pdf.js (2162B)
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 exp = require( '@stdlib/math/base/special/exp' ); 26 var PINF = require( '@stdlib/constants/float64/pinf' ); 27 var NINF = require( '@stdlib/constants/float64/ninf' ); 28 29 30 // MAIN // 31 32 /** 33 * Evaluates the probability density function (PDF) for a Weibull distribution with shape parameter `k` and scale parameter `lambda` at a value `x`. 34 * 35 * @param {number} x - input value 36 * @param {PositiveNumber} k - shape parameter 37 * @param {PositiveNumber} lambda - scale parameter 38 * @returns {number} evaluated probability density function 39 * 40 * @example 41 * var y = pdf( 2.0, 1.0, 0.5 ); 42 * // returns ~0.037 43 * 44 * @example 45 * var y = pdf( 0.1, 1.0, 1.0 ); 46 * // returns ~0.905 47 * 48 * @example 49 * var y = pdf( -1.0, 4.0, 2.0 ); 50 * // returns 0.0 51 * 52 * @example 53 * var y = pdf( NaN, 0.6, 1.0 ); 54 * // returns NaN 55 * 56 * @example 57 * var y = pdf( 0.0, NaN, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var y = pdf( 0.0, 0.0, NaN ); 62 * // returns NaN 63 * 64 * @example 65 * var y = pdf( 2.0, 0.0, -1.0 ); 66 * // returns NaN 67 */ 68 function pdf( x, k, lambda ) { 69 var xol; 70 var z; 71 if ( 72 isnan( k ) || 73 isnan( lambda ) || 74 k <= 0.0 || 75 lambda <= 0.0 76 ) { 77 return NaN; 78 } 79 if ( x < 0.0 ) { 80 return 0.0; 81 } 82 if ( x === PINF || x === NINF ) { 83 return 0.0; 84 } 85 if ( x === 0.0 ) { 86 return ( k === 1.0 ) ? k/lambda : 0.0; 87 } 88 xol = x / lambda; 89 z = pow( xol, k - 1.0 ); 90 return ( k / lambda ) * z * exp( -pow( xol, k ) ); 91 } 92 93 94 // EXPORTS // 95 96 module.exports = pdf;