time-to-botec

Benchmark sampling in different programming languages
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logcdf.js (2411B)

      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 pow = require( '@stdlib/math/base/special/pow' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 var NINF = require( '@stdlib/constants/float64/ninf' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a triangular distribution with lower limit `a` and upper limit `b` and mode `c` at a value `x`.
     33 *
     34 * @param {number} x - input value
     35 * @param {number} a - lower limit
     36 * @param {number} b - upper limit
     37 * @param {number} c - mode
     38 * @returns {number} evaluated logCDF
     39 *
     40 * @example
     41 * var y = logcdf( 0.5, -1.0, 1.0, 0.0 );
     42 * // returns ~-0.134
     43 *
     44 * @example
     45 * var y = logcdf( 0.5, -1.0, 1.0, 0.5 );
     46 * // returns ~-0.288
     47 *
     48 * @example
     49 * var y = logcdf( -10.0, -20.0, 0.0, -2.0 );
     50 * // returns ~-1.281
     51 *
     52 * @example
     53 * var y = logcdf( -2.0, -1.0, 1.0, 0.0 );
     54 * // returns -Infinity
     55 *
     56 * @example
     57 * var y = logcdf( NaN, 0.0, 1.0, 0.5 );
     58 * // returns NaN
     59 *
     60 * @example
     61 * var y = logcdf( 0.0, NaN, 1.0, 0.5 );
     62 * // returns NaN
     63 *
     64 * @example
     65 * var y = logcdf( 0.0, 0.0, NaN, 0.5 );
     66 * // returns NaN
     67 *
     68 * @example
     69 * var y = logcdf( 2.0, 1.0, 0.0, NaN );
     70 * // returns NaN
     71 *
     72 * @example
     73 * var y = logcdf( 2.0, 1.0, 0.0, 1.5 );
     74 * // returns NaN
     75 */
     76 function logcdf( x, a, b, c ) {
     77 	var denom1;
     78 	var denom2;
     79 
     80 	if (
     81 		isnan( x ) ||
     82 		isnan( a ) ||
     83 		isnan( b ) ||
     84 		isnan( c ) ||
     85 		a > c ||
     86 		c > b
     87 	) {
     88 		return NaN;
     89 	}
     90 	if ( x <= a ) {
     91 		return NINF;
     92 	}
     93 	denom1 = ( b - a ) * ( c - a );
     94 	denom2 = ( b - a ) * ( b - c );
     95 
     96 	// Case: x > a
     97 	if ( x <= c ) {
     98 		return ( 2.0 * ln( x - a ) ) - ln( denom1 );
     99 	}
    100 	// Case: x > c
    101 	if ( x < b ) {
    102 		return ln( 1.0 - ( pow( b - x, 2.0 ) / denom2 ) );
    103 	}
    104 	// Case: x >= b
    105 	return 0.0;
    106 }
    107 
    108 
    109 // EXPORTS //
    110 
    111 module.exports = logcdf;