@stdlib/stats-base-dists-gamma-mgf 0.2.2 → 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 +113 -19
- package/dist/index.js.map +1 -1
- package/docs/types/index.d.ts +1 -1
- package/include/stdlib/stats/base/dists/gamma/mgf.h +39 -0
- package/lib/index.js +1 -1
- package/lib/native.js +84 -0
- package/manifest.json +80 -0
- package/package.json +7 -2
- package/src/addon.c +22 -0
- package/src/main.c +49 -0
package/NOTICE
CHANGED
|
@@ -1 +1 @@
|
|
|
1
|
-
Copyright (c) 2016-
|
|
1
|
+
Copyright (c) 2016-2026 The Stdlib Authors.
|
package/README.md
CHANGED
|
@@ -130,7 +130,7 @@ y = mgf( 2.0, 1.0, -1.0 );
|
|
|
130
130
|
|
|
131
131
|
#### mgf.factory( alpha, beta )
|
|
132
132
|
|
|
133
|
-
|
|
133
|
+
Returns a function for evaluating the [MGF][mgf] of a [gamma][gamma-distribution] distribution with parameters `alpha` (shape parameter) and `beta` (rate parameter).
|
|
134
134
|
|
|
135
135
|
```javascript
|
|
136
136
|
var mymgf = mgf.factory( 3.0, 1.5 );
|
|
@@ -163,21 +163,111 @@ y = mymgf( 0.5 );
|
|
|
163
163
|
<!-- eslint no-undef: "error" -->
|
|
164
164
|
|
|
165
165
|
```javascript
|
|
166
|
-
var
|
|
166
|
+
var uniform = require( '@stdlib/random-array-uniform' );
|
|
167
|
+
var logEachMap = require( '@stdlib/console-log-each-map' );
|
|
167
168
|
var mgf = require( '@stdlib/stats-base-dists-gamma-mgf' );
|
|
168
169
|
|
|
169
|
-
var
|
|
170
|
-
|
|
171
|
-
|
|
172
|
-
var
|
|
173
|
-
var
|
|
174
|
-
|
|
175
|
-
|
|
176
|
-
|
|
177
|
-
|
|
178
|
-
|
|
179
|
-
|
|
180
|
-
|
|
170
|
+
var opts = {
|
|
171
|
+
'dtype': 'float64'
|
|
172
|
+
};
|
|
173
|
+
var t = uniform( 10, 0.0, 3.0, opts );
|
|
174
|
+
var alpha = uniform( 10, 0.0, 5.0, opts );
|
|
175
|
+
var beta = uniform( 10, 0.0, 5.0, opts );
|
|
176
|
+
|
|
177
|
+
logEachMap( 't: %0.4f, α: %0.4f, β: %0.4f, M_X(t;α,β): %0.4f', t, alpha, beta, mgf );
|
|
178
|
+
```
|
|
179
|
+
|
|
180
|
+
</section>
|
|
181
|
+
|
|
182
|
+
<!-- /.examples -->
|
|
183
|
+
|
|
184
|
+
<!-- C interface documentation. -->
|
|
185
|
+
|
|
186
|
+
* * *
|
|
187
|
+
|
|
188
|
+
<section class="c">
|
|
189
|
+
|
|
190
|
+
## C APIs
|
|
191
|
+
|
|
192
|
+
<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
|
|
193
|
+
|
|
194
|
+
<section class="intro">
|
|
195
|
+
|
|
196
|
+
</section>
|
|
197
|
+
|
|
198
|
+
<!-- /.intro -->
|
|
199
|
+
|
|
200
|
+
<!-- C usage documentation. -->
|
|
201
|
+
|
|
202
|
+
<section class="usage">
|
|
203
|
+
|
|
204
|
+
### Usage
|
|
205
|
+
|
|
206
|
+
```c
|
|
207
|
+
#include "stdlib/stats/base/dists/gamma/mgf.h"
|
|
208
|
+
```
|
|
209
|
+
|
|
210
|
+
#### stdlib_base_dists_gamma_mgf( t, alpha, beta )
|
|
211
|
+
|
|
212
|
+
Evaluates the [moment-generating function][mgf] (MGF) for a [gamma][gamma-distribution] distribution with parameters `alpha` (shape parameter) and `beta` (rate parameter).
|
|
213
|
+
|
|
214
|
+
```c
|
|
215
|
+
double y = stdlib_base_dists_gamma_mgf( 0.5, 0.5, 1.0 );
|
|
216
|
+
// returns ~1.414
|
|
217
|
+
```
|
|
218
|
+
|
|
219
|
+
The function accepts the following arguments:
|
|
220
|
+
|
|
221
|
+
- **t**: `[in] double` input value.
|
|
222
|
+
- **alpha**: `[in] double` shape parameter.
|
|
223
|
+
- **beta**: `[in] double` rate parameter.
|
|
224
|
+
|
|
225
|
+
```c
|
|
226
|
+
double stdlib_base_dists_gamma_mgf( const double t, const double alpha, const double beta );
|
|
227
|
+
```
|
|
228
|
+
|
|
229
|
+
</section>
|
|
230
|
+
|
|
231
|
+
<!-- /.usage -->
|
|
232
|
+
|
|
233
|
+
<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
|
|
234
|
+
|
|
235
|
+
<section class="notes">
|
|
236
|
+
|
|
237
|
+
</section>
|
|
238
|
+
|
|
239
|
+
<!-- /.notes -->
|
|
240
|
+
|
|
241
|
+
<!-- C API usage examples. -->
|
|
242
|
+
|
|
243
|
+
<section class="examples">
|
|
244
|
+
|
|
245
|
+
### Examples
|
|
246
|
+
|
|
247
|
+
```c
|
|
248
|
+
#include "stdlib/stats/base/dists/gamma/mgf.h"
|
|
249
|
+
#include <stdlib.h>
|
|
250
|
+
#include <stdio.h>
|
|
251
|
+
|
|
252
|
+
static double random_uniform( const double min, const double max ) {
|
|
253
|
+
double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
|
|
254
|
+
return min + ( v*(max-min) );
|
|
255
|
+
}
|
|
256
|
+
|
|
257
|
+
int main( void ) {
|
|
258
|
+
double alpha;
|
|
259
|
+
double beta;
|
|
260
|
+
double t;
|
|
261
|
+
double y;
|
|
262
|
+
int i;
|
|
263
|
+
|
|
264
|
+
for ( i = 0; i < 10; i++ ) {
|
|
265
|
+
t = random_uniform( 0.0, 3.0 );
|
|
266
|
+
alpha = random_uniform( 0.0, 5.0 );
|
|
267
|
+
beta = random_uniform( 0.0, 5.0 );
|
|
268
|
+
y = stdlib_base_dists_gamma_mgf( t, alpha, beta );
|
|
269
|
+
printf( "t: %lf, α: %lf, β: %lf, M_X(t;α,β): %lf\n", t, alpha, beta, y );
|
|
270
|
+
}
|
|
181
271
|
}
|
|
182
272
|
```
|
|
183
273
|
|
|
@@ -185,6 +275,10 @@ for ( i = 0; i < 10; i++ ) {
|
|
|
185
275
|
|
|
186
276
|
<!-- /.examples -->
|
|
187
277
|
|
|
278
|
+
</section>
|
|
279
|
+
|
|
280
|
+
<!-- /.c -->
|
|
281
|
+
|
|
188
282
|
<!-- 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. -->
|
|
189
283
|
|
|
190
284
|
<section class="references">
|
|
@@ -227,7 +321,7 @@ See [LICENSE][stdlib-license].
|
|
|
227
321
|
|
|
228
322
|
## Copyright
|
|
229
323
|
|
|
230
|
-
Copyright © 2016-
|
|
324
|
+
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
|
|
231
325
|
|
|
232
326
|
</section>
|
|
233
327
|
|
|
@@ -240,8 +334,8 @@ Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
|
|
|
240
334
|
[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-gamma-mgf.svg
|
|
241
335
|
[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-gamma-mgf
|
|
242
336
|
|
|
243
|
-
[test-image]: https://github.com/stdlib-js/stats-base-dists-gamma-mgf/actions/workflows/test.yml/badge.svg?branch=v0.
|
|
244
|
-
[test-url]: https://github.com/stdlib-js/stats-base-dists-gamma-mgf/actions/workflows/test.yml?query=branch:v0.
|
|
337
|
+
[test-image]: https://github.com/stdlib-js/stats-base-dists-gamma-mgf/actions/workflows/test.yml/badge.svg?branch=v0.3.0
|
|
338
|
+
[test-url]: https://github.com/stdlib-js/stats-base-dists-gamma-mgf/actions/workflows/test.yml?query=branch:v0.3.0
|
|
245
339
|
|
|
246
340
|
[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-gamma-mgf/main.svg
|
|
247
341
|
[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-gamma-mgf?branch=main
|
|
@@ -253,8 +347,8 @@ Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
|
|
|
253
347
|
|
|
254
348
|
-->
|
|
255
349
|
|
|
256
|
-
[chat-image]: https://img.shields.io/
|
|
257
|
-
[chat-url]: https://
|
|
350
|
+
[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
|
|
351
|
+
[chat-url]: https://stdlib.zulipchat.com
|
|
258
352
|
|
|
259
353
|
[stdlib]: https://github.com/stdlib-js/stdlib
|
|
260
354
|
|
package/dist/index.js.map
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
{
|
|
2
2
|
"version": 3,
|
|
3
3
|
"sources": ["../lib/main.js", "../lib/factory.js", "../lib/index.js"],
|
|
4
|
-
"sourcesContent": ["/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Evaluates the moment-generating function (MGF) for a gamma distribution.\n*\n* @param {number} t - input value\n* @param {NonNegativeNumber} alpha - shape parameter\n* @param {PositiveNumber} beta - rate parameter\n* @returns {number} evaluated MGF\n*\n* @example\n* var y = mgf( 0.5, 0.5, 1.0 );\n* // returns ~1.414\n*\n* @example\n* var y = mgf( 0.1, 1.0, 1.0 );\n* // returns ~1.111\n*\n* @example\n* var y = mgf( -1.0, 4.0, 2.0 );\n* // returns ~0.198\n*\n* @example\n* var y = mgf( NaN, 1.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 0.0, NaN, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 0.0, 1.0, NaN );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 4.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, -0.5, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 1.0, 0.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 1.0, -1.0 );\n* // returns NaN\n*/\nfunction mgf( t, alpha, beta ) {\n\tvar base;\n\tif (\n\t\tisnan( t ) ||\n\t\tisnan( alpha ) ||\n\t\tisnan( beta ) ||\n\t\talpha < 0.0 ||\n\t\tbeta <= 0.0 ||\n\t\tt >= beta\n\t) {\n\t\treturn NaN;\n\t}\n\tbase = 1.0 - (t / beta);\n\treturn pow( base, -alpha );\n}\n\n\n// EXPORTS //\n\nmodule.exports = mgf;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar constantFunction = require( '@stdlib/utils-constant-function' );\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Returns a function for evaluating the moment-generating function (MGF) of a gamma distribution with shape `alpha` and rate `beta`.\n*\n* @param {NonNegativeNumber} alpha - shape parameter\n* @param {PositiveNumber} beta - rate parameter\n* @returns {Function} MGF\n*\n* @example\n* var mgf = factory( 3.0, 1.5 );\n*\n* var y = mgf( 1.0 );\n* // returns ~27.0\n*\n* y = mgf( 0.5 );\n* // returns ~3.375\n*/\nfunction factory( alpha, beta ) {\n\tif (\n\t\tisnan( alpha ) ||\n\t\tisnan( beta ) ||\n\t\talpha < 0.0 ||\n\t\tbeta <= 0.0\n\t) {\n\t\treturn constantFunction( NaN );\n\t}\n\treturn mgf;\n\n\t/**\n\t* Evaluates the moment-generating function (MGF) of a gamma distribution.\n\t*\n\t* @private\n\t* @param {number} t - input value\n\t* @returns {number} evaluated MGF\n\t*\n\t* @example\n\t* var y = mgf( 0.5 );\n\t* // returns <number>\n\t*/\n\tfunction mgf( t ) {\n\t\tvar base;\n\t\tif ( t >= beta ) {\n\t\t\treturn NaN;\n\t\t}\n\t\tbase = 1.0 - (t / beta);\n\t\treturn pow( base, -alpha );\n\t}\n}\n\n\n// EXPORTS //\n\nmodule.exports = factory;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n/**\n* Evaluate the moment-generating function (MGF) of a gamma distribution.\n*\n* @module @stdlib/stats-base-dists-gamma-mgf\n*\n* @example\n* var mgf = require( '@stdlib/stats-base-dists-gamma-mgf' );\n*\n* var y = mgf( 0.5, 0.5, 1.0 );\n* // returns ~1.414\n*\n* y = mgf( 0.1, 1.0, 1.0 );\n* // returns ~1.111\n*\n* y = mgf( -1.0, 4.0, 2.0 );\n* // returns ~0.198\n*\n* var mymgf = mgf.factory( 3.0, 1.5 );\n*\n* y = mymgf( 1.0 );\n* // returns ~
|
|
4
|
+
"sourcesContent": ["/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Evaluates the moment-generating function (MGF) for a gamma distribution.\n*\n* @param {number} t - input value\n* @param {NonNegativeNumber} alpha - shape parameter\n* @param {PositiveNumber} beta - rate parameter\n* @returns {number} evaluated MGF\n*\n* @example\n* var y = mgf( 0.5, 0.5, 1.0 );\n* // returns ~1.414\n*\n* @example\n* var y = mgf( 0.1, 1.0, 1.0 );\n* // returns ~1.111\n*\n* @example\n* var y = mgf( -1.0, 4.0, 2.0 );\n* // returns ~0.198\n*\n* @example\n* var y = mgf( NaN, 1.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 0.0, NaN, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 0.0, 1.0, NaN );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 4.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, -0.5, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 1.0, 0.0 );\n* // returns NaN\n*\n* @example\n* var y = mgf( 2.0, 1.0, -1.0 );\n* // returns NaN\n*/\nfunction mgf( t, alpha, beta ) {\n\tvar base;\n\tif (\n\t\tisnan( t ) ||\n\t\tisnan( alpha ) ||\n\t\tisnan( beta ) ||\n\t\talpha < 0.0 ||\n\t\tbeta <= 0.0 ||\n\t\tt >= beta\n\t) {\n\t\treturn NaN;\n\t}\n\tbase = 1.0 - (t / beta);\n\treturn pow( base, -alpha );\n}\n\n\n// EXPORTS //\n\nmodule.exports = mgf;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar constantFunction = require( '@stdlib/utils-constant-function' );\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Returns a function for evaluating the moment-generating function (MGF) of a gamma distribution with shape `alpha` and rate `beta`.\n*\n* @param {NonNegativeNumber} alpha - shape parameter\n* @param {PositiveNumber} beta - rate parameter\n* @returns {Function} MGF\n*\n* @example\n* var mgf = factory( 3.0, 1.5 );\n*\n* var y = mgf( 1.0 );\n* // returns ~27.0\n*\n* y = mgf( 0.5 );\n* // returns ~3.375\n*/\nfunction factory( alpha, beta ) {\n\tif (\n\t\tisnan( alpha ) ||\n\t\tisnan( beta ) ||\n\t\talpha < 0.0 ||\n\t\tbeta <= 0.0\n\t) {\n\t\treturn constantFunction( NaN );\n\t}\n\treturn mgf;\n\n\t/**\n\t* Evaluates the moment-generating function (MGF) of a gamma distribution.\n\t*\n\t* @private\n\t* @param {number} t - input value\n\t* @returns {number} evaluated MGF\n\t*\n\t* @example\n\t* var y = mgf( 0.5 );\n\t* // returns <number>\n\t*/\n\tfunction mgf( t ) {\n\t\tvar base;\n\t\tif ( t >= beta ) {\n\t\t\treturn NaN;\n\t\t}\n\t\tbase = 1.0 - (t / beta);\n\t\treturn pow( base, -alpha );\n\t}\n}\n\n\n// EXPORTS //\n\nmodule.exports = factory;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n* http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n/**\n* Evaluate the moment-generating function (MGF) of a gamma distribution.\n*\n* @module @stdlib/stats-base-dists-gamma-mgf\n*\n* @example\n* var mgf = require( '@stdlib/stats-base-dists-gamma-mgf' );\n*\n* var y = mgf( 0.5, 0.5, 1.0 );\n* // returns ~1.414\n*\n* y = mgf( 0.1, 1.0, 1.0 );\n* // returns ~1.111\n*\n* y = mgf( -1.0, 4.0, 2.0 );\n* // returns ~0.198\n*\n* var mymgf = mgf.factory( 3.0, 1.5 );\n*\n* y = mymgf( 1.0 );\n* // returns ~27.0\n*\n* y = mymgf( 0.5 );\n* // returns ~3.375\n*/\n\n// MODULES //\n\nvar setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );\nvar main = require( './main.js' );\nvar factory = require( './factory.js' );\n\n\n// MAIN //\n\nsetReadOnly( main, 'factory', factory );\n\n\n// EXPORTS //\n\nmodule.exports = main;\n"],
|
|
5
5
|
"mappings": "uGAAA,IAAAA,EAAAC,EAAA,SAAAC,EAAAC,EAAA,cAsBA,IAAIC,EAAQ,QAAS,iCAAkC,EACnDC,EAAM,QAAS,+BAAgC,EAqDnD,SAASC,EAAKC,EAAGC,EAAOC,EAAO,CAC9B,IAAIC,EACJ,OACCN,EAAOG,CAAE,GACTH,EAAOI,CAAM,GACbJ,EAAOK,CAAK,GACZD,EAAQ,GACRC,GAAQ,GACRF,GAAKE,EAEE,KAERC,EAAO,EAAOH,EAAIE,EACXJ,EAAKK,EAAM,CAACF,CAAM,EAC1B,CAKAL,EAAO,QAAUG,IC/FjB,IAAAK,EAAAC,EAAA,SAAAC,EAAAC,EAAA,cAsBA,IAAIC,EAAmB,QAAS,iCAAkC,EAC9DC,EAAQ,QAAS,iCAAkC,EACnDC,EAAM,QAAS,+BAAgC,EAqBnD,SAASC,EAASC,EAAOC,EAAO,CAC/B,GACCJ,EAAOG,CAAM,GACbH,EAAOI,CAAK,GACZD,EAAQ,GACRC,GAAQ,EAER,OAAOL,EAAkB,GAAI,EAE9B,OAAOM,EAaP,SAASA,EAAKC,EAAI,CACjB,IAAIC,EACJ,OAAKD,GAAKF,EACF,KAERG,EAAO,EAAOD,EAAIF,EACXH,EAAKM,EAAM,CAACJ,CAAM,EAC1B,CACD,CAKAL,EAAO,QAAUI,IChCjB,IAAIM,EAAc,QAAS,uDAAwD,EAC/EC,EAAO,IACPC,EAAU,IAKdF,EAAaC,EAAM,UAAWC,CAAQ,EAKtC,OAAO,QAAUD",
|
|
6
6
|
"names": ["require_main", "__commonJSMin", "exports", "module", "isnan", "pow", "mgf", "t", "alpha", "beta", "base", "require_factory", "__commonJSMin", "exports", "module", "constantFunction", "isnan", "pow", "factory", "alpha", "beta", "mgf", "t", "base", "setReadOnly", "main", "factory"]
|
|
7
7
|
}
|
package/docs/types/index.d.ts
CHANGED
|
@@ -0,0 +1,39 @@
|
|
|
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_GAMMA_MGF_H
|
|
20
|
+
#define STDLIB_STATS_BASE_DISTS_GAMMA_MGF_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
|
+
|
|
26
|
+
#ifdef __cplusplus
|
|
27
|
+
extern "C" {
|
|
28
|
+
#endif
|
|
29
|
+
|
|
30
|
+
/**
|
|
31
|
+
* Evaluates the moment-generating function (MGF) for a gamma distribution with shape parameter `alpha` and rate parameter 'beta`.
|
|
32
|
+
*/
|
|
33
|
+
double stdlib_base_dists_gamma_mgf( const double t, const double alpha, const double beta );
|
|
34
|
+
|
|
35
|
+
#ifdef __cplusplus
|
|
36
|
+
}
|
|
37
|
+
#endif
|
|
38
|
+
|
|
39
|
+
#endif // !STDLIB_STATS_BASE_DISTS_GAMMA_MGF_H
|
package/lib/index.js
CHANGED
package/lib/native.js
ADDED
|
@@ -0,0 +1,84 @@
|
|
|
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 moment-generating function (MGF) for a gamma distribution.
|
|
30
|
+
*
|
|
31
|
+
* @private
|
|
32
|
+
* @param {number} t - input value
|
|
33
|
+
* @param {NonNegativeNumber} alpha - shape parameter
|
|
34
|
+
* @param {PositiveNumber} beta - rate parameter
|
|
35
|
+
* @returns {number} evaluated MGF
|
|
36
|
+
*
|
|
37
|
+
* @example
|
|
38
|
+
* var y = mgf( 0.5, 0.5, 1.0 );
|
|
39
|
+
* // returns ~1.414
|
|
40
|
+
*
|
|
41
|
+
* @example
|
|
42
|
+
* var y = mgf( 0.1, 1.0, 1.0 );
|
|
43
|
+
* // returns ~1.111
|
|
44
|
+
*
|
|
45
|
+
* @example
|
|
46
|
+
* var y = mgf( -1.0, 4.0, 2.0 );
|
|
47
|
+
* // returns ~0.198
|
|
48
|
+
*
|
|
49
|
+
* @example
|
|
50
|
+
* var y = mgf( NaN, 1.0, 1.0 );
|
|
51
|
+
* // returns NaN
|
|
52
|
+
*
|
|
53
|
+
* @example
|
|
54
|
+
* var y = mgf( 0.0, NaN, 1.0 );
|
|
55
|
+
* // returns NaN
|
|
56
|
+
*
|
|
57
|
+
* @example
|
|
58
|
+
* var y = mgf( 0.0, 1.0, NaN );
|
|
59
|
+
* // returns NaN
|
|
60
|
+
*
|
|
61
|
+
* @example
|
|
62
|
+
* var y = mgf( 2.0, 4.0, 1.0 );
|
|
63
|
+
* // returns NaN
|
|
64
|
+
*
|
|
65
|
+
* @example
|
|
66
|
+
* var y = mgf( 2.0, -0.5, 1.0 );
|
|
67
|
+
* // returns NaN
|
|
68
|
+
*
|
|
69
|
+
* @example
|
|
70
|
+
* var y = mgf( 2.0, 1.0, 0.0 );
|
|
71
|
+
* // returns NaN
|
|
72
|
+
*
|
|
73
|
+
* @example
|
|
74
|
+
* var y = mgf( 2.0, 1.0, -1.0 );
|
|
75
|
+
* // returns NaN
|
|
76
|
+
*/
|
|
77
|
+
function mgf( t, alpha, beta ) {
|
|
78
|
+
return addon( t, alpha, beta );
|
|
79
|
+
}
|
|
80
|
+
|
|
81
|
+
|
|
82
|
+
// EXPORTS //
|
|
83
|
+
|
|
84
|
+
module.exports = mgf;
|
package/manifest.json
ADDED
|
@@ -0,0 +1,80 @@
|
|
|
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-pow"
|
|
44
|
+
]
|
|
45
|
+
},
|
|
46
|
+
{
|
|
47
|
+
"task": "benchmark",
|
|
48
|
+
"wasm": false,
|
|
49
|
+
"src": [
|
|
50
|
+
"./src/main.c"
|
|
51
|
+
],
|
|
52
|
+
"include": [
|
|
53
|
+
"./include"
|
|
54
|
+
],
|
|
55
|
+
"libraries": [],
|
|
56
|
+
"libpath": [],
|
|
57
|
+
"dependencies": [
|
|
58
|
+
"@stdlib/math-base-assert-is-nan",
|
|
59
|
+
"@stdlib/math-base-special-pow",
|
|
60
|
+
"@stdlib/constants-float64-eps"
|
|
61
|
+
]
|
|
62
|
+
},
|
|
63
|
+
{
|
|
64
|
+
"task": "examples",
|
|
65
|
+
"wasm": false,
|
|
66
|
+
"src": [
|
|
67
|
+
"./src/main.c"
|
|
68
|
+
],
|
|
69
|
+
"include": [
|
|
70
|
+
"./include"
|
|
71
|
+
],
|
|
72
|
+
"libraries": [],
|
|
73
|
+
"libpath": [],
|
|
74
|
+
"dependencies": [
|
|
75
|
+
"@stdlib/math-base-assert-is-nan",
|
|
76
|
+
"@stdlib/math-base-special-pow"
|
|
77
|
+
]
|
|
78
|
+
}
|
|
79
|
+
]
|
|
80
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-gamma-mgf",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Gamma distribution moment-generating function (MGF).",
|
|
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",
|
|
@@ -31,9 +34,11 @@
|
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
36
|
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
37
|
+
"@stdlib/math-base-napi-ternary": "^0.3.1",
|
|
34
38
|
"@stdlib/math-base-special-pow": "^0.3.0",
|
|
35
39
|
"@stdlib/utils-constant-function": "^0.2.2",
|
|
36
|
-
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2"
|
|
40
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
41
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
37
42
|
},
|
|
38
43
|
"devDependencies": {},
|
|
39
44
|
"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/gamma/mgf.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_gamma_mgf )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,49 @@
|
|
|
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/gamma/mgf.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/pow.h"
|
|
22
|
+
|
|
23
|
+
/**
|
|
24
|
+
* Evaluates the moment-generating function (MGF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta`.
|
|
25
|
+
*
|
|
26
|
+
* @param t input value
|
|
27
|
+
* @param alpha shape parameter
|
|
28
|
+
* @param beta rate parameter
|
|
29
|
+
* @return evaluated MGF
|
|
30
|
+
*
|
|
31
|
+
* @example
|
|
32
|
+
* double y = stdlib_base_dists_gamma_mgf( 0.5, 0.5, 1.0 );
|
|
33
|
+
* // returns ~1.414
|
|
34
|
+
*/
|
|
35
|
+
double stdlib_base_dists_gamma_mgf( const double t, const double alpha, const double beta ) {
|
|
36
|
+
double base;
|
|
37
|
+
if (
|
|
38
|
+
stdlib_base_is_nan( t ) ||
|
|
39
|
+
stdlib_base_is_nan( alpha ) ||
|
|
40
|
+
stdlib_base_is_nan( beta ) ||
|
|
41
|
+
alpha < 0.0 ||
|
|
42
|
+
beta <= 0.0 ||
|
|
43
|
+
t >= beta
|
|
44
|
+
) {
|
|
45
|
+
return 0.0 / 0.0;
|
|
46
|
+
}
|
|
47
|
+
base = 1.0 - (t / beta);
|
|
48
|
+
return stdlib_base_pow( base, -alpha );
|
|
49
|
+
}
|