@stdlib/stats-base-dists-beta-pdf 0.2.1 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/NOTICE +1 -1
- package/README.md +122 -18
- package/include/stdlib/stats/base/dists/beta/pdf.h +38 -0
- package/lib/native.js +88 -0
- package/manifest.json +93 -0
- package/package.json +14 -9
- package/src/addon.c +22 -0
- package/src/main.c +76 -0
package/NOTICE
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
Copyright (c) 2016-
|
|
1
|
+
Copyright (c) 2016-2026 The Stdlib Authors.
|
package/README.md
CHANGED
|
@@ -155,22 +155,114 @@ y = mypdf( 0.3 );
|
|
|
155
155
|
<!-- eslint no-undef: "error" -->
|
|
156
156
|
|
|
157
157
|
```javascript
|
|
158
|
-
var
|
|
158
|
+
var uniform = require( '@stdlib/random-array-uniform' );
|
|
159
|
+
var logEachMap = require( '@stdlib/console-log-each-map' );
|
|
159
160
|
var EPS = require( '@stdlib/constants-float64-eps' );
|
|
160
161
|
var pdf = require( '@stdlib/stats-base-dists-beta-pdf' );
|
|
161
162
|
|
|
162
|
-
var
|
|
163
|
-
|
|
164
|
-
|
|
165
|
-
var
|
|
166
|
-
var
|
|
167
|
-
|
|
168
|
-
|
|
169
|
-
|
|
170
|
-
|
|
171
|
-
|
|
172
|
-
|
|
173
|
-
|
|
163
|
+
var opts = {
|
|
164
|
+
'dtype': 'float64'
|
|
165
|
+
};
|
|
166
|
+
var alpha = uniform( 10, EPS, 5.0, opts );
|
|
167
|
+
var beta = uniform( 10, EPS, 5.0, opts );
|
|
168
|
+
var x = uniform( 10, 0.0, 1.0, opts );
|
|
169
|
+
|
|
170
|
+
logEachMap( 'x: %0.4f, α: %0.4f, β: %0.4f, f(x;α,β): %0.4f', x, alpha, beta, pdf );
|
|
171
|
+
```
|
|
172
|
+
|
|
173
|
+
</section>
|
|
174
|
+
|
|
175
|
+
<!-- /.examples -->
|
|
176
|
+
|
|
177
|
+
<!-- C interface documentation. -->
|
|
178
|
+
|
|
179
|
+
* * *
|
|
180
|
+
|
|
181
|
+
<section class="c">
|
|
182
|
+
|
|
183
|
+
## C APIs
|
|
184
|
+
|
|
185
|
+
<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
|
|
186
|
+
|
|
187
|
+
<section class="intro">
|
|
188
|
+
|
|
189
|
+
</section>
|
|
190
|
+
|
|
191
|
+
<!-- /.intro -->
|
|
192
|
+
|
|
193
|
+
<!-- C usage documentation. -->
|
|
194
|
+
|
|
195
|
+
<section class="usage">
|
|
196
|
+
|
|
197
|
+
### Usage
|
|
198
|
+
|
|
199
|
+
```c
|
|
200
|
+
#include "stdlib/stats/base/dists/beta/pdf.h"
|
|
201
|
+
```
|
|
202
|
+
|
|
203
|
+
#### stdlib_base_dists_beta_pdf( x, alpha, beta )
|
|
204
|
+
|
|
205
|
+
Evaluates the probability density function (PDF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`.
|
|
206
|
+
|
|
207
|
+
```c
|
|
208
|
+
double y = stdlib_base_dists_beta_pdf( 0.5, 1.0, 1.0 );
|
|
209
|
+
// returns 1.0
|
|
210
|
+
```
|
|
211
|
+
|
|
212
|
+
The function accepts the following arguments:
|
|
213
|
+
|
|
214
|
+
- **x**: `[in] double` input value.
|
|
215
|
+
- **alpha**: `[in] double` first shape parameter.
|
|
216
|
+
- **beta**: `[in] double` second shape parameter.
|
|
217
|
+
|
|
218
|
+
```c
|
|
219
|
+
double stdlib_base_dists_beta_pdf( const double x, double alpha, const double beta );
|
|
220
|
+
```
|
|
221
|
+
|
|
222
|
+
</section>
|
|
223
|
+
|
|
224
|
+
<!-- /.usage -->
|
|
225
|
+
|
|
226
|
+
<!-- C API usage notes. Make sure to keep an empty line after the `section`
|
|
227
|
+
element and another before the `/section` close. -->
|
|
228
|
+
|
|
229
|
+
<section class="notes">
|
|
230
|
+
|
|
231
|
+
</section>
|
|
232
|
+
|
|
233
|
+
<!-- /.notes -->
|
|
234
|
+
|
|
235
|
+
<!-- C API usage examples. -->
|
|
236
|
+
|
|
237
|
+
<section class="examples">
|
|
238
|
+
|
|
239
|
+
### Examples
|
|
240
|
+
|
|
241
|
+
```c
|
|
242
|
+
#include "stdlib/stats/base/dists/beta/pdf.h"
|
|
243
|
+
#include "stdlib/constants/float64/eps.h"
|
|
244
|
+
#include <stdlib.h>
|
|
245
|
+
#include <stdio.h>
|
|
246
|
+
|
|
247
|
+
static double random_uniform( const double min, const double max ) {
|
|
248
|
+
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
|
|
249
|
+
return min + ( v*(max-min) );
|
|
250
|
+
}
|
|
251
|
+
|
|
252
|
+
int main( void ) {
|
|
253
|
+
double alpha;
|
|
254
|
+
double beta;
|
|
255
|
+
double x;
|
|
256
|
+
double y;
|
|
257
|
+
int i;
|
|
258
|
+
|
|
259
|
+
for ( i = 0; i < 10; i++ ) {
|
|
260
|
+
x = random_uniform( 0.0, 1.0 );
|
|
261
|
+
alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
|
|
262
|
+
beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
|
|
263
|
+
y = stdlib_base_dists_beta_pdf( x, alpha, beta );
|
|
264
|
+
printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y );
|
|
265
|
+
}
|
|
174
266
|
}
|
|
175
267
|
```
|
|
176
268
|
|
|
@@ -178,6 +270,18 @@ for ( i = 0; i < 10; i++ ) {
|
|
|
178
270
|
|
|
179
271
|
<!-- /.examples -->
|
|
180
272
|
|
|
273
|
+
</section>
|
|
274
|
+
|
|
275
|
+
<!-- /.c -->
|
|
276
|
+
|
|
277
|
+
<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
|
|
278
|
+
|
|
279
|
+
<section class="references">
|
|
280
|
+
|
|
281
|
+
</section>
|
|
282
|
+
|
|
283
|
+
<!-- /.references -->
|
|
284
|
+
|
|
181
285
|
<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
|
|
182
286
|
|
|
183
287
|
<section class="related">
|
|
@@ -212,7 +316,7 @@ See [LICENSE][stdlib-license].
|
|
|
212
316
|
|
|
213
317
|
## Copyright
|
|
214
318
|
|
|
215
|
-
Copyright © 2016-
|
|
319
|
+
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
|
|
216
320
|
|
|
217
321
|
</section>
|
|
218
322
|
|
|
@@ -225,8 +329,8 @@ Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
|
|
|
225
329
|
[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-beta-pdf.svg
|
|
226
330
|
[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-beta-pdf
|
|
227
331
|
|
|
228
|
-
[test-image]: https://github.com/stdlib-js/stats-base-dists-beta-pdf/actions/workflows/test.yml/badge.svg?branch=v0.
|
|
229
|
-
[test-url]: https://github.com/stdlib-js/stats-base-dists-beta-pdf/actions/workflows/test.yml?query=branch:v0.
|
|
332
|
+
[test-image]: https://github.com/stdlib-js/stats-base-dists-beta-pdf/actions/workflows/test.yml/badge.svg?branch=v0.3.0
|
|
333
|
+
[test-url]: https://github.com/stdlib-js/stats-base-dists-beta-pdf/actions/workflows/test.yml?query=branch:v0.3.0
|
|
230
334
|
|
|
231
335
|
[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-beta-pdf/main.svg
|
|
232
336
|
[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-beta-pdf?branch=main
|
|
@@ -238,8 +342,8 @@ Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
|
|
|
238
342
|
|
|
239
343
|
-->
|
|
240
344
|
|
|
241
|
-
[chat-image]: https://img.shields.io/
|
|
242
|
-
[chat-url]: https://
|
|
345
|
+
[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
|
|
346
|
+
[chat-url]: https://stdlib.zulipchat.com
|
|
243
347
|
|
|
244
348
|
[stdlib]: https://github.com/stdlib-js/stdlib
|
|
245
349
|
|
|
@@ -0,0 +1,38 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 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
|
+
#ifndef STDLIB_STATS_BASE_DISTS_BETA_PDF_H
|
|
20
|
+
#define STDLIB_STATS_BASE_DISTS_BETA_PDF_H
|
|
21
|
+
|
|
22
|
+
/*
|
|
23
|
+
* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
|
|
24
|
+
*/
|
|
25
|
+
#ifdef __cplusplus
|
|
26
|
+
extern "C" {
|
|
27
|
+
#endif
|
|
28
|
+
|
|
29
|
+
/**
|
|
30
|
+
* Evaluates the probability density function (PDF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`.
|
|
31
|
+
*/
|
|
32
|
+
double stdlib_base_dists_beta_pdf( const double x, const double alpha, const double beta );
|
|
33
|
+
|
|
34
|
+
#ifdef __cplusplus
|
|
35
|
+
}
|
|
36
|
+
#endif
|
|
37
|
+
|
|
38
|
+
#endif // !STDLIB_STATS_BASE_DISTS_BETA_PDF_H
|
package/lib/native.js
ADDED
|
@@ -0,0 +1,88 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 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 addon = require( './../src/addon.node' );
|
|
24
|
+
|
|
25
|
+
|
|
26
|
+
// MAIN //
|
|
27
|
+
|
|
28
|
+
/**
|
|
29
|
+
* Evaluates the probability density function (PDF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta` at a value `x`.
|
|
30
|
+
*
|
|
31
|
+
* @private
|
|
32
|
+
* @param {number} x - input value
|
|
33
|
+
* @param {PositiveNumber} alpha - first shape parameter
|
|
34
|
+
* @param {PositiveNumber} beta - second shape parameter
|
|
35
|
+
* @returns {number} evaluated PDF
|
|
36
|
+
*
|
|
37
|
+
* @example
|
|
38
|
+
* var y = pdf( 0.5, 1.0, 1.0 );
|
|
39
|
+
* // returns 1.0
|
|
40
|
+
*
|
|
41
|
+
* @example
|
|
42
|
+
* var y = pdf( 0.5, 2.0, 4.0 );
|
|
43
|
+
* // returns 1.25
|
|
44
|
+
*
|
|
45
|
+
* @example
|
|
46
|
+
* var y = pdf( 0.2, 2.0, 2.0 );
|
|
47
|
+
* // returns ~0.96
|
|
48
|
+
*
|
|
49
|
+
* @example
|
|
50
|
+
* var y = pdf( 0.8, 4.0, 4.0 );
|
|
51
|
+
* // returns ~0.573
|
|
52
|
+
*
|
|
53
|
+
* @example
|
|
54
|
+
* var y = pdf( -0.5, 4.0, 2.0 );
|
|
55
|
+
* // returns 0.0
|
|
56
|
+
*
|
|
57
|
+
* @example
|
|
58
|
+
* var y = pdf( 1.5, 4.0, 2.0 );
|
|
59
|
+
* // returns 0.0
|
|
60
|
+
*
|
|
61
|
+
* @example
|
|
62
|
+
* var y = pdf( 0.5, -1.0, 0.5 );
|
|
63
|
+
* // returns NaN
|
|
64
|
+
*
|
|
65
|
+
* @example
|
|
66
|
+
* var y = pdf( 0.5, 0.5, -1.0 );
|
|
67
|
+
* // returns NaN
|
|
68
|
+
*
|
|
69
|
+
* @example
|
|
70
|
+
* var y = pdf( NaN, 1.0, 1.0 );
|
|
71
|
+
* // returns NaN
|
|
72
|
+
*
|
|
73
|
+
* @example
|
|
74
|
+
* var y = pdf( 0.5, NaN, 1.0 );
|
|
75
|
+
* // returns NaN
|
|
76
|
+
*
|
|
77
|
+
* @example
|
|
78
|
+
* var y = pdf( 0.5, 1.0, NaN );
|
|
79
|
+
* // returns NaN
|
|
80
|
+
*/
|
|
81
|
+
function pdf( x, alpha, beta ) {
|
|
82
|
+
return addon( x, alpha, beta );
|
|
83
|
+
}
|
|
84
|
+
|
|
85
|
+
|
|
86
|
+
// EXPORTS //
|
|
87
|
+
|
|
88
|
+
module.exports = pdf;
|
package/manifest.json
ADDED
|
@@ -0,0 +1,93 @@
|
|
|
1
|
+
{
|
|
2
|
+
"options": {
|
|
3
|
+
"task": "build",
|
|
4
|
+
"wasm": false
|
|
5
|
+
},
|
|
6
|
+
"fields": [
|
|
7
|
+
{
|
|
8
|
+
"field": "src",
|
|
9
|
+
"resolve": true,
|
|
10
|
+
"relative": true
|
|
11
|
+
},
|
|
12
|
+
{
|
|
13
|
+
"field": "include",
|
|
14
|
+
"resolve": true,
|
|
15
|
+
"relative": true
|
|
16
|
+
},
|
|
17
|
+
{
|
|
18
|
+
"field": "libraries",
|
|
19
|
+
"resolve": false,
|
|
20
|
+
"relative": false
|
|
21
|
+
},
|
|
22
|
+
{
|
|
23
|
+
"field": "libpath",
|
|
24
|
+
"resolve": true,
|
|
25
|
+
"relative": false
|
|
26
|
+
}
|
|
27
|
+
],
|
|
28
|
+
"confs": [
|
|
29
|
+
{
|
|
30
|
+
"task": "build",
|
|
31
|
+
"wasm": false,
|
|
32
|
+
"src": [
|
|
33
|
+
"./src/main.c"
|
|
34
|
+
],
|
|
35
|
+
"include": [
|
|
36
|
+
"./include"
|
|
37
|
+
],
|
|
38
|
+
"libraries": [],
|
|
39
|
+
"libpath": [],
|
|
40
|
+
"dependencies": [
|
|
41
|
+
"@stdlib/math-base-napi-ternary",
|
|
42
|
+
"@stdlib/math-base-assert-is-nan",
|
|
43
|
+
"@stdlib/math-base-special-betaln",
|
|
44
|
+
"@stdlib/math-base-special-log1p",
|
|
45
|
+
"@stdlib/math-base-special-exp",
|
|
46
|
+
"@stdlib/math-base-special-ln",
|
|
47
|
+
"@stdlib/constants-float64-pinf"
|
|
48
|
+
]
|
|
49
|
+
},
|
|
50
|
+
{
|
|
51
|
+
"task": "benchmark",
|
|
52
|
+
"wasm": false,
|
|
53
|
+
"src": [
|
|
54
|
+
"./src/main.c"
|
|
55
|
+
],
|
|
56
|
+
"include": [
|
|
57
|
+
"./include"
|
|
58
|
+
],
|
|
59
|
+
"libraries": [],
|
|
60
|
+
"libpath": [],
|
|
61
|
+
"dependencies": [
|
|
62
|
+
"@stdlib/math-base-assert-is-nan",
|
|
63
|
+
"@stdlib/math-base-special-betaln",
|
|
64
|
+
"@stdlib/math-base-special-log1p",
|
|
65
|
+
"@stdlib/math-base-special-exp",
|
|
66
|
+
"@stdlib/math-base-special-ln",
|
|
67
|
+
"@stdlib/constants-float64-pinf",
|
|
68
|
+
"@stdlib/constants-float64-eps"
|
|
69
|
+
]
|
|
70
|
+
},
|
|
71
|
+
{
|
|
72
|
+
"task": "examples",
|
|
73
|
+
"wasm": false,
|
|
74
|
+
"src": [
|
|
75
|
+
"./src/main.c"
|
|
76
|
+
],
|
|
77
|
+
"include": [
|
|
78
|
+
"./include"
|
|
79
|
+
],
|
|
80
|
+
"libraries": [],
|
|
81
|
+
"libpath": [],
|
|
82
|
+
"dependencies": [
|
|
83
|
+
"@stdlib/math-base-assert-is-nan",
|
|
84
|
+
"@stdlib/math-base-special-betaln",
|
|
85
|
+
"@stdlib/math-base-special-log1p",
|
|
86
|
+
"@stdlib/math-base-special-exp",
|
|
87
|
+
"@stdlib/math-base-special-ln",
|
|
88
|
+
"@stdlib/constants-float64-pinf",
|
|
89
|
+
"@stdlib/constants-float64-eps"
|
|
90
|
+
]
|
|
91
|
+
}
|
|
92
|
+
]
|
|
93
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-beta-pdf",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Beta distribution probability density function (PDF).",
|
|
5
5
|
"license": "Apache-2.0",
|
|
6
6
|
"author": {
|
|
@@ -14,9 +14,12 @@
|
|
|
14
14
|
}
|
|
15
15
|
],
|
|
16
16
|
"main": "./lib",
|
|
17
|
+
"gypfile": false,
|
|
17
18
|
"directories": {
|
|
18
19
|
"doc": "./docs",
|
|
20
|
+
"include": "./include",
|
|
19
21
|
"lib": "./lib",
|
|
22
|
+
"src": "./src",
|
|
20
23
|
"dist": "./dist"
|
|
21
24
|
},
|
|
22
25
|
"types": "./docs/types",
|
|
@@ -30,14 +33,16 @@
|
|
|
30
33
|
"url": "https://github.com/stdlib-js/stdlib/issues"
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
|
-
"@stdlib/constants-float64-pinf": "^0.2.
|
|
34
|
-
"@stdlib/math-base-assert-is-nan": "^0.2.
|
|
35
|
-
"@stdlib/math-base-
|
|
36
|
-
"@stdlib/math-base-special-
|
|
37
|
-
"@stdlib/math-base-special-
|
|
38
|
-
"@stdlib/math-base-special-
|
|
39
|
-
"@stdlib/
|
|
40
|
-
"@stdlib/utils-
|
|
36
|
+
"@stdlib/constants-float64-pinf": "^0.2.2",
|
|
37
|
+
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
38
|
+
"@stdlib/math-base-napi-ternary": "^0.3.1",
|
|
39
|
+
"@stdlib/math-base-special-betaln": "^0.2.2",
|
|
40
|
+
"@stdlib/math-base-special-exp": "^0.2.4",
|
|
41
|
+
"@stdlib/math-base-special-ln": "^0.2.4",
|
|
42
|
+
"@stdlib/math-base-special-log1p": "^0.2.3",
|
|
43
|
+
"@stdlib/utils-constant-function": "^0.2.2",
|
|
44
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
45
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
41
46
|
},
|
|
42
47
|
"devDependencies": {},
|
|
43
48
|
"engines": {
|
package/src/addon.c
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 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
|
+
#include "stdlib/stats/base/dists/beta/pdf.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_beta_pdf )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,76 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 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
|
+
#include "stdlib/stats/base/dists/beta/pdf.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/betaln.h"
|
|
22
|
+
#include "stdlib/math/base/special/log1p.h"
|
|
23
|
+
#include "stdlib/math/base/special/exp.h"
|
|
24
|
+
#include "stdlib/math/base/special/ln.h"
|
|
25
|
+
#include "stdlib/constants/float64/pinf.h"
|
|
26
|
+
|
|
27
|
+
/**
|
|
28
|
+
* Evaluates the probability density function (PDF) for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`.
|
|
29
|
+
*
|
|
30
|
+
* @param x input value
|
|
31
|
+
* @param alpha first shape parameter
|
|
32
|
+
* @param beta second shape parameter
|
|
33
|
+
* @return evaluated PDF
|
|
34
|
+
*
|
|
35
|
+
* @example
|
|
36
|
+
* double y = stdlib_base_dists_beta_pdf( 0.5, 1.0, 1.0 );
|
|
37
|
+
* // returns 1.0
|
|
38
|
+
*/
|
|
39
|
+
double stdlib_base_dists_beta_pdf( const double x, const double alpha, const double beta ) {
|
|
40
|
+
double out;
|
|
41
|
+
if (
|
|
42
|
+
stdlib_base_is_nan( x ) ||
|
|
43
|
+
stdlib_base_is_nan( alpha ) ||
|
|
44
|
+
stdlib_base_is_nan( beta ) ||
|
|
45
|
+
alpha <= 0.0 ||
|
|
46
|
+
beta <= 0.0
|
|
47
|
+
) {
|
|
48
|
+
return 0.0 / 0.0;
|
|
49
|
+
}
|
|
50
|
+
if ( x < 0.0 || x > 1.0 ) {
|
|
51
|
+
// Support of the Beta distribution: [0,1]
|
|
52
|
+
return 0.0;
|
|
53
|
+
}
|
|
54
|
+
if ( x == 0.0 ) {
|
|
55
|
+
if ( alpha < 1.0 ) {
|
|
56
|
+
return STDLIB_CONSTANT_FLOAT64_PINF;
|
|
57
|
+
}
|
|
58
|
+
if ( alpha > 1.0 ) {
|
|
59
|
+
return 0.0;
|
|
60
|
+
}
|
|
61
|
+
return beta;
|
|
62
|
+
}
|
|
63
|
+
if ( x == 1.0 ) {
|
|
64
|
+
if ( beta < 1.0 ) {
|
|
65
|
+
return STDLIB_CONSTANT_FLOAT64_PINF;
|
|
66
|
+
}
|
|
67
|
+
if ( beta > 1.0 ) {
|
|
68
|
+
return 0.0;
|
|
69
|
+
}
|
|
70
|
+
return alpha;
|
|
71
|
+
}
|
|
72
|
+
out = ( alpha-1.0 ) * stdlib_base_ln( x );
|
|
73
|
+
out += ( beta-1.0 ) * stdlib_base_log1p( -x );
|
|
74
|
+
out -= stdlib_base_betaln( alpha, beta );
|
|
75
|
+
return stdlib_base_exp( out );
|
|
76
|
+
}
|