@stdlib/stats-base-dists-erlang-logpdf v0.2.2
Logarithm of Probability Density Function
Evaluate the natural logarithm of the probability density function (PDF) for an Erlang distribution.
The probability density function (PDF) for an Erlang random variable is
where k
is the shape parameter and lambda
is the rate parameter.
Installation
npm install @stdlib/stats-base-dists-erlang-logpdf
Usage
var logpdf = require( '@stdlib/stats-base-dists-erlang-logpdf' );
logpdf( x, k, lambda )
Evaluates the natural logarithm of the probability density function (PDF) for an Erlang distribution with parameters k
(shape parameter) and lambda
(rate parameter).
var y = logpdf( 0.1, 1, 1.0 );
// returns ~-0.1
y = logpdf( 0.5, 2, 2.5 );
// returns ~-0.111
y = logpdf( -1.0, 4, 2.0 );
// returns -Infinity
If provided NaN
as any argument, the function returns NaN
.
var y = logpdf( NaN, 1, 1.0 );
// returns NaN
y = logpdf( 0.0, NaN, 1.0 );
// returns NaN
y = logpdf( 0.0, 1, NaN );
// returns NaN
If not provided a nonnegative integer for k
, the function returns NaN
.
var y = logpdf( 2.0, -2, 0.5 );
// returns NaN
y = logpdf( 2.0, 0.5, 0.5 );
// returns NaN
If provided k = 0
, the function evaluates the logarithm of the PDF of a degenerate distribution centered at 0
.
var y = logpdf( 2.0, 0.0, 2.0 );
// returns -Infinity
y = logpdf( 0.0, 0.0, 2.0 );
// returns Infinity
If provided lambda <= 0
, the function returns NaN
.
var y = logpdf( 2.0, 1, 0.0 );
// returns NaN
y = logpdf( 2.0, 1, -1.0 );
// returns NaN
logpdf.factory( k, lambda )
Returns a function
for evaluating the PDF for an Erlang distribution with parameters k
(shape parameter) and lambda
(rate parameter).
var mylogpdf = logpdf.factory( 3, 1.5 );
var y = mylogpdf( 1.0 );
// returns ~-0.977
y = mylogpdf( 4.0 );
// returns ~-2.704
Examples
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var logpdf = require( '@stdlib/stats-base-dists-erlang-logpdf' );
var lambda;
var k;
var x;
var y;
var i;
for ( i = 0; i < 20; i++ ) {
x = randu() * 10.0;
k = round( randu() * 10.0 );
lambda = randu() * 5.0;
y = logpdf( x, k, lambda );
console.log( 'x: %d, k: %d, λ: %d, ln(f(x;k,λ)): %d', x.toFixed( 4 ), k, lambda.toFixed( 4 ), y.toFixed( 4 ) );
}
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2024. The Stdlib Authors.