factory.js (2279B)
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 expm1 = require( '@stdlib/math/base/special/expm1' ); 26 var log1p = require( '@stdlib/math/base/special/log1p' ); 27 var exp = require( '@stdlib/math/base/special/exp' ); 28 var pow = require( '@stdlib/math/base/special/pow' ); 29 var ln = require( '@stdlib/math/base/special/ln' ); 30 var LNHALF = require( '@stdlib/constants/float64/ln-half' ); 31 var NINF = require( '@stdlib/constants/float64/ninf' ); 32 33 34 // MAIN // 35 36 /** 37 * Returns a function for evaluating the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution. 38 * 39 * @param {PositiveNumber} k - scale parameter 40 * @param {PositiveNumber} lambda - shape parameter 41 * @returns {Function} logCDF 42 * 43 * @example 44 * var logcdf = factory( 2.0, 10.0 ); 45 * var y = logcdf( 12.0 ); 46 * // returns ~-0.27 47 * 48 * y = logcdf( 8.0 ); 49 * // returns ~-0.749 50 */ 51 function factory( k, lambda ) { 52 if ( 53 isnan( k ) || 54 isnan( lambda ) || 55 k <= 0.0 || 56 lambda <= 0.0 57 ) { 58 return constantFunction( NaN ); 59 } 60 return logcdf; 61 62 /** 63 * Evaluates the natural logarithm of the cumulative distribution function (CDF) for a Weibull distribution. 64 * 65 * @private 66 * @param {number} x - input value 67 * @returns {number} evaluated logCDF 68 * 69 * @example 70 * var y = logcdf( 2.0 ); 71 * // returns <number> 72 */ 73 function logcdf( x ) { 74 var p; 75 if ( isnan( x ) ) { 76 return NaN; 77 } 78 if ( x < 0.0 ) { 79 return NINF; 80 } 81 p = -pow( x / lambda, k ); 82 return ( p < LNHALF ) ? log1p( -exp( p ) ) : ln( -expm1( p ) ); 83 } 84 } 85 86 87 // EXPORTS // 88 89 module.exports = factory;