factory.js (2275B)
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 PINF = require( '@stdlib/constants/float64/pinf' ); 28 var NINF = require( '@stdlib/constants/float64/ninf' ); 29 30 31 // MAIN // 32 33 /** 34 * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a Weibull distribution. 35 * 36 * @param {PositiveNumber} k - shape parameter 37 * @param {PositiveNumber} lambda - scale parameter 38 * @returns {Function} function to evaluate the logarithm of the probability density function 39 * 40 * @example 41 * var logpdf = factory( 7.0, 6.0 ); 42 * var y = logpdf( 7.0 ); 43 * // returns ~-1.863 44 * 45 * y = logpdf( 5.0 ); 46 * // returns ~-1.219 47 */ 48 function factory( k, lambda ) { 49 var lnkl; 50 if ( 51 isnan( k ) || 52 isnan( lambda ) || 53 k <= 0.0 || 54 lambda <= 0.0 55 ) { 56 return constantFunction( NaN ); 57 } 58 lnkl = ln( k / lambda ); 59 return logpdf; 60 61 /** 62 * Evaluates the natural logarithm of the probability density function (PDF) for a Weibull distribution. 63 * 64 * @private 65 * @param {number} x - input value 66 * @returns {number} evaluated logPDF 67 * 68 * @example 69 * var y = logpdf( 2.3 ); 70 * // returns <number> 71 */ 72 function logpdf( x ) { 73 var xol; 74 if ( x < 0.0 ) { 75 return NINF; 76 } 77 if ( x === PINF || x === NINF ) { 78 return NINF; 79 } 80 if ( x === 0.0 ) { 81 return ( k === 1.0 ) ? ln( k / lambda ) : NINF; 82 } 83 xol = x / lambda; 84 return lnkl + ( ( k - 1.0 ) * ln( xol ) ) - pow( xol, k ); 85 } 86 } 87 88 89 // EXPORTS // 90 91 module.exports = factory;