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    @stdlib/stats-base-dists-chisquare-logpdf
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    0.0.6 • Public • Published

    Logarithm of Probability Density Function

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    Evaluate the natural logarithm of the probability density function (PDF) for a chi-squared distribution.

    The probability density function (PDF) for a chi-squared random variable is

    Probability density function (PDF) for a chi-squared distribution.

    where k is the degrees of freedom and Γ denotes the gamma function.

    Installation

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

    Usage

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

    logpdf( x, k )

    Evaluates the natural logarithm of the probability density function (PDF) for a chi-squared distribution with degrees of freedom k.

    var y = logpdf( 0.1, 1.0 );
    // returns ~0.182
    
    y = logpdf( 0.5, 2.0 );
    // returns ~-0.943
    
    y = logpdf( -1.0, 4.0 );
    // returns -Infinity

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

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

    If provided k < 0, the function returns NaN.

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

    If provided k = 0, the function evaluates the PDF of a degenerate distribution centered at 0.

    var y = logpdf( 2.0, 0.0 );
    // returns -Infinity
    
    y = logpdf( 0.0, 0.0 );
    // returns Infinity

    logpdf.factory( k )

    Returns a function for evaluating the PDF for a chi-squared distribution with degrees of freedom k.

    var myLogPDF = logpdf.factory( 6.0 );
    
    var y = myLogPDF( 3.0 );
    // returns ~-2.075
    
    y = myLogPDF( 1.0 );
    // returns ~-3.273

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var logpdf = require( '@stdlib/stats-base-dists-chisquare-logpdf' );
    
    var k;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 20; i++ ) {
        x = randu() * 10.0;
        k = randu() * 10.0;
        y = logpdf( x, k );
        console.log( 'x: %d, k: %d, ln(f(x;k)): %d', x.toFixed( 4 ), k.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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-chisquare-logpdf

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    56

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    51.9 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser