@stdlib/stats-base-dists-levy-logpdf 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 +104 -5
- package/dist/index.d.ts +2 -2
- package/docs/types/index.d.ts +2 -2
- package/include/stdlib/stats/base/dists/levy/logpdf.h +38 -0
- package/lib/native.js +69 -0
- package/manifest.json +87 -0
- package/package.json +12 -7
- package/src/addon.c +22 -0
- package/src/main.c +53 -0
package/NOTICE
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@@ -1 +1 @@
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Copyright (c) 2016-
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Copyright (c) 2016-2026 The Stdlib Authors.
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package/README.md
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@@ -165,6 +165,105 @@ for ( i = 0; i < 10; i++ ) {
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<!-- /.examples -->
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<!-- C interface documentation. -->
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* * *
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<section class="c">
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## C APIs
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- C usage documentation. -->
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<section class="usage">
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### Usage
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```c
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#include "stdlib/stats/base/dists/levy/logpdf.h"
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```
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#### stdlib_base_dists_levy_logpdf( x, mu, c )
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Evaluates the natural logarithm of the [probability density function][pdf] for a [Lévy][levy-distribution] distribution with input value `x`, location parameter `mu`, and scale parameter `c`.
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```c
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double out = stdlib_base_dists_levy_logpdf( 2.0, 0.0, 1.0 );
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// returns ~-2.209
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```
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The function accepts the following arguments:
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- **x**: `[in] double` input value.
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- **mu**: `[in] double` location parameter.
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- **c**: `[in] double` scale parameter.
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```c
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double stdlib_base_dists_levy_logpdf( const double x, const double mu, const double c );
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```
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</section>
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<!-- /.usage -->
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- C API usage examples. -->
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<section class="examples">
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### Examples
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```c
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#include "stdlib/stats/base/dists/levy/logpdf.h"
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#include "stdlib/constants/float64/eps.h"
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#include <stdlib.h>
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#include <stdio.h>
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static double random_uniform( const double min, const double max ) {
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double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
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return min + ( v*(max-min) );
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}
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int main( void ) {
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double mu;
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double x;
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double c;
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double y;
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int i;
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for ( i = 0; i < 25; i++ ) {
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mu = random_uniform( 0.0, 10.0 );
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x = random_uniform( mu, mu + 10.0 );
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c = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
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y = stdlib_base_dists_levy_logpdf( x, mu, c );
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printf( "x: %lf, µ: %lf, c: %lf, ln(f(x;µ,c)): %lf\n", x, mu, c, y );
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}
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}
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```
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</section>
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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## Copyright
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Copyright © 2016-
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Copyright © 2016-2026. 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.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml/badge.svg?branch=v0.3.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-levy-logpdf/actions/workflows/test.yml?query=branch:v0.3.0
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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/
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[chat-url]: https://
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[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
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[chat-url]: https://stdlib.zulipchat.com
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[stdlib]: https://github.com/stdlib-js/stdlib
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package/dist/index.d.ts
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/// <reference path="../docs/types/index.d.ts" />
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import
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export =
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import logpdf from '../docs/types/index';
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export = logpdf;
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package/docs/types/index.d.ts
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#ifndef STDLIB_STATS_BASE_DISTS_LEVY_LOGPDF_H
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#define STDLIB_STATS_BASE_DISTS_LEVY_LOGPDF_H
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/*
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* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
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*/
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#ifdef __cplusplus
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extern "C" {
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#endif
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/**
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* Evaluates the natural logarithm of the probability density function (logPDF) for a Lévy distribution.
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*/
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double stdlib_base_dists_levy_logpdf( const double x, const double mu, const double c );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_LEVY_LOGPDF_H
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package/lib/native.js
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var addon = require( './../src/addon.node' );
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// MAIN //
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/**
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* Evaluates the natural logarithm of the probability density function (logPDF) for a Lévy distribution with location parameter `mu` and scale parameter `c` at a value `x`.
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*
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* @private
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* @param {number} x - input value
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* @param {number} mu - location parameter
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* @param {PositiveNumber} c - scale parameter
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* @returns {number} evaluated logPDF
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*
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* @example
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* var y = logpdf( 2.0, 0.0, 1.0 );
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* // returns ~-2.209
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*
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* @example
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* var y = logpdf( -1.0, 4.0, 2.0 );
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* // returns -Infinity
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*
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* @example
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* var y = logpdf( NaN, 0.0, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = logpdf( 0.0, NaN, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = logpdf( 0.0, 0.0, NaN );
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* // returns NaN
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*
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* @example
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* // Negative scale parameter:
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* var y = logpdf( 2.0, 0.0, -1.0 );
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* // returns NaN
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*/
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function logpdf( x, mu, c ) {
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return addon( x, mu, c );
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}
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// EXPORTS //
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module.exports = logpdf;
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package/manifest.json
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{
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"options": {
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"task": "build",
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"wasm": false
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},
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"fields": [
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{
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"field": "src",
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"resolve": true,
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"relative": true
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},
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{
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"field": "include",
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"resolve": true,
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"relative": true
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},
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{
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"field": "libraries",
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"resolve": false,
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"relative": false
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},
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{
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"field": "libpath",
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"relative": false
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}
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],
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"confs": [
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"libraries": [],
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"libpath": [],
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"dependencies": [
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"@stdlib/math-base-napi-ternary",
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"@stdlib/constants-float64-ln-two-pi",
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]
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"libraries": [],
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"dependencies": [
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],
|
|
76
|
+
"libraries": [],
|
|
77
|
+
"libpath": [],
|
|
78
|
+
"dependencies": [
|
|
79
|
+
"@stdlib/constants-float64-eps",
|
|
80
|
+
"@stdlib/math-base-assert-is-nan",
|
|
81
|
+
"@stdlib/math-base-special-ln",
|
|
82
|
+
"@stdlib/constants-float64-ln-two-pi",
|
|
83
|
+
"@stdlib/constants-float64-ninf"
|
|
84
|
+
]
|
|
85
|
+
}
|
|
86
|
+
]
|
|
87
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-levy-logpdf",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Lévy distribution logarithm of 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",
|
|
@@ -30,12 +33,14 @@
|
|
|
30
33
|
"url": "https://github.com/stdlib-js/stdlib/issues"
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
|
-
"@stdlib/constants-float64-ln-two-pi": "^0.2.
|
|
34
|
-
"@stdlib/constants-float64-ninf": "^0.2.
|
|
35
|
-
"@stdlib/math-base-assert-is-nan": "^0.2.
|
|
36
|
-
"@stdlib/math-base-
|
|
37
|
-
"@stdlib/
|
|
38
|
-
"@stdlib/utils-
|
|
36
|
+
"@stdlib/constants-float64-ln-two-pi": "^0.2.2",
|
|
37
|
+
"@stdlib/constants-float64-ninf": "^0.2.2",
|
|
38
|
+
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
39
|
+
"@stdlib/math-base-napi-ternary": "^0.3.1",
|
|
40
|
+
"@stdlib/math-base-special-ln": "^0.2.4",
|
|
41
|
+
"@stdlib/utils-constant-function": "^0.2.2",
|
|
42
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
43
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
39
44
|
},
|
|
40
45
|
"devDependencies": {},
|
|
41
46
|
"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/levy/logpdf.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_levy_logpdf )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,53 @@
|
|
|
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/levy/logpdf.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/ln.h"
|
|
22
|
+
#include "stdlib/constants/float64/ln_two_pi.h"
|
|
23
|
+
#include "stdlib/constants/float64/ninf.h"
|
|
24
|
+
|
|
25
|
+
/**
|
|
26
|
+
* Evaluates the natural logarithm of the probability density function (logPDF) for a Lévy distribution with location parameter `mu` and scale parameter `c` at a value `x`.
|
|
27
|
+
*
|
|
28
|
+
* @param x input value
|
|
29
|
+
* @param mu location parameter
|
|
30
|
+
* @param c scale parameter
|
|
31
|
+
* @return evaluated logPDF
|
|
32
|
+
*
|
|
33
|
+
* @example
|
|
34
|
+
* double y = stdlib_base_dists_levy_logpdf( 2.0, 0.0, 1.0 );
|
|
35
|
+
* // returns ~-2.209
|
|
36
|
+
*/
|
|
37
|
+
double stdlib_base_dists_levy_logpdf( const double x, const double mu, const double c ) {
|
|
38
|
+
double z;
|
|
39
|
+
|
|
40
|
+
if (
|
|
41
|
+
stdlib_base_is_nan( x ) ||
|
|
42
|
+
stdlib_base_is_nan( mu ) ||
|
|
43
|
+
stdlib_base_is_nan( c ) ||
|
|
44
|
+
c <= 0.0
|
|
45
|
+
) {
|
|
46
|
+
return 0.0/0.0; // NaN
|
|
47
|
+
}
|
|
48
|
+
if ( x <= mu ) {
|
|
49
|
+
return STDLIB_CONSTANT_FLOAT64_NINF;
|
|
50
|
+
}
|
|
51
|
+
z = x - mu;
|
|
52
|
+
return 0.5 * ( stdlib_base_ln( c ) - STDLIB_CONSTANT_FLOAT64_LN_TWO_PI - ( c/z ) - ( 3.0*stdlib_base_ln( z ) ) );
|
|
53
|
+
}
|