@stdlib/stats-base-dists-geometric-logcdf
TypeScript icon, indicating that this package has built-in type declarations

0.2.1 • Public • Published
About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Logarithm of Cumulative Distribution Function

NPM version Build Status Coverage Status

Geometric distribution logarithm of cumulative distribution function.

The cumulative distribution function for a geometric random variable is

Cumulative distribution function for a geometric distribution.

where 0 <= p <= 1 is the success probability. x denotes the number of failures before the first success.

Installation

npm install @stdlib/stats-base-dists-geometric-logcdf

Usage

var logcdf = require( '@stdlib/stats-base-dists-geometric-logcdf' );

logcdf( x, p )

Evaluates the logarithm of the cumulative distribution function for a geometric distribution with success probability p.

var y = logcdf( 2.0, 0.5 );
// returns ~-0.134

y = logcdf( 2.0, 0.1 );
// returns ~-1.306

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

var y = logcdf( NaN, 0.5 );
// returns NaN

y = logcdf( 0.0, NaN );
// returns NaN

If provided a success probability p outside of [0,1], the function returns NaN.

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

y = logcdf( 2.0, 1.5 );
// returns NaN

logcdf.factory( p )

Returns a function for evaluating the logarithm of the cumulative distribution function of a geometric distribution with success probability p

var mylogcdf = logcdf.factory( 0.5 );
var y = mylogcdf( 3.0 );
// returns ~-0.065

y = mylogcdf( 1.0 );
// returns ~-0.288

Notes

  • In virtually all cases, using the logpmf or logcdf functions is preferable to manually computing the logarithm of the pmf or cdf, respectively, since the latter is prone to overflow and underflow.

Examples

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

var p;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 5.0;
    p = randu();
    y = logcdf( x, p );
    console.log( 'x: %d, p: %d, ln(F(x;p)): %d', x.toFixed( 4 ), p.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

Chat


License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.

Package Sidebar

Install

npm i @stdlib/stats-base-dists-geometric-logcdf

Homepage

stdlib.io

Weekly Downloads

56

Version

0.2.1

License

Apache-2.0

Unpacked Size

51.6 kB

Total Files

13

Last publish

Collaborators

  • stdlib-bot
  • kgryte
  • planeshifter
  • rreusser