@stdlib/stats-base-dists-normal-pdf 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 +122 -19
- package/include/stdlib/stats/base/dists/normal/pdf.h +38 -0
- package/lib/native.js +77 -0
- package/manifest.json +93 -0
- package/package.json +9 -4
- package/src/addon.c +22 -0
- package/src/main.c +58 -0
package/NOTICE
CHANGED
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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
CHANGED
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@@ -116,7 +116,7 @@ y = pdf( 8.0, 8.0, 0.0 );
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#### pdf.factory( mu, sigma )
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Partially
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Partially applies `mu` and `sigma` to create a reusable `function` for evaluating the PDF.
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```javascript
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var mypdf = pdf.factory( 10.0, 2.0 );
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@@ -139,21 +139,112 @@ y = mypdf( 5.0 );
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<!-- eslint no-undef: "error" -->
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```javascript
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var
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var uniform = require( '@stdlib/random-array-uniform' );
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var logEachMap = require( '@stdlib/console-log-each-map' );
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var pdf = require( '@stdlib/stats-base-dists-normal-pdf' );
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var
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var opts = {
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'dtype': 'float64'
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};
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var sigma = uniform( 10, 0.0, 20.0, opts );
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var mu = uniform( 10, -5.0, 5.0, opts );
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var x = uniform( 10, 0.0, 10.0, opts );
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logEachMap( 'x: %0.4f, µ: %0.4f, σ: %0.4f, f(x;µ,σ): %0.4f', x, mu, sigma, pdf );
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```
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</section>
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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/normal/pdf.h"
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```
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#### stdlib_base_dists_normal_pdf( x, mu, sigma )
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Evaluates the [probability density function][pdf] (PDF) for a [normal][normal-distribution] distribution with parameters `mu` (mean) and `sigma` (standard deviation).
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```c
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double y = stdlib_base_dists_normal_pdf( 2.0, 0.0, 1.0 );
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// returns ~0.054
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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` mean.
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- **sigma**: `[in] double` standard deviation.
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```c
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double stdlib_base_dists_normal_pdf( const double x, const double mu, const double sigma );
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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/normal/pdf.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 sigma;
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double mu;
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double x;
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double y;
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int i;
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for ( i = 0; i < 10; i++ ) {
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x = random_uniform( 0.0, 10.0 );
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mu = random_uniform( -5.0, 5.0 );
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sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
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y = stdlib_base_dists_normal_pdf( x, mu, sigma );
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printf( "x: %lf, µ: %lf, σ: %lf, f(x;µ,σ): %lf\n", x, mu, sigma, y );
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}
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}
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```
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- 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. -->
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<section class="references">
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</section>
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<!-- /.references -->
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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-normal-pdf.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-normal-pdf
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[test-image]: https://github.com/stdlib-js/stats-base-dists-normal-pdf/actions/workflows/test.yml/badge.svg?branch=v0.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-normal-pdf/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-normal-pdf/actions/workflows/test.yml/badge.svg?branch=v0.3.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-normal-pdf/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-normal-pdf/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-normal-pdf?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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/**
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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_NORMAL_PDF_H
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#define STDLIB_STATS_BASE_DISTS_NORMAL_PDF_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 probability density function (PDF) for a normal distribution with mean `mu` and standard deviation `sigma` at a value `x`.
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*/
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double stdlib_base_dists_normal_pdf( const double x, const double mu, const double sigma );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_NORMAL_PDF_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 probability density function (PDF) for a normal distribution with mean `mu` and standard deviation `sigma` 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 - mean
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* @param {NonNegativeNumber} sigma - standard deviation
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* @returns {number} evaluated probability density function
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*
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* @example
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* var y = pdf( 2.0, 0.0, 1.0 );
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* // returns ~0.054
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*
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* @example
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* var y = pdf( -1.0, 4.0, 2.0 );
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* // returns ~0.009
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*
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* @example
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* var y = pdf( 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 = pdf( 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 = pdf( 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 standard deviation:
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* var y = pdf( 2.0, 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 = pdf( 2.0, 8.0, 0.0 );
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* // returns 0.0
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*
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* @example
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* // returns Infinity
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*/
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function pdf( x, mu, sigma ) {
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return addon( x, mu, sigma );
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}
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// EXPORTS //
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module.exports = pdf;
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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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"resolve": true,
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"relative": true
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},
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"field": "libraries",
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"resolve": false,
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}
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],
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"confs": [
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{
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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/constants-float64-two-pi",
|
|
43
|
+
"@stdlib/math-base-assert-is-nan",
|
|
44
|
+
"@stdlib/math-base-special-sqrt",
|
|
45
|
+
"@stdlib/math-base-special-pow",
|
|
46
|
+
"@stdlib/math-base-special-exp",
|
|
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/constants-float64-two-pi",
|
|
63
|
+
"@stdlib/math-base-assert-is-nan",
|
|
64
|
+
"@stdlib/math-base-special-sqrt",
|
|
65
|
+
"@stdlib/math-base-special-pow",
|
|
66
|
+
"@stdlib/math-base-special-exp",
|
|
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/constants-float64-two-pi",
|
|
84
|
+
"@stdlib/math-base-assert-is-nan",
|
|
85
|
+
"@stdlib/math-base-special-sqrt",
|
|
86
|
+
"@stdlib/math-base-special-pow",
|
|
87
|
+
"@stdlib/math-base-special-exp",
|
|
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-normal-pdf",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Normal 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",
|
|
@@ -33,12 +36,14 @@
|
|
|
33
36
|
"@stdlib/constants-float64-pinf": "^0.2.2",
|
|
34
37
|
"@stdlib/constants-float64-two-pi": "^0.2.2",
|
|
35
38
|
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
36
|
-
"@stdlib/math-base-
|
|
39
|
+
"@stdlib/math-base-napi-ternary": "^0.3.1",
|
|
40
|
+
"@stdlib/math-base-special-exp": "^0.2.4",
|
|
37
41
|
"@stdlib/math-base-special-pow": "^0.3.0",
|
|
38
42
|
"@stdlib/math-base-special-sqrt": "^0.2.2",
|
|
39
|
-
"@stdlib/stats-base-dists-degenerate-pdf": "^0.
|
|
43
|
+
"@stdlib/stats-base-dists-degenerate-pdf": "^0.3.0",
|
|
40
44
|
"@stdlib/utils-constant-function": "^0.2.2",
|
|
41
|
-
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2"
|
|
45
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
46
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
42
47
|
},
|
|
43
48
|
"devDependencies": {},
|
|
44
49
|
"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/normal/pdf.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_normal_pdf )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,58 @@
|
|
|
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/normal/pdf.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/sqrt.h"
|
|
22
|
+
#include "stdlib/math/base/special/pow.h"
|
|
23
|
+
#include "stdlib/math/base/special/exp.h"
|
|
24
|
+
#include "stdlib/constants/float64/two_pi.h"
|
|
25
|
+
#include "stdlib/constants/float64/pinf.h"
|
|
26
|
+
|
|
27
|
+
/**
|
|
28
|
+
* Evaluates the probability density function (PDF) for a normal distribution with mean `mu` and standard deviation `sigma` at a value `x`.
|
|
29
|
+
*
|
|
30
|
+
* @param x input value
|
|
31
|
+
* @param mu mean of the distribution
|
|
32
|
+
* @param sigma standard deviation of the distribution
|
|
33
|
+
* @return evaluated probability density function
|
|
34
|
+
*
|
|
35
|
+
* @example
|
|
36
|
+
* double y = stdlib_base_dists_normal_pdf( 2.0, 0.0, 1.0 );
|
|
37
|
+
* // returns ~0.054
|
|
38
|
+
*/
|
|
39
|
+
double stdlib_base_dists_normal_pdf( const double x, const double mu, const double sigma ) {
|
|
40
|
+
double s2;
|
|
41
|
+
double A;
|
|
42
|
+
double B;
|
|
43
|
+
if (
|
|
44
|
+
stdlib_base_is_nan( x ) ||
|
|
45
|
+
stdlib_base_is_nan( mu ) ||
|
|
46
|
+
stdlib_base_is_nan( sigma ) ||
|
|
47
|
+
sigma < 0.0
|
|
48
|
+
) {
|
|
49
|
+
return 0.0/0.0; // NaN
|
|
50
|
+
}
|
|
51
|
+
if ( sigma == 0.0 ) {
|
|
52
|
+
return ( x == mu ) ? STDLIB_CONSTANT_FLOAT64_PINF : 0.0;
|
|
53
|
+
}
|
|
54
|
+
s2 = stdlib_base_pow( sigma, 2.0 );
|
|
55
|
+
A = 1.0 / stdlib_base_sqrt( s2 * STDLIB_CONSTANT_FLOAT64_TWO_PI );
|
|
56
|
+
B = -1.0 / ( 2.0 * s2 );
|
|
57
|
+
return A * stdlib_base_exp( B * stdlib_base_pow( x - mu, 2.0 ) );
|
|
58
|
+
}
|