@stdlib/stats-base-dists-levy-logpdf 0.0.7 → 0.1.0
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/CITATION.cff +30 -0
- package/NOTICE +1 -1
- package/README.md +15 -4
- package/dist/index.d.ts +3 -0
- package/dist/index.js +7 -0
- package/dist/index.js.map +7 -0
- package/docs/types/index.d.ts +1 -1
- package/lib/index.js +3 -3
- package/package.json +15 -15
- package/docs/repl.txt +0 -70
- package/docs/types/test.ts +0 -119
- /package/lib/{logpdf.js → main.js} +0 -0
package/CITATION.cff
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cff-version: 1.2.0
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title: stdlib
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message: >-
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If you use this software, please cite it using the
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metadata from this file.
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type: software
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authors:
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- name: The Stdlib Authors
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url: https://github.com/stdlib-js/stdlib/graphs/contributors
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repository-code: https://github.com/stdlib-js/stdlib
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url: https://stdlib.io
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abstract: |
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Standard library for JavaScript and Node.js.
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keywords:
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- JavaScript
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- Node.js
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- TypeScript
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- standard library
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- scientific computing
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- numerical computing
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- statistical computing
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license: Apache-2.0 AND BSL-1.0
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date-released: 2016
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package/NOTICE
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Copyright (c) 2016-
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Copyright (c) 2016-2023 The Stdlib Authors.
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package/README.md
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-->
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<details>
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<summary>
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About stdlib...
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</summary>
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<p>We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.</p>
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<p>The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.</p>
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<p>When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.</p>
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<p>To join us in bringing numerical computing to the web, get started by checking us out on <a href="https://github.com/stdlib-js/stdlib">GitHub</a>, and please consider <a href="https://opencollective.com/stdlib">financially supporting stdlib</a>. We greatly appreciate your continued support!</p>
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</details>
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# Logarithm of Probability Density Function
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[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->
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## Copyright
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Copyright © 2016-
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Copyright © 2016-2023. The Stdlib [Authors][stdlib-authors].
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</section>
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[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-levy-logpdf.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-levy-logpdf
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[test-image]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml/badge.svg?branch=v0.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml?query=branch:v0.0
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[test-image]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml/badge.svg?branch=v0.1.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml?query=branch:v0.1.0
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[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-levy-logpdf/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-levy-logpdf?branch=main
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-->
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[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
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[chat-url]: https://gitter.im
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[chat-url]: https://app.gitter.im/#/room/#stdlib-js_stdlib:gitter.im
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[stdlib]: https://github.com/stdlib-js/stdlib
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package/dist/index.d.ts
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package/dist/index.js
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"use strict";var v=function(e,r){return function(){return r||e((r={exports:{}}).exports,r),r.exports}};var s=v(function(P,o){
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var a=require('@stdlib/math-base-assert-is-nan/dist'),f=require('@stdlib/math-base-special-ln/dist'),p=require('@stdlib/constants-float64-ln-two-pi/dist'),y=require('@stdlib/constants-float64-ninf/dist');function I(e,r,t){var i;return a(e)||a(r)||a(t)||t<=0?NaN:e<=r?y:(i=e-r,.5*(f(t)-p-t/i-3*f(i)))}o.exports=I
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});var c=v(function(T,N){
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var _=require('@stdlib/utils-constant-function/dist'),u=require('@stdlib/math-base-assert-is-nan/dist'),q=require('@stdlib/math-base-special-ln/dist'),d=require('@stdlib/constants-float64-ln-two-pi/dist'),F=require('@stdlib/constants-float64-ninf/dist');function O(e,r){if(u(e)||u(r)||r<=0)return _(NaN);return t;function t(i){var n;return u(i)?NaN:i<=e?F:(n=i-e,.5*(q(r)-d-r/n-3*q(n)))}}N.exports=O
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});var g=require('@stdlib/utils-define-nonenumerable-read-only-property/dist'),l=s(),z=c();g(l,"factory",z);module.exports=l;
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/** @license Apache-2.0 */
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{
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"sources": ["../lib/main.js", "../lib/factory.js", "../lib/index.js"],
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"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 ln = require( '@stdlib/math-base-special-ln' );\nvar LN_TWO_PI = require( '@stdlib/constants-float64-ln-two-pi' );\nvar NINF = require( '@stdlib/constants-float64-ninf' );\n\n\n// MAIN //\n\n/**\n* Evaluates the natural logarithm of the probability density function (PDF) for a L\u00E9vy distribution with location parameter `mu` and scale parameter `c` at a value `x`.\n*\n* @param {number} x - input value\n* @param {number} mu - location parameter\n* @param {PositiveNumber} c - scale parameter\n* @returns {number} evaluated logPDF\n*\n* @example\n* var y = logpdf( 2.0, 0.0, 1.0 );\n* // returns ~-2.209\n*\n* @example\n* var y = logpdf( -1.0, 4.0, 2.0 );\n* // returns -Infinity\n*\n* @example\n* var y = logpdf( NaN, 0.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = logpdf( 0.0, NaN, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = logpdf( 0.0, 0.0, NaN );\n* // returns NaN\n*\n* @example\n* // Negative scale parameter:\n* var y = logpdf( 2.0, 0.0, -1.0 );\n* // returns NaN\n*/\nfunction logpdf( x, mu, c ) {\n\tvar z;\n\tif (\n\t\tisnan( x ) ||\n\t\tisnan( mu ) ||\n\t\tisnan( c ) ||\n\t\tc <= 0.0\n\t) {\n\t\treturn NaN;\n\t}\n\tif ( x <= mu ) {\n\t\treturn NINF;\n\t}\n\tz = x - mu;\n\treturn 0.5 * ( ln( c ) - LN_TWO_PI - ( c/z ) - ( 3.0*ln( z ) ) );\n}\n\n\n// EXPORTS //\n\nmodule.exports = logpdf;\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 ln = require( '@stdlib/math-base-special-ln' );\nvar LN_TWO_PI = require( '@stdlib/constants-float64-ln-two-pi' );\nvar NINF = require( '@stdlib/constants-float64-ninf' );\n\n\n// MAIN //\n\n/**\n* Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a L\u00E9vy distribution.\n*\n* @param {number} mu - location parameter\n* @param {PositiveNumber} c - scale parameter\n* @returns {Function} logPDF\n*\n* @example\n* var logpdf = factory( 10.0, 2.0 );\n* var y = logpdf( 11.0 );\n* // returns ~-1.572\n*\n* y = logpdf( 10.0 );\n* // returns -Infinity\n*/\nfunction factory( mu, c ) {\n\tif (\n\t\tisnan( mu ) ||\n\t\tisnan( c ) ||\n\t\tc <= 0.0\n\t) {\n\t\treturn constantFunction( NaN );\n\t}\n\treturn logpdf;\n\n\t/**\n\t* Evaluates the natural logarithm of the probability density function (PDF) for a L\u00E9vy distribution.\n\t*\n\t* @private\n\t* @param {number} x - input value\n\t* @returns {number} evaluated logPDF\n\t*\n\t* @example\n\t* var y = logpdf( -1.2 );\n\t* // returns <number>\n\t*/\n\tfunction logpdf( x ) {\n\t\tvar z;\n\t\tif ( isnan( x ) ) {\n\t\t\treturn NaN;\n\t\t}\n\t\tif ( x <= mu ) {\n\t\t\treturn NINF;\n\t\t}\n\t\tz = x - mu;\n\t\treturn 0.5 * ( ln( c ) - LN_TWO_PI - ( c/z ) - ( 3.0*ln( z ) ) );\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* L\u00E9vy distribution logarithm of probability density function (PDF).\n*\n* @module @stdlib/stats-base-dists-levy-logpdf\n*\n* @example\n* var logpdf = require( '@stdlib/stats-base-dists-levy-logpdf' );\n*\n* var y = logpdf( 2.0, 0.0, 1.0 );\n* // returns ~-2.209\n*\n* @example\n* var factory = require( '@stdlib/stats-base-dists-levy-logpdf' ).factory;\n*\n* var logpdf = factory( 10.0, 2.0 );\n* var y = logpdf( 11.0 );\n* // returns ~-1.572\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"],
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"names": ["require_main", "__commonJSMin", "exports", "module", "isnan", "ln", "LN_TWO_PI", "NINF", "logpdf", "x", "mu", "c", "z", "require_factory", "__commonJSMin", "exports", "module", "constantFunction", "isnan", "ln", "LN_TWO_PI", "NINF", "factory", "mu", "c", "logpdf", "x", "z", "setReadOnly", "main", "factory"]
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"url": "https://opencollective.com/stdlib"
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}
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}
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package/docs/repl.txt
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@@ -1,70 +0,0 @@
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1
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-
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2
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{{alias}}( x, μ, c )
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3
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Evaluates the logarithm of the probability density function (PDF) for a Lévy
|
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4
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-
distribution with location parameter `μ` and scale parameter `c` at a value
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5
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-
`x`.
|
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-
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7
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-
If provided `NaN` as any argument, the function returns `NaN`.
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8
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-
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If provided `c <= 0`, the function returns `NaN`.
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-
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11
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Parameters
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----------
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x: number
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Input value.
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-
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μ: number
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Location parameter.
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-
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c: number
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Scale parameter.
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-
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Returns
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-------
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out: number
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Evaluated logPDF.
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-
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-
Examples
|
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28
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-
--------
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> var y = {{alias}}( 2.0, 0.0, 1.0 )
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-
~-2.209
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31
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> y = {{alias}}( -1.0, 4.0, 2.0 )
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32
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-Infinity
|
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33
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> y = {{alias}}( NaN, 0.0, 1.0 )
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34
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NaN
|
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35
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> y = {{alias}}( 0.0, NaN, 1.0 )
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NaN
|
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37
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> y = {{alias}}( 0.0, 0.0, NaN )
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38
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NaN
|
|
39
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-
// Negative scale parameter:
|
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40
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> y = {{alias}}( 2.0, 0.0, -1.0 )
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41
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-
NaN
|
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42
|
-
|
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43
|
-
|
|
44
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-
{{alias}}.factory( μ, c )
|
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45
|
-
Returns a function for evaluating the logarithm of the probability density
|
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46
|
-
function (PDF) of a Lévy distribution with location parameter `μ` and scale
|
|
47
|
-
parameter `c`.
|
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48
|
-
|
|
49
|
-
Parameters
|
|
50
|
-
----------
|
|
51
|
-
μ: number
|
|
52
|
-
Location parameter.
|
|
53
|
-
|
|
54
|
-
c: number
|
|
55
|
-
Scale parameter.
|
|
56
|
-
|
|
57
|
-
Returns
|
|
58
|
-
-------
|
|
59
|
-
logpdf: Function
|
|
60
|
-
Logarithm of probability density function (PDF).
|
|
61
|
-
|
|
62
|
-
Examples
|
|
63
|
-
--------
|
|
64
|
-
> var mylogPDF = {{alias}}.factory( 10.0, 2.0 );
|
|
65
|
-
> var y = mylogPDF( 11.0 )
|
|
66
|
-
~-1.572
|
|
67
|
-
|
|
68
|
-
See Also
|
|
69
|
-
--------
|
|
70
|
-
|
package/docs/types/test.ts
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@@ -1,119 +0,0 @@
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|
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1
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-
/*
|
|
2
|
-
* @license Apache-2.0
|
|
3
|
-
*
|
|
4
|
-
* Copyright (c) 2019 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
|
-
import logpdf = require( './index' );
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
// TESTS //
|
|
23
|
-
|
|
24
|
-
// The function returns a number...
|
|
25
|
-
{
|
|
26
|
-
logpdf( 2, 2, 4 ); // $ExpectType number
|
|
27
|
-
logpdf( 1, 2, 8 ); // $ExpectType number
|
|
28
|
-
}
|
|
29
|
-
|
|
30
|
-
// The compiler throws an error if the function is provided values other than three numbers...
|
|
31
|
-
{
|
|
32
|
-
logpdf( true, 3, 6 ); // $ExpectError
|
|
33
|
-
logpdf( false, 2, 4 ); // $ExpectError
|
|
34
|
-
logpdf( '5', 1, 2 ); // $ExpectError
|
|
35
|
-
logpdf( [], 1, 2 ); // $ExpectError
|
|
36
|
-
logpdf( {}, 2, 4 ); // $ExpectError
|
|
37
|
-
logpdf( ( x: number ): number => x, 2, 4 ); // $ExpectError
|
|
38
|
-
|
|
39
|
-
logpdf( 9, true, 12 ); // $ExpectError
|
|
40
|
-
logpdf( 9, false, 12 ); // $ExpectError
|
|
41
|
-
logpdf( 5, '5', 10 ); // $ExpectError
|
|
42
|
-
logpdf( 8, [], 16 ); // $ExpectError
|
|
43
|
-
logpdf( 9, {}, 18 ); // $ExpectError
|
|
44
|
-
logpdf( 8, ( x: number ): number => x, 16 ); // $ExpectError
|
|
45
|
-
|
|
46
|
-
logpdf( 9, 5, true ); // $ExpectError
|
|
47
|
-
logpdf( 9, 5, false ); // $ExpectError
|
|
48
|
-
logpdf( 5, 2, '5' ); // $ExpectError
|
|
49
|
-
logpdf( 8, 4, [] ); // $ExpectError
|
|
50
|
-
logpdf( 9, 4, {} ); // $ExpectError
|
|
51
|
-
logpdf( 8, 5, ( x: number ): number => x ); // $ExpectError
|
|
52
|
-
}
|
|
53
|
-
|
|
54
|
-
// The compiler throws an error if the function is provided an unsupported number of arguments...
|
|
55
|
-
{
|
|
56
|
-
logpdf(); // $ExpectError
|
|
57
|
-
logpdf( 2 ); // $ExpectError
|
|
58
|
-
logpdf( 2, 0 ); // $ExpectError
|
|
59
|
-
logpdf( 2, 0, 4, 1 ); // $ExpectError
|
|
60
|
-
}
|
|
61
|
-
|
|
62
|
-
// Attached to main export is a `factory` method which returns a function...
|
|
63
|
-
{
|
|
64
|
-
logpdf.factory( 3, 4 ); // $ExpectType Unary
|
|
65
|
-
}
|
|
66
|
-
|
|
67
|
-
// The `factory` method returns a function which returns a number...
|
|
68
|
-
{
|
|
69
|
-
const fcn = logpdf.factory( 3, 4 );
|
|
70
|
-
fcn( 2 ); // $ExpectType number
|
|
71
|
-
}
|
|
72
|
-
|
|
73
|
-
// The compiler throws an error if the function returned by the `factory` method is provided invalid arguments...
|
|
74
|
-
{
|
|
75
|
-
const fcn = logpdf.factory( 3, 4 );
|
|
76
|
-
fcn( true ); // $ExpectError
|
|
77
|
-
fcn( false ); // $ExpectError
|
|
78
|
-
fcn( '5' ); // $ExpectError
|
|
79
|
-
fcn( [] ); // $ExpectError
|
|
80
|
-
fcn( {} ); // $ExpectError
|
|
81
|
-
fcn( ( x: number ): number => x ); // $ExpectError
|
|
82
|
-
}
|
|
83
|
-
|
|
84
|
-
// The compiler throws an error if the function returned by the `factory` method is provided an unsupported number of arguments...
|
|
85
|
-
{
|
|
86
|
-
const fcn = logpdf.factory( 3, 4 );
|
|
87
|
-
fcn(); // $ExpectError
|
|
88
|
-
fcn( 2, 0 ); // $ExpectError
|
|
89
|
-
fcn( 2, 0, 1 ); // $ExpectError
|
|
90
|
-
}
|
|
91
|
-
|
|
92
|
-
// The compiler throws an error if the `factory` method is provided values other than two numbers...
|
|
93
|
-
{
|
|
94
|
-
logpdf.factory( true, 3 ); // $ExpectError
|
|
95
|
-
logpdf.factory( false, 2 ); // $ExpectError
|
|
96
|
-
logpdf.factory( '5', 1 ); // $ExpectError
|
|
97
|
-
logpdf.factory( [], 1 ); // $ExpectError
|
|
98
|
-
logpdf.factory( {}, 2 ); // $ExpectError
|
|
99
|
-
logpdf.factory( ( x: number ): number => x, 2 ); // $ExpectError
|
|
100
|
-
|
|
101
|
-
logpdf.factory( 9, true ); // $ExpectError
|
|
102
|
-
logpdf.factory( 9, false ); // $ExpectError
|
|
103
|
-
logpdf.factory( 5, '5' ); // $ExpectError
|
|
104
|
-
logpdf.factory( 8, [] ); // $ExpectError
|
|
105
|
-
logpdf.factory( 9, {} ); // $ExpectError
|
|
106
|
-
logpdf.factory( 8, ( x: number ): number => x ); // $ExpectError
|
|
107
|
-
|
|
108
|
-
logpdf.factory( [], true ); // $ExpectError
|
|
109
|
-
logpdf.factory( {}, false ); // $ExpectError
|
|
110
|
-
logpdf.factory( false, '5' ); // $ExpectError
|
|
111
|
-
logpdf.factory( {}, [] ); // $ExpectError
|
|
112
|
-
logpdf.factory( '5', ( x: number ): number => x ); // $ExpectError
|
|
113
|
-
}
|
|
114
|
-
|
|
115
|
-
// The compiler throws an error if the `factory` method is provided an unsupported number of arguments...
|
|
116
|
-
{
|
|
117
|
-
logpdf.factory( 0 ); // $ExpectError
|
|
118
|
-
logpdf.factory( 0, 4, 8 ); // $ExpectError
|
|
119
|
-
}
|
|
File without changes
|