcdf( 2.0 ); 76 * // returns <number> 77 */ 78 function logcdf( x ) { 79 if ( isnan( x ) ) { 80 return NaN; 81 } 82 if ( x <= a ) { 83 return NINF; 84 } 85 // Case: x > a 86 if ( x <= c ) { 87 return ( 2.0 * ln( x - a ) ) - ln( denom1 ); 88 } 89 // Case: x > c 90 if ( x < b ) { 91 return ln( 1.0 - ( pow( b - x, 2.0 ) / denom2 ) ); 92 } 93 // Case: x >= b 94 return 0.0; 95 } 96 } 97 98 99 // EXPORTS // 100 101 module.exports = factory;