@stdlib/stats-base-dists-normal-logcdf
v0.2.2
Published
Natural logarithm of the cumulative distribution function (CDF) for a normal distribution.
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Logarithm of Cumulative Distribution Function
Evaluate the natural logarithm of the cumulative distribution function (CDF) for a normal distribution.
Installation
npm install @stdlib/stats-base-dists-normal-logcdf
Usage
var logcdf = require( '@stdlib/stats-base-dists-normal-logcdf' );
logcdf( x, mu, sigma )
Evaluates the natural logarithm of the cumulative distribution function (CDF) for a normal distribution with parameters mu
(mean) and sigma
(standard deviation).
var y = logcdf( 2.0, 0.0, 1.0 );
// returns ~-0.023
y = logcdf( -1.0, 4.0, 2.0 );
// returns ~-5.082
If provided NaN
as any argument, the function returns NaN
.
var y = logcdf( NaN, 0.0, 1.0 );
// returns NaN
y = logcdf( 0.0, NaN, 1.0 );
// returns NaN
y = logcdf( 0.0, 0.0, NaN );
// returns NaN
If provided sigma < 0
, the function returns NaN
.
var y = logcdf( 2.0, 0.0, -1.0 );
// returns NaN
If provided sigma = 0
, the function evaluates the natural logarithm of the CDF of a degenerate distribution centered at mu
.
var y = logcdf( 2.0, 8.0, 0.0 );
// returns -Infinity
y = logcdf( 8.0, 8.0, 0.0 );
// returns 0.0
y = logcdf( 10.0, 8.0, 0.0 );
// returns 0.0
logcdf.factory( mu, sigma )
Returns a function
for evaluating the cumulative distribution function (CDF) of a normal distribution with parameters mu
(mean) and sigma
(standard deviation).
var mylogcdf = logcdf.factory( 10.0, 2.0 );
var y = mylogcdf( 10.0 );
// returns ~-0.693
y = mylogcdf( 5.0 );
// returns ~-5.082
Examples
var randu = require( '@stdlib/random-base-randu' );
var logcdf = require( '@stdlib/stats-base-dists-normal-logcdf' );
var sigma;
var mu;
var x;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
x = randu() * 10.0;
mu = (randu() * 10.0) - 5.0;
sigma = randu() * 20.0;
y = logcdf( x, mu, sigma );
console.log( 'x: %d, µ: %d, σ: %d, ln(F(x;µ,σ)): %d', x, mu, sigma, y );
}
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.