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feat: add
stats/base/dists/planck/cdf
PR-URL: #4130 Co-authored-by: Athan Reines <kgryte@gmail.com> Reviewed-by: Athan Reines <kgryte@gmail.com>
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lib/node_modules/@stdlib/stats/base/dists/planck/cdf/README.md
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<!-- | ||
@license Apache-2.0 | ||
Copyright (c) 2024 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. | ||
--> | ||
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# Cumulative Distribution Function | ||
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> Planck (discrete exponential) distribution [cumulative distribution function][cdf]. | ||
<section class="intro"> | ||
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The [cumulative distribution function][cdf] for a Planck random variable is | ||
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<!-- <equation class="equation" label="eq:planck_cdf" align="center" raw="F(x;\lambda) = 1 - e^{-\lambda \cdot (\lfloor x \rfloor + 1)}" alt="CDF for a Planck distribution."> --> | ||
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```math | ||
F(x;\lambda) = 1 - e^{-\lambda (\lfloor x \rfloor + 1)} | ||
``` | ||
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<!-- </equation> --> | ||
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where `λ` is the shape parameter and `x` denotes the count of events in a quantized system. | ||
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</section> | ||
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<!-- /.intro --> | ||
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<section class="usage"> | ||
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## Usage | ||
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```javascript | ||
var cdf = require( '@stdlib/stats/base/dists/planck/cdf' ); | ||
``` | ||
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#### cdf( x, lambda ) | ||
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Evaluates the [cumulative distribution function][cdf] for a Planck (discrete exponential) distribution with shape parameter `lambda`. | ||
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```javascript | ||
var y = cdf( 2.0, 0.5 ); | ||
// returns ~0.7769 | ||
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y = cdf( 2.0, 1.5 ); | ||
// returns ~0.9889 | ||
``` | ||
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If provided `NaN` as any argument, the function returns `NaN`. | ||
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```javascript | ||
var y = cdf( NaN, 0.5 ); | ||
// returns NaN | ||
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y = cdf( 0.0, NaN ); | ||
// returns NaN | ||
``` | ||
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If provided a shape parameter `lambda` which is nonpositive, the function returns `NaN`. | ||
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```javascript | ||
var y = cdf( 2.0, -1.0 ); | ||
// returns NaN | ||
``` | ||
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#### cdf.factory( lambda ) | ||
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Returns a function for evaluating the [cumulative distribution function][cdf] of a Planck (discrete exponential) distribution with shape parameter `lambda`. | ||
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```javascript | ||
var mycdf = cdf.factory( 1.5 ); | ||
var y = mycdf( 3.0 ); | ||
// returns ~0.9975 | ||
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y = mycdf( 1.0 ); | ||
// returns ~0.9502 | ||
``` | ||
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</section> | ||
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<!-- /.usage --> | ||
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<section class="examples"> | ||
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## Examples | ||
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<!-- eslint no-undef: "error" --> | ||
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```javascript | ||
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' ); | ||
var uniform = require( '@stdlib/random/array/uniform' ); | ||
var cdf = require( '@stdlib/stats/base/dists/planck/cdf' ); | ||
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var x = discreteUniform( 10, 0, 5 ); | ||
var lambda = uniform( 10, 0.1, 5.0 ); | ||
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var y; | ||
var i; | ||
for ( i = 0; i < lambda.length; i++ ) { | ||
y = cdf( x[ i ], lambda[ i ] ); | ||
console.log( 'x: %d, λ: %d, F(x;λ): %d', x[ i ].toFixed( 4 ), lambda[ i ].toFixed( 4 ), y.toFixed( 4 ) ); | ||
} | ||
``` | ||
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</section> | ||
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<!-- /.examples --> | ||
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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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</section> | ||
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<!-- /.related --> | ||
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<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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<section class="links"> | ||
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[cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function | ||
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</section> | ||
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<!-- /.links --> |
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lib/node_modules/@stdlib/stats/base/dists/planck/cdf/benchmark/benchmark.js
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/** | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2024 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. | ||
*/ | ||
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'use strict'; | ||
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// MODULES // | ||
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var bench = require( '@stdlib/bench' ); | ||
var discreteUniform = require( '@stdlib/random/array/discrete-uniform' ); | ||
var uniform = require( '@stdlib/random/array/uniform' ); | ||
var isnan = require( '@stdlib/math/base/assert/is-nan' ); | ||
var pkg = require( './../package.json' ).name; | ||
var cdf = require( './../lib' ); | ||
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// MAIN // | ||
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bench( pkg, function benchmark( b ) { | ||
var lambda; | ||
var x; | ||
var y; | ||
var i; | ||
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x = discreteUniform( 100, 0, 40 ); | ||
lambda = uniform( 100, 0.1, 10.0 ); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
y = cdf( x[ i % x.length ], lambda[ i % lambda.length ] ); | ||
if ( isnan( y ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( isnan( y ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); | ||
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bench( pkg+':factory', function benchmark( b ) { | ||
var mycdf; | ||
var x; | ||
var y; | ||
var i; | ||
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x = discreteUniform( 100, 0, 40 ); | ||
mycdf = cdf.factory( 0.3 ); | ||
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b.tic(); | ||
for ( i = 0; i < b.iterations; i++ ) { | ||
y = mycdf( x[ i % x.length ] ); | ||
if ( isnan( y ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
} | ||
b.toc(); | ||
if ( isnan( y ) ) { | ||
b.fail( 'should not return NaN' ); | ||
} | ||
b.pass( 'benchmark finished' ); | ||
b.end(); | ||
}); |
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lib/node_modules/@stdlib/stats/base/dists/planck/cdf/docs/repl.txt
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{{alias}}( x, λ ) | ||
Evaluates the cumulative distribution function (CDF) for a Planck | ||
distribution with shape parameter `λ` at a value `x`. | ||
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If provided `NaN` as any argument, the function returns `NaN`. | ||
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If `λ <= 0`, the function returns `NaN`. | ||
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Parameters | ||
---------- | ||
x: number | ||
Input value. | ||
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λ: number | ||
Shape parameter. | ||
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Returns | ||
------- | ||
out: number | ||
Evaluated CDF. | ||
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Examples | ||
-------- | ||
> var y = {{alias}}( 2.0, 0.5 ) | ||
~0.7769 | ||
> y = {{alias}}( 2.0, 1.5 ) | ||
~0.9889 | ||
> y = {{alias}}( -1.0, 4.0 ) | ||
0.0 | ||
> y = {{alias}}( NaN, 0.5 ) | ||
NaN | ||
> y = {{alias}}( 0.0, NaN ) | ||
NaN | ||
// Invalid shape parameter | ||
> y = {{alias}}( 2.0, -1.4 ) | ||
NaN | ||
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{{alias}}.factory( λ ) | ||
Returns a function for evaluating the cumulative distribution function (CDF) | ||
of a Planck distribution with shape parameter `λ`. | ||
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Parameters | ||
---------- | ||
λ: number | ||
Shape parameter. | ||
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Returns | ||
------- | ||
cdf: Function | ||
Cumulative distribution function (CDF). | ||
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Examples | ||
-------- | ||
> var mycdf = {{alias}}.factory( 1.5 ); | ||
> var y = mycdf( 3.0 ) | ||
~0.9975 | ||
> y = mycdf( 1.0 ) | ||
~0.9502 | ||
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See Also | ||
-------- | ||
|
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lib/node_modules/@stdlib/stats/base/dists/planck/cdf/docs/types/index.d.ts
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/* | ||
* @license Apache-2.0 | ||
* | ||
* Copyright (c) 2024 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. | ||
*/ | ||
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// TypeScript Version: 4.1 | ||
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/** | ||
* Evaluates the cumulative distribution function (CDF) for a Planck distribution. | ||
* | ||
* @param x - input value | ||
* @returns evaluated CDF | ||
*/ | ||
type Unary = ( x: number ) => number; | ||
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/** | ||
* Interface for the cumulative distribution function (CDF) of a Planck distribution. | ||
*/ | ||
interface CDF { | ||
/** | ||
* Evaluates the cumulative distribution function (CDF) for a Planck distribution with shape parameter `lambda` at a value `x`. | ||
* | ||
* ## Notes | ||
* | ||
* - If `lambda <= 0`, the function returns `NaN`. | ||
* | ||
* @param x - input value | ||
* @param lambda - shape parameter | ||
* @returns evaluated CDF | ||
* | ||
* @example | ||
* var y = cdf( 2.0, 0.5 ); | ||
* // returns ~0.7769 | ||
* | ||
* @example | ||
* var y = cdf( 2.0, 1.5 ); | ||
* // returns ~0.9889 | ||
* | ||
* @example | ||
* var y = cdf( -1.0, 0.5 ); | ||
* // returns 0.0 | ||
* | ||
* @example | ||
* var y = cdf( NaN, 0.5 ); | ||
* // returns NaN | ||
* | ||
* @example | ||
* var y = cdf( 0.0, NaN ); | ||
* // returns NaN | ||
* | ||
* @example | ||
* // Invalid probability | ||
* var y = cdf( 2.0, 1.4 ); | ||
* // returns NaN | ||
*/ | ||
( x: number, lambda: number ): number; | ||
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/** | ||
* Returns a function for evaluating the cumulative distribution function (CDF) for a Planck distribution with shape parameter `lambda`. | ||
* | ||
* @param lambda - shape parameter | ||
* @returns CDF | ||
* | ||
* @example | ||
* var mycdf = cdf.factory( 1.5 ); | ||
* var y = mycdf( 3.0 ); | ||
* // returns ~0.9975 | ||
* | ||
* y = mycdf( 1.0 ); | ||
* // returns ~0.9502 | ||
*/ | ||
factory( lambda: number ): Unary; | ||
} | ||
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/** | ||
* Planck distribution cumulative distribution function (CDF). | ||
* | ||
* @param x - input value | ||
* @param lambda - shape parameter | ||
* @returns evaluated CDF | ||
* | ||
* @example | ||
* var y = cdf( 2.0, 0.5 ); | ||
* // returns ~0.7769 | ||
* | ||
* y = cdf( 2.0, 1.5 ); | ||
* // returns ~0.9889 | ||
* | ||
* var mycdf = cdf.factory( 1.5 ); | ||
* y = mycdf( 3.0 ); | ||
* // returns ~0.9975 | ||
* | ||
* y = mycdf( 1.0 ); | ||
* // returns ~0.9502 | ||
*/ | ||
declare var cdf: CDF; | ||
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// EXPORTS // | ||
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export = cdf; |
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