Logarithm of Probability Density Function

Evaluate the natural logarithm of the probability density function (PDF) for an inverse gamma distribution.

The probability density function (PDF) for an inverse gamma random variable is

where alpha > 0 is the shape parameter and beta > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-invgamma-logpdf

Usage

var logpdf = require( '@stdlib/stats-base-dists-invgamma-logpdf' );

logpdf( x, alpha, beta )

Evaluates the natural logarithm of the probability density function (PDF) for an inverse gamma distribution with parameters alpha (shape parameter) and beta (rate parameter).

var y = logpdf( 2.0, 0.5, 1.0 );
// returns ~-2.112

y = logpdf( 0.2, 1.0, 1.0 );
// returns ~-1.781

y = logpdf( -1.0, 4.0, 2.0 );
// returns -Infinity

If provided NaN as any argument, the function returns NaN.

var y = logpdf( NaN, 1.0, 1.0 );
// returns NaN

y = logpdf( 0.0, NaN, 1.0 );
// returns NaN

y = logpdf( 0.0, 1.0, NaN );
// returns NaN

If provided alpha <= 0, the function returns NaN.

var y = logpdf( 2.0, 0.0, 1.0 );
// returns NaN

y = logpdf( 2.0, -0.5, 1.0 );
// returns NaN

If provided beta <= 0, the function returns NaN.

var y = logpdf( 2.0, 1.0, 0.0 );
// returns NaN

y = logpdf( 2.0, 1.0, -1.0 );
// returns NaN

logpdf.factory( alpha, beta )

Returns a function for evaluating the natural logarithm of the PDF for an inverse gamma distribution with parameters alpha (shape parameter) and beta (rate parameter).

var mylogPDF = logpdf.factory( 6.0, 7.0 );

var y = mylogPDF( 2.0 );
// returns ~-1.464

Examples

var randu = require( '@stdlib/random-base-randu' );
var logpdf = require( '@stdlib/stats-base-dists-invgamma-logpdf' );

var alpha;
var beta;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 2.0;
    alpha = randu() * 5.0;
    beta = randu() * 5.0;
    y = logpdf( x, alpha, beta );
    console.log( 'x: %d, α: %d, β: %d, ln(f(x;α,β)): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.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.