@stdlib/stats-base-dists-wald-pdf 0.1.0

package/src/addon.c

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+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2026 The Stdlib Authors.
+*
+* Licensed under the Apache License, Version 2.0 (the "License");
+* you may not use this file except in compliance with the License.
+* You may obtain a copy of the License at
+*
+*    http://www.apache.org/licenses/LICENSE-2.0
+*
+* Unless required by applicable law or agreed to in writing, software
+* distributed under the License is distributed on an "AS IS" BASIS,
+* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+* See the License for the specific language governing permissions and
+* limitations under the License.
+*/
+
+#include "stdlib/stats/base/dists/wald/pdf.h"
+#include "stdlib/math/base/napi/ternary.h"
+
+STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_wald_pdf )

package/src/main.c

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+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2026 The Stdlib Authors.
+*
+* Licensed under the Apache License, Version 2.0 (the "License");
+* you may not use this file except in compliance with the License.
+* You may obtain a copy of the License at
+*
+*    http://www.apache.org/licenses/LICENSE-2.0
+*
+* Unless required by applicable law or agreed to in writing, software
+* distributed under the License is distributed on an "AS IS" BASIS,
+* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+* See the License for the specific language governing permissions and
+* limitations under the License.
+*/
+
+#include "stdlib/stats/base/dists/wald/pdf.h"
+#include "stdlib/math/base/assert/is_nan.h"
+#include "stdlib/math/base/assert/is_infinite.h"
+#include "stdlib/math/base/special/sqrt.h"
+#include "stdlib/math/base/special/exp.h"
+#include "stdlib/constants/float64/two_pi.h"
+#include "stdlib/constants/float64/pinf.h"
+
+/**
+* Evaluates the probability density function (PDF) for a Wald distribution with mean `mu` and shape parameter `lambda` at a value `x`.
+*
+* @param x        input value
+* @param mu       mean of the distribution
+* @param lambda   shape parameter of the distribution
+* @return         evaluated probability density function
+*
+* @example
+* double y = stdlib_base_dists_wald_pdf( 2.0, 1.0, 1.0 );
+* // returns ~0.110
+*/
+double stdlib_base_dists_wald_pdf( const double x, const double mu, const double lambda ) {
+	double A;
+	double B;
+	double v;
+	if (
+		stdlib_base_is_nan( x ) ||
+		stdlib_base_is_nan( mu ) ||
+		stdlib_base_is_nan( lambda ) ||
+		mu <= 0.0 ||
+		lambda < 0.0
+	) {
+		return 0.0/0.0; // NaN
+	}
+	if ( lambda == 0.0 ) {
+		return ( x == mu ) ? STDLIB_CONSTANT_FLOAT64_PINF : 0.0;
+	}
+	if ( x <= 0.0 || stdlib_base_is_infinite( x ) ) {
+		return 0.0;
+	}
+	A = stdlib_base_sqrt( lambda / STDLIB_CONSTANT_FLOAT64_TWO_PI );
+	B = -lambda / ( 2.0 * mu * mu );
+	v = x - mu;
+	return A / ( x * stdlib_base_sqrt( x ) ) * stdlib_base_exp( B * v * v / x );
+}