factory.js (2373B)
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 ln = require( '@stdlib/math/base/special/ln' ); 26 var NINF = require( '@stdlib/constants/float64/ninf' ); 27 var LN2 = require( '@stdlib/constants/float64/ln-two' ); 28 29 30 // MAIN // 31 32 /** 33 * Returns a function for evaluating the natural logarithm of the probability density function (PDF) 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} logPDF 39 * 40 * @example 41 * var logpdf = factory( 0.0, 10.0, 5.0 ); 42 * var y = logpdf( 2.0 ); 43 * // returns ~-2.526 44 * 45 * y = logpdf( 12.0 ); 46 * // returns -Infinity 47 */ 48 function factory( a, b, c ) { 49 var denom1; 50 var denom2; 51 var denom3; 52 53 if ( 54 isnan( a ) || 55 isnan( b ) || 56 isnan( c ) || 57 a > c || 58 c > b 59 ) { 60 return constantFunction( NaN ); 61 } 62 63 denom1 = ln( b - a ) + ln( c - a ); 64 denom2 = ln( b - a ); 65 denom3 = ln( b - a ) + ln( b - c ); 66 return logpdf; 67 68 /** 69 * Evaluates the natural logarithm of the probability density function (PDF) for a triangular distribution. 70 * 71 * @private 72 * @param {number} x - input value 73 * @returns {number} evaluated logPDF 74 * 75 * @example 76 * var y = logpdf( 12.0 ); 77 * // returns <number> 78 */ 79 function logpdf( x ) { 80 if ( isnan( x ) ) { 81 return NaN; 82 } 83 if ( x < a ) { 84 return NINF; 85 } 86 // Case: x >= a 87 if ( x < c ) { 88 return LN2 + ln( x - a ) - denom1; 89 } 90 if ( x === c ) { 91 return LN2 - denom2; 92 } 93 // Case: x > c 94 if ( x <= b ) { 95 return LN2 + ln( b - x ) - denom3; 96 } 97 // Case: x > b 98 return NINF; 99 } 100 } 101 102 103 // EXPORTS // 104 105 module.exports = factory;