diff --git a/.editorconfig b/.editorconfig new file mode 100644 index 0000000..c66ad55 --- /dev/null +++ b/.editorconfig @@ -0,0 +1,154 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2017 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. +#/ + +# EditorConfig configuration file (see ). + +# Indicate that this file is a root-level configuration file: +root = true + +# Set properties for all files: +[*] +end_of_line = lf +charset = utf-8 +trim_trailing_whitespace = true +insert_final_newline = true + +# Set properties for JavaScript files: +[*.js] +indent_style = tab + +# Set properties for TypeScript files: +[*.ts] +indent_style = tab + +# Set properties for Python files: +[*.py] +indent_style = space +indent_size = 4 + +# Set properties for Julia files: +[*.jl] +indent_style = tab + +# Set properties for R files: +[*.R] +indent_style = tab + +# Set properties for C files: +[*.c] +indent_style = tab + +# Set properties for C header files: +[*.h] +indent_style = tab + +# Set properties for C++ files: +[*.cpp] +indent_style = tab + +# Set properties for C++ header files: +[*.hpp] +indent_style = tab + +# Set properties for Fortran files: +[*.f] +indent_style = space +indent_size = 2 +insert_final_newline = false + +# Set properties for shell files: +[*.sh] +indent_style = tab + +# Set properties for AWK files: +[*.awk] +indent_style = tab + +# Set properties for HTML files: +[*.html] +indent_style = tab +tab_width = 2 + +# Set properties for CSS files: +[*.css] +indent_style = tab + +# Set properties for Makefiles: +[Makefile] +indent_style = tab + +[*.mk] +indent_style = tab + +# Set properties for Markdown files: +[*.md] +indent_style = space +indent_size = 4 +trim_trailing_whitespace = false + +# Set properties for `usage.txt` files: +[usage.txt] +indent_style = space +indent_size = 2 + +# Set properties for `repl.txt` files: +[repl.txt] +indent_style = space +indent_size = 4 + +# Set properties for `package.json` files: +[package.json] +indent_style = space +indent_size = 2 + +# Set properties for `datapackage.json` files: +[datapackage.json] +indent_style = space +indent_size = 2 + +# Set properties for `tslint.json` files: +[tslint.json] +indent_style = space +indent_size = 2 + +# Set properties for `tsconfig.json` files: +[tsconfig.json] +indent_style = space +indent_size = 2 + +# Set properties for LaTeX files: +[*.tex] +indent_style = tab + +# Set properties for LaTeX Bibliography files: +[*.bib] +indent_style = tab + +# Set properties for YAML files: +[*.yml] +indent_style = space +indent_size = 2 + +# Set properties for GYP files: +[binding.gyp] +indent_style = space +indent_size = 2 + +[*.gypi] +indent_style = space +indent_size = 2 diff --git a/.gitattributes b/.gitattributes new file mode 100644 index 0000000..7212d81 --- /dev/null +++ b/.gitattributes @@ -0,0 +1,33 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2017 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. +#/ + +# Configuration file which assigns attributes to pathnames. +# +# [1]: https://git-scm.com/docs/gitattributes + +# Automatically normalize the line endings of any committed text files: +* text=auto + +# Override what is considered "vendored" by GitHub's linguist: +/deps/** linguist-vendored=false +/lib/node_modules/** linguist-vendored=false linguist-generated=false +test/fixtures/** linguist-vendored=false +tools/** linguist-vendored=false + +# Override what is considered "documentation" by GitHub's linguist: +examples/** linguist-documentation=false diff --git a/.github/PULL_REQUEST_TEMPLATE.md b/.github/PULL_REQUEST_TEMPLATE.md new file mode 100644 index 0000000..0fc831e --- /dev/null +++ b/.github/PULL_REQUEST_TEMPLATE.md @@ -0,0 +1,7 @@ + + +We are excited about your pull request, but unfortunately we are not accepting pull requests against this repository, as all development happens on the [main project repository](https://github.com/stdlib-js/stdlib). We kindly request that you submit this pull request against the [respective directory](https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/erlang/logpdf) of the main repository where we’ll review and provide feedback. + +If this is your first stdlib contribution, be sure to read the [contributing guide](https://github.com/stdlib-js/stdlib/blob/develop/CONTRIBUTING.md) which provides guidelines and instructions for submitting contributions. You may also consult the [development guide](https://github.com/stdlib-js/stdlib/blob/develop/docs/development.md) for help on developing stdlib. + +We look forward to receiving your contribution! :smiley: \ No newline at end of file diff --git a/.github/workflows/benchmark.yml b/.github/workflows/benchmark.yml new file mode 100644 index 0000000..e51e34e --- /dev/null +++ b/.github/workflows/benchmark.yml @@ -0,0 +1,19 @@ +name: benchmark + +on: + workflow_dispatch: + +jobs: + benchmark: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v2 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Install production and development dependencies + run: | + npm install + - name: Run benchmarks + run: | + npm run benchmark diff --git a/.github/workflows/close_pull_requests.yml b/.github/workflows/close_pull_requests.yml new file mode 100644 index 0000000..60db7bf --- /dev/null +++ b/.github/workflows/close_pull_requests.yml @@ -0,0 +1,23 @@ +name: Close Pull Requests + +on: + pull_request_target: + types: [opened] + +jobs: + run: + runs-on: ubuntu-latest + steps: + - uses: superbrothers/close-pull-request@v3 + with: + comment: | + Thank you for submitting a pull request. :raised_hands: + + We greatly appreciate your willingness to submit a contribution. However, we are not accepting pull requests against this repository, as all development happens on the [main project repository](https://github.com/stdlib-js/stdlib). + + We kindly request that you submit this pull request against the [respective directory](https://github.com/stdlib-js/stdlib/tree/develop/lib/node_modules/%40stdlib/stats/base/dists/erlang/logpdf) of the main repository where we’ll review and provide feedback. If this is your first stdlib contribution, be sure to read the [contributing guide](https://github.com/stdlib-js/stdlib/blob/develop/CONTRIBUTING.md) which provides guidelines and instructions for submitting contributions. + + Thank you again, and we look forward to receiving your contribution! :smiley: + + Best, + The stdlib team \ No newline at end of file diff --git a/.github/workflows/examples.yml b/.github/workflows/examples.yml new file mode 100644 index 0000000..0c19f10 --- /dev/null +++ b/.github/workflows/examples.yml @@ -0,0 +1,19 @@ +name: examples + +on: + workflow_dispatch: + +jobs: + examples: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v2 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Install production and development dependencies + run: | + npm install + - name: Run examples + run: | + npm run examples diff --git a/.github/workflows/publish.yml b/.github/workflows/publish.yml new file mode 100644 index 0000000..ae05f51 --- /dev/null +++ b/.github/workflows/publish.yml @@ -0,0 +1,34 @@ +name: Publish Package + +on: push + +jobs: + publish: + runs-on: ubuntu-latest + env: + SLACK_WEBHOOK_URL: ${{ secrets.SLACK_WEBHOOK_URL }} + steps: + - uses: actions/checkout@v2 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Increment version + run: | + git config --local user.email "noreply@stdlib.io" + git config --local user.name "stdlib-bot" + npm version patch + - name: Publish package to npm + uses: JS-DevTools/npm-publish@v1 + with: + token: ${{ secrets.NPM_TOKEN }} + access: public + - name: Push changes + run: | + git push origin main + git push --tags + - uses: act10ns/slack@v1 + with: + status: ${{ job.status }} + steps: ${{ toJson(steps) }} + channel: '#npm-ci' + if: failure() diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml new file mode 100644 index 0000000..3c99108 --- /dev/null +++ b/.github/workflows/test.yml @@ -0,0 +1,29 @@ +name: build + +on: + workflow_dispatch: + +jobs: + test: + runs-on: ubuntu-latest + env: + SLACK_WEBHOOK_URL: ${{ secrets.SLACK_WEBHOOK_URL }} + steps: + - uses: actions/checkout@v2 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Install production and development dependencies + id: install + run: | + npm install + - name: Run tests + id: tests + run: | + npm test + - uses: act10ns/slack@v1 + with: + status: ${{ job.status }} + steps: ${{ toJson(steps) }} + channel: '#npm-ci' + if: failure() diff --git a/.github/workflows/test_coverage.yml b/.github/workflows/test_coverage.yml new file mode 100644 index 0000000..0e8045d --- /dev/null +++ b/.github/workflows/test_coverage.yml @@ -0,0 +1,24 @@ +name: coverage + +on: + workflow_dispatch: + +jobs: + test: + runs-on: ubuntu-latest + steps: + - uses: actions/checkout@v2 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Install production and development dependencies + run: | + npm install + - name: Calculate test coverage + run: | + npm run test-cov + - name: Upload coverage to Codecov + uses: codecov/codecov-action@v1 + with: + directory: reports/coverage + flags: unittests diff --git a/.github/workflows/test_install.yml b/.github/workflows/test_install.yml new file mode 100644 index 0000000..ee70831 --- /dev/null +++ b/.github/workflows/test_install.yml @@ -0,0 +1,27 @@ +name: Test Installing Dependencies + +on: + workflow_run: + workflows: ["Publish Package"] + types: [completed] + +jobs: + on-success: + runs-on: ubuntu-latest + env: + SLACK_WEBHOOK_URL: ${{ secrets.SLACK_WEBHOOK_URL }} + if: ${{ github.event.workflow_run.conclusion == 'success' }} + steps: + - uses: actions/checkout@v1 + - uses: actions/setup-node@v1 + with: + node-version: 15 + - name: Install production dependencies via npm + run: | + npm install --only=prod + - uses: act10ns/slack@v1 + with: + status: ${{ job.status }} + steps: ${{ toJson(steps) }} + channel: '#npm-ci' + if: failure() diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..1475963 --- /dev/null +++ b/.gitignore @@ -0,0 +1,181 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2017 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. +#/ + +# Files # +######### +.postinstall.json + +# Directories # +############### +build/ +downloads/ +reports/ +tmp/ + +# Compiled source # +################### +*.com +*.class +*.dll +*.o +*.so +*.slo +*.lo +*.obj +*.dylib +*.lai +*.la +*.a +*.lib +*.ko +*.elf +*.node + +# Precompiled headers # +####################### +*.gch +*.pch + +# Executables # +############### +*.exe +*.out +*.app + +# Packages # +############ +# It is better to unpack these files and commit the raw source +# git has its own built in compression methods +*.7z +*.dmg +*.gz +*.iso +*.jar +*.rar +*.tar +*.zip + +# Make an exception for compressed distributable files: +!dist/*.gz + +# Logs and databases # +###################### +*.log +*.sql +*.sqlite + +# OS generated files # +###################### +.DS_Store +.DS_Store? +._* +.Spotlight-V100 +.Trashes +Icon? +ehthumbs.db +Thumbs.db +Desktop.ini + +# Temporary files # +################### +*~ + +# Node.js # +########### +/node_modules/ +lib/node_modules/**/node_modules/ +docs/**/node_modules/ +pids +*.pid +*.seed + +# Typescript # +############## +*.tsbuildinfo +lib/node_modules/**/tsconfig.json +lib/node_modules/**/tslint.json + +# Matlab # +########## +*.asv +*.mex* + +# Fortran # +########### +*.mod + +# R # +##### +.Rhistory +.Rapp.history +.Rproj.user/ + +# Python # +########## +__pycache__/ +*.py[cod] +*$py.class +*.egg-info/ + +# TeX # +####### +*.aux +*.lof +*.log +*.lot +*.fls +*.out +*.toc +*.dvi +*-converted-to.* +*.bbl +*.bcf +*.blg +*-blx.aux +*-blx.bib +*.brf +*.run.xml +*.fdb_latexmk +*.synctex +*.synctex.gz +*.synctex.gz(busy) +*.pdfsync +*.alg +*.loa +acs-*.bib +*.thm +*.nav +*.snm +*.vrb +*.acn +*.acr +*.glg +*.glo +*.gls +*-concordance.tex +*.tikz +*-tikzDictionary +*.idx +*.ilg +*.ind +*.ist + +# Visual Studio # +################# +.vscode/ +jsconfig.json diff --git a/.npmignore b/.npmignore new file mode 100644 index 0000000..401aa76 --- /dev/null +++ b/.npmignore @@ -0,0 +1,225 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2017 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. +#/ + +# Files # +######### +CODE_OF_CONDUCT.md +CONTRIBUTING.md +CONTRIBUTORS +TODO.md +ROADMAP.md +.postinstall.json + +# Directories # +############### +.circleci/ +.github/ +**/benchmark/ +**/build/ +**/examples/ +reports/ +support/ +**/tmp/ +workshops/ + +# Ignore test directories, except for testing dependency installation: +**/test/ +!/deps/test/ + +# Only top-level directories: +/etc/ +/docs/ + +# Compiled source # +################### +*.com +*.class +*.dll +*.o +*.so +*.slo +*.lo +*.obj +*.dylib +*.lai +*.la +*.a +*.lib +*.ko +*.elf +*.node + +# Precompiled headers # +####################### +*.gch +*.pch + +# Executables # +############### +*.exe +*.out +*.app + +# Packages # +############ +*.7z +*.dmg +*.gz +*.iso +*.jar +*.rar +*.tar +*.zip + +# Make an exception for compressed distributable files: +!dist/*.gz + +# Logs and databases # +###################### +*.log +*.sql +*.sqlite + +# OS generated files # +###################### +.DS_Store +.DS_Store? +._* +.Spotlight-V100 +.Trashes +Icon? +ehthumbs.db +Thumbs.db +Desktop.ini + +# Temporary files # +################### +*~ + +# Node.js # +########### +.npmignore + +# Only top-level node_modules: +/node_modules/ + +# TypeScript # +############## +tsconfig.json +tslint.json +*.tsbuildinfo + +# Matlab # +########## +*.asv +*.mex* + +# Fortran # +########### +*.mod + +# R # +##### +.Rhistory +.Rapp.history +.Rproj.user/ + +# Python # +########## +__pycache__/ +*.py[cod] +*$py.class +*.egg-info/ +.ipynb_checkpoints +setup.cfg +setup.py + +# TeX # +####### +*.aux +*.lof +*.log +*.lot +*.fls +*.out +*.toc +*.dvi +*-converted-to.* +*.bbl +*.bcf +*.blg +*-blx.aux +*-blx.bib +*.brf +*.run.xml +*.fdb_latexmk +*.synctex +*.synctex.gz +*.synctex.gz(busy) +*.pdfsync +*.alg +*.loa +acs-*.bib +*.thm +*.nav +*.snm +*.vrb +*.acn +*.acr +*.glg +*.glo +*.gls +*-concordance.tex +*.tikz +*-tikzDictionary +*.idx +*.ilg +*.ind +*.ist + +# Git # +####### +.git* +.mailmap + +# Visual Studio # +################# +.vscode/ +jsconfig.json + +# Utilities # +############# +.jshintrc +.jshintignore +.eslintrc* +.eslintignore + +.pylintrc +.pycodestyle +.pydocstyle + +.travis.yml +circle.yml +appveyor.yml +azure-pipelines.yml + +.editorconfig +.codeclimate.yml +.codecov.yml + +.rtlintrc diff --git a/.npmrc b/.npmrc new file mode 100644 index 0000000..36f5bef --- /dev/null +++ b/.npmrc @@ -0,0 +1,28 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2017 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. +#/ + +# Configuration for [npm][1]. +# +# [1]: https://docs.npmjs.com/files/npmrc + +# Disable the creation of a lock file: +package-lock = false +shrinkwrap = false + +# Disable automatically "saving" dependencies on install: +save = false diff --git a/CODE_OF_CONDUCT.md b/CODE_OF_CONDUCT.md new file mode 100644 index 0000000..35b70c9 --- /dev/null +++ b/CODE_OF_CONDUCT.md @@ -0,0 +1,3 @@ +# Code of Conduct + +stdlib expects community participants to adhere to the project Code of Conduct. The [full text](https://github.com/stdlib-js/stdlib/blob/develop/CODE_OF_CONDUCT.md) is available in the main project repository. diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md new file mode 100644 index 0000000..5f59443 --- /dev/null +++ b/CONTRIBUTING.md @@ -0,0 +1,3 @@ +# Contribution Guidelines + +Woot woot! If you are new to stdlib, welcome! And thanks for your interest! Guidelines for how to contribute to the project are [available](https://github.com/stdlib-js/stdlib/blob/develop/CONTRIBUTING.md) in the main project repository. diff --git a/CONTRIBUTORS b/CONTRIBUTORS new file mode 100644 index 0000000..da469e5 --- /dev/null +++ b/CONTRIBUTORS @@ -0,0 +1,24 @@ +# This file is generated by tools/scripts/update_contributors. +# +# Contributors listed in alphabetical order. + +Athan Reines +Brendan Graetz +Bruno Fenzl +Christopher Dambamuromo +Dominik Moritz +Frank Kovacs +James +Jithin KS +Joey Reed +Joris Labie +Justin Dennison +Marcus +Matt Cochrane +Milan Raj +Ognjen Jevremović +Philipp Burckhardt +Ricky Reusser +Ryan Seal +Shraddheya Shendre +rei2hu diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..fcc9934 --- /dev/null +++ b/LICENSE @@ -0,0 +1,481 @@ + + Apache License + Version 2.0, January 2004 + http://www.apache.org/licenses/ + + TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION + + 1. 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All rights reserved. + +Developed at SunPro, a Sun Microsystems, Inc. business. +Permission to use, copy, modify, and distribute this +software is freely granted, provided that this notice +is preserved. + + +* FDLIBM + +Copyright (C) 2004 by Sun Microsystems, Inc. All rights reserved. + +Developed at SunPro, a Sun Microsystems, Inc. business. +Permission to use, copy, modify, and distribute this +software is freely granted, provided that this notice +is preserved. + + +* Go + +Copyright (c) 2009 The Go Authors. 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Shah, and others: + +https://github.com/JuliaMath/SpecialFunctions.jl/graphs/contributors + +Permission is hereby granted, free of charge, to any person obtaining a copy +of this software and associated documentation files (the "Software"), to deal +in the Software without restriction, including without limitation the rights +to use, copy, modify, merge, publish, distribute, sublicense, and/or sell +copies of the Software, and to permit persons to whom the Software is +furnished to do so, subject to the following conditions: + +The above copyright notice and this permission notice shall be included in all +copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR +IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, +FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. 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The names of its contributors may not be used to endorse or promote + products derived from this software without specific prior written + permission. + +THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS +"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT +LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR +A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT +OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, +SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT +LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, +DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY +THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT +(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE +OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. diff --git a/Makefile b/Makefile new file mode 100644 index 0000000..1c7d53e --- /dev/null +++ b/Makefile @@ -0,0 +1,534 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2021 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. +#/ + +# USER VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Indicate whether to "fast" fail when linting, running tests, etc: +ifndef FAST_FAIL + FAIL_FAST := true +else +ifeq ($(FAST_FAIL), 0) + FAIL_FAST := false +else + FAIL_FAST := true +endif +endif + +# Define the `NODE_PATH` environment variable: +NODE_PATH ?= + +# Define the `NODE_ENV` environment variable: +NODE_ENV ?= + + +# INTERNAL VARIABLES # + +# Instruct make to warn us when we use an undefined variable (e.g., misspellings). +MAKEFLAGS += --warn-undefined-variables + +# Define the default target: +.DEFAULT_GOAL := all + +# Define the `SHELL` variable to avoid issues on systems where the variable may be inherited from the environment. +# +# ## Notes +# +# - We use `bash` so that we can use `pipefail`. +# +# +# [1]: https://www.gnu.org/prep/standards/html_node/Makefile-Basics.html#Makefile-Basics +# [2]: http://clarkgrubb.com/makefile-style-guide +SHELL := bash + +# Define shell flags. +# +# ## Notes +# +# - `.SHELLFLAGS` was introduced in GNU Make 3.82 and has no effect on the version of GNU Make installed on Mac OS X, which is 3.81. +# - The `-e` flag causes `bash` to exit immediately if a `bash` executed command fails. +# - The `-u` flag causes `bash` to exit with an error message if a variable is accessed without being defined. +# - The `pipefail` option specifies that, if any of the commands in a pipeline fail, the entire pipeline fails. Otherwise the return value of a pipeline is the return value of the last command. +# - The `-c` flag is in the default value of `.SHELLFLAGS`, which must be preserved, as this is how `make` passes the script to be executed to `bash`. +# +.SHELLFLAGS := -eu -o pipefail -c + +# Remove targets if its recipe fails. +# +# ## Notes +# +# - Mentioning this target anywhere in a Makefile prevents a user from re-running make and using an incomplete or invalid target. +# - When debugging, it may be necessary to comment this line out so the incomplete or invalid target can be inspected. +# +# [1]: https://www.gnu.org/software/make/manual/html_node/Special-Targets.html +.DELETE_ON_ERROR: + +# Remove all the default suffixes, preferring to define all rules explicitly. +# +# [1]: https://www.gnu.org/software/make/manual/html_node/Suffix-Rules.html#Suffix-Rules +# [2]: https://www.gnu.org/software/make/manual/html_node/Suffix-Rules.html#Suffix-Rules +.SUFFIXES: + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Determine the filename: +this_file := $(lastword $(MAKEFILE_LIST)) + +# Determine the absolute path of the Makefile (see http://blog.jgc.org/2007/01/what-makefile-am-i-in.html): +this_dir := $(dir $(CURDIR)/$(word $(words $(MAKEFILE_LIST)),$(MAKEFILE_LIST))) + +# Remove the trailing slash: +this_dir := $(patsubst %/,%,$(this_dir)) + +# Determine root directory: +ROOT_DIR = $(this_dir) + +# Define the root build directory: +BUILD_DIR ?= $(ROOT_DIR)/build + +# Define the root directory for storing distributable files: +DIST_DIR ?= $(ROOT_DIR)/dist + +# Define the root directory for storing temporary files: +TMP_DIR ?= $(ROOT_DIR)/tmp + +# Define the directories for writing reports, including code coverage: +REPORTS_DIR ?= $(ROOT_DIR)/reports +COVERAGE_DIR ?= $(REPORTS_DIR)/coverage + +# Define the top-level directory containing node module dependencies: +NODE_MODULES ?= $(ROOT_DIR)/node_modules + +# Define the top-level directory containing node module executables: +BIN_DIR ?= $(NODE_MODULES)/.bin + +# Define the path to the root `package.json`: +ROOT_PACKAGE_JSON ?= $(ROOT_DIR)/package.json + +# Define the folder name convention for source files requiring compilation: +SRC_FOLDER ?= src + +# Define the folder name convention for documentation files: +DOCUMENTATION_FOLDER ?= docs + +# Define the folder name convention for configuration files: +CONFIG_FOLDER ?= etc + +# Define the folder name convention for benchmark files: +BENCHMARKS_FOLDER ?= benchmark + +# Define the folder name convention for benchmark fixtures: +BENCHMARKS_FIXTURES_FOLDER ?= $(BENCHMARKS_FOLDER)/fixtures + +# Define the folder name convention for examples files: +EXAMPLES_FOLDER ?= examples + +# Define the folder name convention for examples fixtures: +EXAMPLES_FIXTURES_FOLDER ?= $(EXAMPLES_FOLDER)/fixtures + +# Define the folder name convention for test files: +TESTS_FOLDER ?= test + +# Define the folder name convention for test fixtures: +TESTS_FIXTURES_FOLDER ?= $(TESTS_FOLDER)/fixtures + +# Define a filepath pattern for benchmark files: +BENCHMARKS_FILTER ?= .*/.* + +# Define a filepath pattern for example files: +EXAMPLES_FILTER ?= .*/.* + +# Define a filepath pattern for test files: +TESTS_FILTER ?= .*/.* + +# Define a filename pattern for benchmark files: +BENCHMARKS_PATTERN ?= benchmark*.js + +# Define a filename pattern for example files: +EXAMPLES_PATTERN ?= *.js + +# Define a filename pattern for test files: +TESTS_PATTERN ?= test*.js + +# Define Node environments: +ifdef NODE_ENV + NODE_ENV_BENCHMARK := $(NODE_ENV) + NODE_ENV_EXAMPLES := $(NODE_ENV) + NODE_ENV_TEST := $(NODE_ENV) +else + NODE_ENV ?= + NODE_ENV_BENCHMARK ?= benchmark + NODE_ENV_EXAMPLES ?= examples + NODE_ENV_TEST ?= test +endif + +# Define whether delete operations should be safe (i.e., deleted items are sent to trash, rather than permanently deleted): +SAFE_DELETE ?= false + +# Define the delete command: +ifeq ($(SAFE_DELETE), true) + # FIXME: -rm -rf + DELETE := -rm + DELETE_FLAGS := -rf +else + DELETE ?= -rm + DELETE_FLAGS ?= -rf +endif + +# Determine the `open` command: +ifeq ($(OS), Darwin) + OPEN ?= open +else + OPEN ?= xdg-open +endif +# TODO: add Windows command + +# Define the command for `node`: +NODE ?= node + +# Define the command for `npm`: +NPM ?= npm + +# Define the path to a JavaScript test runner. +# +# ## Notes +# +# - We reference the `bin` file directly in order to support using `istanbul` for code coverage on Windows (https://github.com/gotwarlost/istanbul#usage-on-windows) +JAVASCRIPT_TEST ?= $(NODE_MODULES)/tape/bin/tape + +# Define any command-line options to use when invoking the test runner: +JAVASCRIPT_TEST_FLAGS ?= + +# Define the path to the executable for parsing TAP output: +TAP_REPORTER ?= $(BIN_DIR)/tap-spec + +# Define the path to the Istanbul executable: +ISTANBUL ?= $(BIN_DIR)/istanbul + +# Define which files and directories to exclude from coverage instrumentation: +ISTANBUL_EXCLUDES_FLAGS ?= \ + --no-default-excludes \ + -x 'node_modules/**' \ + -x 'reports/**' \ + -x 'tmp/**' \ + -x 'deps/**' \ + -x 'dist/**' \ + -x "**/$(SRC_FOLDER)/**" \ + -x "**/$(TESTS_FOLDER)/**" \ + -x "**/$(EXAMPLES_FOLDER)/**" \ + -x "**/$(BENCHMARKS_FOLDER)/**" \ + -x "**/$(CONFIG_FOLDER)/**" \ + -x "**/$(DOCUMENTATION_FOLDER)/**" + +# Define the command to generate test coverage: +ISTANBUL_COVER ?= $(ISTANBUL) cover + +# Define the type of report Istanbul should produce: +ISTANBUL_COVER_REPORT_FORMAT ?= lcov + +# Define the command-line options to be used when generating code coverage: +ISTANBUL_COVER_FLAGS ?= \ + $(ISTANBUL_EXCLUDES_FLAGS) \ + --dir $(COVERAGE_DIR) \ + --report $(ISTANBUL_COVER_REPORT_FORMAT) + +# On Mac OSX, in order to use `|` and other regular expression operators, we need to use enhanced regular expression syntax (-E); see https://developer.apple.com/library/mac/documentation/Darwin/Reference/ManPages/man7/re_format.7.html#//apple_ref/doc/man/7/re_format. +ifeq ($(OS), Darwin) + find_kernel_prefix := -E +else + find_kernel_prefix := +endif + +# Common exclude flags that most recipes for finding package files should use (Note: order does matter to some degree): +FIND_COMMON_EXCLUDE_FLAGS ?= \ + -not -path "$(ROOT_DIR)/.*" \ + -not -path "$(NODE_MODULES)/*" \ + -not -path "$(BUILD_DIR)/*" \ + -not -path "$(REPORTS_DIR)/*" \ + +# Define exclusion flags to use when searching for benchmark files: +FIND_BENCHMARKS_EXCLUDE_FLAGS ?= \ + $(FIND_COMMON_EXCLUDE_FLAGS) \ + -not -path "$(ROOT_DIR)/**/$(BENCHMARKS_FIXTURES_FOLDER)/*" + +# Define flags for finding benchmark files: +FIND_BENCHMARKS_FLAGS ?= \ + -type f \ + -name "$(BENCHMARKS_PATTERN)" \ + -path "$(ROOT_DIR)/**/$(BENCHMARKS_FOLDER)/**" \ + -regex "$(BENCHMARKS_FILTER)" \ + $(FIND_BENCHMARKS_EXCLUDE_FLAGS) + +ifneq ($(OS), Darwin) + FIND_BENCHMARKS_FLAGS := -regextype posix-extended $(FIND_BENCHMARKS_FLAGS) +endif + +# Define a command to list benchmark files: +FIND_BENCHMARKS_CMD ?= find $(find_kernel_prefix) $(ROOT_DIR) $(FIND_BENCHMARKS_FLAGS) + +# Define exclusion flags to use when searching for examples files: +FIND_EXAMPLES_EXCLUDE_FLAGS ?= \ + $(FIND_COMMON_EXCLUDE_FLAGS) \ + -not -path "$(ROOT_DIR)/**/$(EXAMPLES_FIXTURES_FOLDER)/*" + +# Define flags for finding examples files: +FIND_EXAMPLES_FLAGS ?= \ + -type f \ + -name "$(EXAMPLES_PATTERN)" \ + -path "$(ROOT_DIR)/**/$(EXAMPLES_FOLDER)/**" \ + -regex "$(EXAMPLES_FILTER)" \ + $(FIND_EXAMPLES_EXCLUDE_FLAGS) + +ifneq ($(OS), Darwin) + FIND_EXAMPLES_FLAGS := -regextype posix-extended $(FIND_EXAMPLES_FLAGS) +endif + +# Define a command to list example files: +FIND_EXAMPLES_CMD ?= find $(find_kernel_prefix) $(ROOT_DIR) $(FIND_EXAMPLES_FLAGS) + +# Define exclusion flags to use when searching for test files: +FIND_TESTS_EXCLUDE_FLAGS ?= \ + $(FIND_COMMON_EXCLUDE_FLAGS) \ + -not -path "$(ROOT_DIR)/**/$(TESTS_FIXTURES_FOLDER)/*" + +# Define flags for finding test files: +FIND_TESTS_FLAGS ?= \ + -type f \ + -name "$(TESTS_PATTERN)" \ + -regex "$(TESTS_FILTER)" \ + $(FIND_TESTS_EXCLUDE_FLAGS) + +ifneq ($(OS), Darwin) + FIND_TESTS_FLAGS := -regextype posix-extended $(FIND_TESTS_FLAGS) +endif + +# Define a command to list test files: +FIND_TESTS_CMD ?= find $(find_kernel_prefix) $(ROOT_DIR) $(FIND_TESTS_FLAGS) + + +# RULES # + +#/ +# Default target. +# +# @example +# make +# +# @example +# make all +#/ +all: help + +.PHONY: all + +#/ +# Prints a `Makefile` help message. +# +# @example +# make help +#/ +help: + $(QUIET) echo 'Read the Makefile to see the list of available commands.' + $(QUIET) echo '' + +.PHONY: help + +#/ +# Prints the runtime value of a `Makefile` variable. +# +# ## Notes +# +# - The rule uses the following format: +# +# ```bash +# $ make inspect. +# ``` +# +# @example +# make inspect.ROOT_DIR +# +# @example +# make inspect.CC +#/ +inspect.%: + $(QUIET) echo '$*=$($*)' + +#/ +# Runs the project's install sequence. +# +# @example +# make install +#/ +install: + $(NPM) install + +.PHONY: install + +#/ +# Removes node module dependencies. +# +# @example +# make clean-node +#/ +clean-node: + $(QUIET) $(DELETE) $(DELETE_FLAGS) $(NODE_MODULES) + +#/ +# Runs the project's cleanup sequence. +# +# @example +# make clean +#/ +clean: clean-node clean-cov + $(QUIET) $(DELETE) $(DELETE_FLAGS) $(BUILD_DIR) + $(QUIET) $(DELETE) $(DELETE_FLAGS) $(REPORTS_DIR) + +.PHONY: clean + +#/ +# Runs JavaScript benchmarks consecutively. +# +# ## Notes +# +# - The recipe assumes that benchmark files can be run via Node.js. +# - This rule is useful when wanting to glob for JavaScript benchmark files (e.g., run all JavaScript benchmarks for a particular package). +# +# +# @param {string} [BENCHMARKS_FILTER] - file path pattern (e.g., `.*/utils/group-by/.*`) +# +# @example +# make benchmark +# +# @example +# make benchmark BENCHMARKS_FILTER=".*/utils/group-by/.*" +#/ +benchmark: $(NODE_MODULES) + $(QUIET) $(FIND_BENCHMARKS_CMD) | grep '^[\/]\|^[a-zA-Z]:[/\]' | while read -r file; do \ + echo ""; \ + echo "Running benchmark: $$file"; \ + NODE_ENV="$(NODE_ENV_BENCHMARK)" \ + NODE_PATH="$(NODE_PATH)" \ + $(NODE) $$file || exit 1; \ + done + +.PHONY: benchmark + +#/ +# Runs JavaScript examples consecutively. +# +# ## Notes +# +# - This rule is useful when wanting to glob for JavaScript examples files (e.g., run all JavaScript examples for a particular package). +# - This rule **assumes** that examples files can be run using Node.js. +# +# +# @param {string} [EXAMPLES_FILTER] - file path pattern (e.g., `.*/math/base/special/abs/.*`) +# +# @example +# make examples +# +# @example +# make examples EXAMPLES_FILTER=".*/strided/common/.*" +#/ +examples: $(NODE_MODULES) + $(QUIET) $(FIND_EXAMPLES_CMD) | grep '^[\/]\|^[a-zA-Z]:[/\]' | while read -r file; do \ + echo ""; \ + echo "Running example: $$file"; \ + NODE_ENV="$(NODE_ENV_EXAMPLES)" \ + NODE_PATH="$(NODE_PATH)" \ + $(NODE) $$file || exit 1; \ + done + +.PHONY: examples + +#/ +# Runs JavaScript tests consecutively. +# +# ## Notes +# +# - This rule is useful when wanting to glob for JavaScript test files (e.g., run all JavaScript tests for a particular package). +# - This rule **assumes** that test files can be run using Node.js. +# +# +# @param {string} [TEST_FILTER] - file path pattern (e.g., `.*/math/base/special/abs/.*`) +# +# @example +# make test +# +# @example +# make test TESTS_FILTER=".*/strided/common/.*" +#/ +test: $(NODE_MODULES) + $(QUIET) $(FIND_TESTS_CMD) | grep '^[\/]\|^[a-zA-Z]:[/\]' | while read -r test; do \ + echo ''; \ + echo "Running test: $$test"; \ + NODE_ENV="$(NODE_ENV_TEST)" \ + NODE_PATH="$(NODE_PATH)" \ + $(JAVASCRIPT_TEST) \ + $(JAVASCRIPT_TEST_FLAGS) \ + $$test \ + | $(TAP_REPORTER) || exit 1; \ + done + +.PHONY: test + +#/ +# Runs unit tests and generate a test coverage report. +# +# @example +# make test-cov +#/ +test-cov: clean-cov + $(QUIET) NODE_ENV="$(NODE_ENV_TEST)" \ + NODE_PATH="$(NODE_PATH)" \ + $(ISTANBUL_COVER) $(ISTANBUL_COVER_FLAGS) $(JAVASCRIPT_TEST) -- $$( $(FIND_TESTS_CMD) ) + +.PHONY: test-cov + +#/ +# Removes a test coverage directory. +# +# @example +# make clean-cov +#/ +clean-cov: + $(QUIET) $(DELETE) $(DELETE_FLAGS) $(COVERAGE_DIR) diff --git a/NOTICE b/NOTICE new file mode 100644 index 0000000..f5374f6 --- /dev/null +++ b/NOTICE @@ -0,0 +1 @@ +Copyright (c) 2016-2021 The Stdlib Authors. diff --git a/README.md b/README.md new file mode 100644 index 0000000..e8f79ac --- /dev/null +++ b/README.md @@ -0,0 +1,226 @@ + + +# Logarithm of Probability Density Function + +[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] [![dependencies][dependencies-image]][dependencies-url] + +> Evaluate the natural logarithm of the probability density function (PDF) for an [Erlang][erlang-distribution] distribution. + +
+ +The [probability density function][pdf] (PDF) for an [Erlang][erlang-distribution] random variable is + + + +
+ Probability density function (PDF) for an Erlang distribution. +
+
+ + + +where `k` is the shape parameter and `lambda` is the rate parameter. + +
+ + + +
+ +## Installation + +```bash +npm install @stdlib/stats-base-dists-erlang-logpdf +``` + +
+ +
+ +## Usage + +```javascript +var logpdf = require( '@stdlib/stats-base-dists-erlang-logpdf' ); +``` + +#### logpdf( x, k, lambda ) + +Evaluates the natural logarithm of the [probability density function][pdf] (PDF) for an [Erlang][erlang-distribution] distribution with parameters `k` (shape parameter) and `lambda` (rate parameter). + +```javascript +var y = logpdf( 0.1, 1, 1.0 ); +// returns ~-0.1 + +y = logpdf( 0.5, 2, 2.5 ); +// returns ~-0.111 + +y = logpdf( -1.0, 4, 2.0 ); +// returns -Infinity +``` + +If provided `NaN` as any argument, the function returns `NaN`. + +```javascript +var y = logpdf( NaN, 1, 1.0 ); +// returns NaN + +y = logpdf( 0.0, NaN, 1.0 ); +// returns NaN + +y = logpdf( 0.0, 1, NaN ); +// returns NaN +``` + +If not provided a nonnegative integer for `k`, the function returns `NaN`. + +```javascript +var y = logpdf( 2.0, -2, 0.5 ); +// returns NaN + +y = logpdf( 2.0, 0.5, 0.5 ); +// returns NaN +``` + +If provided `k = 0`, the function evaluates the logarithm of the [PDF][pdf] of a [degenerate distribution][degenerate-distribution] centered at `0`. + +```javascript +var y = logpdf( 2.0, 0.0, 2.0 ); +// returns -Infinity + +y = logpdf( 0.0, 0.0, 2.0 ); +// returns Infinity +``` + +If provided `lambda <= 0`, the function returns `NaN`. + +```javascript +var y = logpdf( 2.0, 1, 0.0 ); +// returns NaN + +y = logpdf( 2.0, 1, -1.0 ); +// returns NaN +``` + +#### logpdf.factory( k, lambda ) + +Returns a `function` for evaluating the [PDF][pdf] for an [Erlang][erlang-distribution] distribution with parameters `k` (shape parameter) and `lambda` (rate parameter). + +```javascript +var mylogpdf = logpdf.factory( 3, 1.5 ); + +var y = mylogpdf( 1.0 ); +// returns ~-0.977 + +y = mylogpdf( 4.0 ); +// returns ~-2.704 +``` + +
+ + + +
+ +## Examples + + + +```javascript +var randu = require( '@stdlib/random-base-randu' ); +var round = require( '@stdlib/math-base-special-round' ); +var logpdf = require( '@stdlib/stats-base-dists-erlang-logpdf' ); + +var lambda; +var k; +var x; +var y; +var i; + +for ( i = 0; i < 20; i++ ) { + x = randu() * 10.0; + k = round( randu() * 10.0 ); + lambda = randu() * 5.0; + y = logpdf( x, k, lambda ); + console.log( 'x: %d, k: %d, λ: %d, ln(f(x;k,λ)): %d', x.toFixed( 4 ), k, lambda.toFixed( 4 ), y.toFixed( 4 ) ); +} +``` + +
+ + + + +
+ +* * * + +## Notice + +This package is part of [stdlib][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][stdlib], see the main project [repository][stdlib]. + +--- + +## License + +See [LICENSE][stdlib-license]. + + +## Copyright + +Copyright © 2016-2021. The Stdlib [Authors][stdlib-authors]. + +
+ + + + + +
+ +[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-erlang-logpdf.svg +[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-erlang-logpdf + +[test-image]: https://github.com/stdlib-js/stats-base-dists-erlang-logpdf/actions/workflows/test.yml/badge.svg +[test-url]: https://github.com/stdlib-js/stats-base-dists-erlang-logpdf/actions/workflows/test.yml + +[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-erlang-logpdf/main.svg +[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-erlang-logpdf?branch=main + +[dependencies-image]: https://img.shields.io/david/stdlib-js/stats-base-dists-erlang-logpdf +[dependencies-url]: https://david-dm.org/stdlib-js/stats-base-dists-erlang-logpdf/main + +[stdlib]: https://github.com/stdlib-js/stdlib + +[stdlib-authors]: https://github.com/stdlib-js/stdlib/graphs/contributors + +[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-erlang-logpdf/main/LICENSE + +[erlang-distribution]: https://en.wikipedia.org/wiki/Erlang_distribution + +[pdf]: https://en.wikipedia.org/wiki/Probability_density_function + +[degenerate-distribution]: https://en.wikipedia.org/wiki/Degenerate_distribution + +
+ + diff --git a/benchmark/benchmark.js b/benchmark/benchmark.js new file mode 100644 index 0000000..ddc824e --- /dev/null +++ b/benchmark/benchmark.js @@ -0,0 +1,85 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var bench = require( '@stdlib/bench' ); +var ceil = require( '@stdlib/math-base-special-ceil' ); +var randu = require( '@stdlib/random-base-randu' ); +var isnan = require( '@stdlib/math-base-assert-is-nan' ); +var EPS = require( '@stdlib/constants-float64-eps' ); +var pkg = require( './../package.json' ).name; +var logpdf = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var lambda; + var k; + var x; + var y; + var i; + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + x = ceil( randu()*100.0 ); + k = ceil( randu()*100.0 ); + lambda = ( randu()*20.0 ) + EPS; + y = logpdf( x, k, lambda ); + 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(); +}); + +bench( pkg+':factory', function benchmark( b ) { + var mylogpdf; + var lambda; + var k; + var x; + var y; + var i; + + k = 2.0; + lambda = 1.5; + mylogpdf = logpdf.factory( k, lambda ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + x = ( randu()*50.0 ) + EPS; + y = mylogpdf( x ); + 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(); +}); diff --git a/docs/img/equation_erlang_pdf.svg b/docs/img/equation_erlang_pdf.svg new file mode 100644 index 0000000..27103fb --- /dev/null +++ b/docs/img/equation_erlang_pdf.svg @@ -0,0 +1,70 @@ + +f left-parenthesis x semicolon k comma lamda right-parenthesis equals StartFraction lamda Superscript k Baseline x Superscript k minus 1 Baseline e Superscript minus lamda x Baseline Over left-parenthesis k minus 1 right-parenthesis factorial EndFraction 1 left-parenthesis x greater-than-or-equal-to 0 right-parenthesis + + + \ No newline at end of file diff --git a/docs/repl.txt b/docs/repl.txt new file mode 100644 index 0000000..50caf29 --- /dev/null +++ b/docs/repl.txt @@ -0,0 +1,84 @@ + +{{alias}}( x, k, λ ) + Evaluates the natural logarithm of the probability density function (PDF) + for an Erlang distribution with shape parameter `k` and rate parameter `λ` + at a value `x`. + + If provided `NaN` as any argument, the function returns `NaN`. + + If not provided a nonnegative integer for `k`, the function returns `NaN`. + + If provided a non-positive value for `λ`, the function returns `NaN`. + + Parameters + ---------- + x: number + Input value. + + k: number + Shape parameter. + + λ: number + Rate parameter. + + Returns + ------- + out: number + Evaluated logPDF. + + Examples + -------- + > var y = {{alias}}( 0.1, 1, 1.0 ) + ~-0.1 + > y = {{alias}}( 0.5, 2, 2.5 ) + ~-0.111 + > y = {{alias}}( -1.0, 4, 2.0 ) + -Infinity + > y = {{alias}}( NaN, 1, 1.0 ) + NaN + > y = {{alias}}( 0.0, NaN, 1.0 ) + NaN + > y = {{alias}}( 0.0, 1, NaN ) + NaN + > y = {{alias}}( 2.0, -2, 0.5 ) + NaN + > y = {{alias}}( 2.0, 0.5, 0.5 ) + NaN + > y = {{alias}}( 2.0, 0.0, 2.0 ) + -Infinity + > y = {{alias}}( 0.0, 0.0, 2.0 ) + Infinity + > y = {{alias}}( 2.0, 1, 0.0 ) + NaN + > y = {{alias}}( 2.0, 1, -1.0 ) + NaN + + +{{alias}}.factory( k, λ ) + Returns a function for evaluating the natural logarithm of the probability + density function (PDF) of an Erlang distribution with shape parameter `k` + and rate parameter `λ`. + + Parameters + ---------- + k: number + Shape parameter. + + λ: number + Rate parameter. + + Returns + ------- + logpdf: Function + Logarithm of probability density function (PDF). + + Examples + -------- + > var myLogPDF = {{alias}}.factory( 6.0, 7.0 ); + > y = myLogPDF( 7.0 ) + ~-32.382 + + + See Also + -------- + diff --git a/docs/types/index.d.ts b/docs/types/index.d.ts new file mode 100644 index 0000000..7e7b49e --- /dev/null +++ b/docs/types/index.d.ts @@ -0,0 +1,132 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2019 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. +*/ + +// TypeScript Version: 2.0 + +/** +* Evaluates the logarithm of the probability density function (PDF) for an Erlang distribution. +* +* @param x - input value +* @returns evaluated logPDF +*/ +type Unary = ( x: number ) => number; + +/** +* Interface for the natural logarithm of the probability density function (logPDF) of an Erlang distribution. +*/ +interface LogPDF { + /** + * Evaluates the natural logarithm of the probability density function (PDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda` at a value `x`. + * + * ## Notes + * + * - If not provided a nonnegative integer for `k`, the function returns `NaN`. + * - If provided a non-positive value for `lambda`, the function returns `NaN`. + * + * @param x - input value + * @param k - shape parameter + * @param lambda - rate parameter + * @returns evaluated logPDF + * + * @example + * var y = logpdf( 0.1, 1, 1.0 ); + * // returns ~-0.1 + * + * @example + * var y = logpdf( 0.5, 2, 2.5 ); + * // returns ~-0.111 + * + * @example + * var y = logpdf( -1.0, 4, 2.0 ); + * // returns -Infinity + * + * @example + * var y = logpdf( NaN, 1, 1.0 ); + * // returns NaN + * + * @example + * var y = logpdf( 0.0, NaN, 1.0 ); + * // returns NaN + * + * @example + * var y = logpdf( 0.0, 1, NaN ); + * // returns NaN + * + * @example + * var y = logpdf( 2.0, -2, 0.5 ); + * // returns NaN + * + * @example + * var y = logpdf( 2.0, 0.5, 0.5 ); + * // returns NaN + * + * @example + * var y = logpdf( 2.0, 0.0, 2.0 ); + * // returns -Infinity + * + * @example + * var y = logpdf( 0.0, 0.0, 2.0 ); + * // returns Infinity + * + * @example + * var y = logpdf( 2.0, 1, 0.0 ); + * // returns NaN + * + * @example + * var y = logpdf( 2.0, 1, -1.0 ); + * // returns NaN + */ + ( x: number, k: number, lambda: number ): number; + + /** + * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda`. + * + * @param k - shape parameter + * @param lambda - rate parameter + * @returns logPDF + * + * @example + * var myLogPDF = logpdf.factory( 6.0, 7.0 ); + * var y = myLogPDF( 7.0 ); + * // returns ~-32.382 + */ + factory( k: number, lambda: number ): Unary; +} + +/** +* Erlang distribution natural logarithm of the probability density function (logPDF). +* +* @param x - input value +* @param k - shape parameter +* @param lambda - rate parameter +* @returns evaluated logPDF +* +* @example +* var y = logpdf( 0.5, 2, 2.5 ); +* // returns ~-0.111 +* +* var myLogPDF = logpdf.factory( 6, 7.0 ); +* y = myLogPDF( 7.0 ); +* // returns ~-1.864 +*/ +declare var logPDF: LogPDF; + + +// EXPORTS // + +export = logPDF; diff --git a/docs/types/test.ts b/docs/types/test.ts new file mode 100644 index 0000000..e29e9c0 --- /dev/null +++ b/docs/types/test.ts @@ -0,0 +1,119 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2019 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. +*/ + +import logpdf = require( './index' ); + + +// TESTS // + +// The function returns a number... +{ + logpdf( 2, 2, 4 ); // $ExpectType number + logpdf( 1, 2, 8 ); // $ExpectType number +} + +// The compiler throws an error if the function is provided values other than three numbers... +{ + logpdf( true, 3, 6 ); // $ExpectError + logpdf( false, 2, 4 ); // $ExpectError + logpdf( '5', 1, 2 ); // $ExpectError + logpdf( [], 1, 2 ); // $ExpectError + logpdf( {}, 2, 4 ); // $ExpectError + logpdf( ( x: number ): number => x, 2, 4 ); // $ExpectError + + logpdf( 9, true, 12 ); // $ExpectError + logpdf( 9, false, 12 ); // $ExpectError + logpdf( 5, '5', 10 ); // $ExpectError + logpdf( 8, [], 16 ); // $ExpectError + logpdf( 9, {}, 18 ); // $ExpectError + logpdf( 8, ( x: number ): number => x, 16 ); // $ExpectError + + logpdf( 9, 5, true ); // $ExpectError + logpdf( 9, 5, false ); // $ExpectError + logpdf( 5, 2, '5' ); // $ExpectError + logpdf( 8, 4, [] ); // $ExpectError + logpdf( 9, 4, {} ); // $ExpectError + logpdf( 8, 5, ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided an unsupported number of arguments... +{ + logpdf(); // $ExpectError + logpdf( 2 ); // $ExpectError + logpdf( 2, 0 ); // $ExpectError + logpdf( 2, 0, 4, 1 ); // $ExpectError +} + +// Attached to main export is a `factory` method which returns a function... +{ + logpdf.factory( 3, 4 ); // $ExpectType Unary +} + +// The `factory` method returns a function which returns a number... +{ + const fcn = logpdf.factory( 3, 4 ); + fcn( 2 ); // $ExpectType number +} + +// The compiler throws an error if the function returned by the `factory` method is provided invalid arguments... +{ + const fcn = logpdf.factory( 3, 4 ); + fcn( true ); // $ExpectError + fcn( false ); // $ExpectError + fcn( '5' ); // $ExpectError + fcn( [] ); // $ExpectError + fcn( {} ); // $ExpectError + fcn( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function returned by the `factory` method is provided an unsupported number of arguments... +{ + const fcn = logpdf.factory( 3, 4 ); + fcn(); // $ExpectError + fcn( 2, 0 ); // $ExpectError + fcn( 2, 0, 1 ); // $ExpectError +} + +// The compiler throws an error if the `factory` method is provided values other than two numbers... +{ + logpdf.factory( true, 3 ); // $ExpectError + logpdf.factory( false, 2 ); // $ExpectError + logpdf.factory( '5', 1 ); // $ExpectError + logpdf.factory( [], 1 ); // $ExpectError + logpdf.factory( {}, 2 ); // $ExpectError + logpdf.factory( ( x: number ): number => x, 2 ); // $ExpectError + + logpdf.factory( 9, true ); // $ExpectError + logpdf.factory( 9, false ); // $ExpectError + logpdf.factory( 5, '5' ); // $ExpectError + logpdf.factory( 8, [] ); // $ExpectError + logpdf.factory( 9, {} ); // $ExpectError + logpdf.factory( 8, ( x: number ): number => x ); // $ExpectError + + logpdf.factory( [], true ); // $ExpectError + logpdf.factory( {}, false ); // $ExpectError + logpdf.factory( false, '5' ); // $ExpectError + logpdf.factory( {}, [] ); // $ExpectError + logpdf.factory( '5', ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the `factory` method is provided an unsupported number of arguments... +{ + logpdf.factory( 0 ); // $ExpectError + logpdf.factory( 0, 4, 8 ); // $ExpectError +} diff --git a/examples/index.js b/examples/index.js new file mode 100644 index 0000000..01a79fa --- /dev/null +++ b/examples/index.js @@ -0,0 +1,37 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +var randu = require( '@stdlib/random-base-randu' ); +var round = require( '@stdlib/math-base-special-round' ); +var logpdf = require( './../lib' ); + +var lambda; +var k; +var x; +var y; +var i; + +for ( i = 0; i < 20; i++ ) { + x = randu() * 10.0; + k = round( randu() * 10.0 ); + lambda = randu() * 5.0; + y = logpdf( x, k, lambda ); + console.log( 'x: %d, k: %d, λ: %d, ln(f(x;k,λ)): %d', x.toFixed( 4 ), k, lambda.toFixed( 4 ), y.toFixed( 4 ) ); +} diff --git a/lib/factory.js b/lib/factory.js new file mode 100644 index 0000000..7dd02d7 --- /dev/null +++ b/lib/factory.js @@ -0,0 +1,52 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var isNonNegativeInteger = require( '@stdlib/math-base-assert-is-nonnegative-integer' ); +var constantFunction = require( '@stdlib/utils-constant-function' ); +var factoryGamma = require( '@stdlib/stats-base-dists-gamma-logpdf' ).factory; + + +// MAIN // + +/** +* Returns a function for evaluating the natural logarithm of the probability density function (PDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda`. +* +* @param {NonNegativeInteger} k - shape parameter +* @param {PositiveNumber} lambda - rate parameter +* @returns {Function} logPDF +* +* @example +* var myLogPDF = factory( 6.0, 7.0 ); +* var y = myLogPDF( 7.0 ); +* // returns ~-32.382 +*/ +function factory( k, lambda ) { + if ( !isNonNegativeInteger( k ) ) { + return constantFunction( NaN ); + } + return factoryGamma( k, lambda ); +} + + +// EXPORTS // + +module.exports = factory; diff --git a/lib/index.js b/lib/index.js new file mode 100644 index 0000000..89cba15 --- /dev/null +++ b/lib/index.js @@ -0,0 +1,51 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +/** +* Natural logarithm of the probability density function (PDF) for an Erlang distribution. +* +* @module @stdlib/stats/base/dists/erlang/logpdf +* +* @example +* var logpdf = require( '@stdlib/stats-base-dists-erlang-logpdf' ); +* +* var y = logpdf( 0.5, 2, 2.5 ); +* // returns ~-0.111 +* +* var myLogPDF = logpdf.factory( 6, 7.0 ); +* y = myLogPDF( 7.0 ); +* // returns ~-1.864 +*/ + +// MODULES // + +var setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' ); +var logpdf = require( './logpdf.js' ); +var factory = require( './factory.js' ); + + +// MAIN // + +setReadOnly( logpdf, 'factory', factory ); + + +// EXPORTS // + +module.exports = logpdf; diff --git a/lib/logpdf.js b/lib/logpdf.js new file mode 100644 index 0000000..a5e5d67 --- /dev/null +++ b/lib/logpdf.js @@ -0,0 +1,95 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var isNonNegativeInteger = require( '@stdlib/math-base-assert-is-nonnegative-integer' ); +var gammaLogPDF = require( '@stdlib/stats-base-dists-gamma-logpdf' ); + + +// MAIN // + +/** +* Evaluates the natural logarithm of the probability density function (PDF) for an Erlang distribution with shape parameter `k` and rate parameter `lambda` at a value `x`. +* +* @param {number} x - input value +* @param {NonNegativeInteger} k - shape parameter +* @param {PositiveNumber} lambda - rate parameter +* @returns {number} evaluated logPDF +* +* @example +* var y = logpdf( 0.1, 1, 1.0 ); +* // returns ~-0.1 +* +* @example +* var y = logpdf( 0.5, 2, 2.5 ); +* // returns ~-0.111 +* +* @example +* var y = logpdf( -1.0, 4, 2.0 ); +* // returns -Infinity +* +* @example +* var y = logpdf( NaN, 1, 1.0 ); +* // returns NaN +* +* @example +* var y = logpdf( 0.0, NaN, 1.0 ); +* // returns NaN +* +* @example +* var y = logpdf( 0.0, 1, NaN ); +* // returns NaN +* +* @example +* var y = logpdf( 2.0, -2, 0.5 ); +* // returns NaN +* +* @example +* var y = logpdf( 2.0, 0.5, 0.5 ); +* // returns NaN +* +* @example +* var y = logpdf( 2.0, 0.0, 2.0 ); +* // returns -Infinity +* +* @example +* var y = logpdf( 0.0, 0.0, 2.0 ); +* // returns Infinity +* +* @example +* var y = logpdf( 2.0, 1, 0.0 ); +* // returns NaN +* +* @example +* var y = logpdf( 2.0, 1, -1.0 ); +* // returns NaN +*/ +function logpdf( x, k, lambda ) { + if ( !isNonNegativeInteger( k ) ) { + return NaN; + } + return gammaLogPDF( x, k, lambda ); +} + + +// EXPORTS // + +module.exports = logpdf; diff --git a/package.json b/package.json new file mode 100644 index 0000000..5f08c14 --- /dev/null +++ b/package.json @@ -0,0 +1,96 @@ +{ + "name": "@stdlib/stats-base-dists-erlang-logpdf", + "version": "0.0.0", + "description": "Natural logarithm of the probability density function (PDF) for an Erlang distribution.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "lib": "./lib", + "test": "./test" + }, + "types": "./docs/types", + "scripts": { + "test": "make test", + "test-cov": "make test-cov", + "examples": "make examples", + "benchmark": "make benchmark" + }, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stats-base-dists-erlang-logpdf.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": { + "@stdlib/math-base-assert-is-nonnegative-integer": "^0.0.x", + "@stdlib/stats-base-dists-gamma-logpdf": "^0.0.x", + "@stdlib/utils-constant-function": "^0.0.x", + "@stdlib/utils-define-nonenumerable-read-only-property": "^0.0.x" + }, + "devDependencies": { + "@stdlib/bench": "^0.0.x", + "@stdlib/constants-float64-eps": "^0.0.x", + "@stdlib/constants-float64-ninf": "^0.0.x", + "@stdlib/constants-float64-pinf": "^0.0.x", + "@stdlib/math-base-assert-is-nan": "^0.0.x", + "@stdlib/math-base-special-abs": "^0.0.x", + "@stdlib/math-base-special-ceil": "^0.0.x", + "@stdlib/math-base-special-round": "^0.0.x", + "@stdlib/random-base-randu": "^0.0.x", + "tape": "git+https://github.com/kgryte/tape.git#fix/globby", + "istanbul": "^0.4.1", + "tap-spec": "5.x.x" + }, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "distribution", + "dist", + "probability", + "pdf", + "logpdf", + "log", + "logarithm", + "ln", + "natural", + "erlang", + "univariate", + "continuous" + ], + "funding": { + "type": "patreon", + "url": "https://www.patreon.com/athan" + } +} diff --git a/test/fixtures/julia/REQUIRE b/test/fixtures/julia/REQUIRE new file mode 100644 index 0000000..98be20b --- /dev/null +++ b/test/fixtures/julia/REQUIRE @@ -0,0 +1,3 @@ +Distributions 0.23.8 +julia 1.5 +JSON 0.21 diff --git a/test/fixtures/julia/both_large.json b/test/fixtures/julia/both_large.json new file mode 100644 index 0000000..9665fac --- /dev/null +++ b/test/fixtures/julia/both_large.json @@ -0,0 +1 @@ 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\ No newline at end of file diff --git a/test/fixtures/julia/large_rate.json b/test/fixtures/julia/large_rate.json new file mode 100644 index 0000000..7cb5304 --- /dev/null +++ b/test/fixtures/julia/large_rate.json @@ -0,0 +1 @@ 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\ No newline at end of file diff --git a/test/fixtures/julia/large_shape.json b/test/fixtures/julia/large_shape.json new file mode 100644 index 0000000..afd54ce --- /dev/null +++ b/test/fixtures/julia/large_shape.json @@ -0,0 +1 @@ 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\ No newline at end of file diff --git a/test/fixtures/julia/runner.jl b/test/fixtures/julia/runner.jl new file mode 100644 index 0000000..c837e85 --- /dev/null +++ b/test/fixtures/julia/runner.jl @@ -0,0 +1,88 @@ +#!/usr/bin/env julia +# +# @license Apache-2.0 +# +# Copyright (c) 2018 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. + +import Distributions: logpdf, Erlang +import JSON + +""" + gen( x, k, lambda, name ) + +Generate fixture data and write to file. + +# Arguments + +* `x`: input value +* `k`: shape parameter +* `lambda`: rate parameter +* `name::AbstractString`: output filename + +# Examples + +``` julia +julia> x = rand( 1000 ) .* 20.0; +julia> k = round.( Int64, ( rand( 1000 ) .* 10.0 ) .+ 10.0 ); +julia> lambda = rand( 1000 ) .* 20.0; +julia> gen( x, k, lambda, "data.json" ); +``` +""" +function gen( x, k, lambda, name ) + z = Array{Float64}( undef, length(x) ); + for i in eachindex(x) + z[ i ] = logpdf( Erlang( k[i], 1/lambda[i] ), x[i] ); + end + + # Store data to be written to file as a collection: + data = Dict([ + ("x", x), + ("k", k), + ("lambda", lambda), + ("expected", z) + ]); + + # Based on the script directory, create an output filepath: + filepath = joinpath( dir, name ); + + # Write the data to the output filepath as JSON: + outfile = open( filepath, "w" ); + write( outfile, JSON.json(data) ); + close( outfile ); +end + +# Get the filename: +file = @__FILE__; + +# Extract the directory in which this file resides: +dir = dirname( file ); + +# Large shape parameter: +x = rand( 1000 ) .* 5.0; +k = round.( Int64, rand( 1000 ) .* 10.0 ) .+ 10; +lambda = rand( 1000 ) .* 10.0; +gen( x, k, lambda, "large_shape.json" ); + +# Large rate parameter: +x = rand( 1000 ) .* 5.0; +k = round.( Int64, ( rand( 1000 )*10.0 ) .+ 0.5 ); +lambda = ( rand( 1000 ) .* 10.0 ) .+ 10.0; +gen( x, k, lambda, "large_rate.json" ); + +# Both large: +x = rand( 1000 ) .* 5.0; +k = round.( Int64, rand( 1000 ) .* 10.0 ) .+ 10; +lambda = ( rand( 1000 ) .* 10.0 ) .+ 10.0; +gen( x, k, lambda, "both_large.json" ); diff --git a/test/test.factory.js b/test/test.factory.js new file mode 100644 index 0000000..bdf48b7 --- /dev/null +++ b/test/test.factory.js @@ -0,0 +1,253 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math-base-assert-is-nan' ); +var abs = require( '@stdlib/math-base-special-abs' ); +var PINF = require( '@stdlib/constants-float64-pinf' ); +var NINF = require( '@stdlib/constants-float64-ninf' ); +var EPS = require( '@stdlib/constants-float64-eps' ); +var factory = require( './../lib/factory.js' ); + + +// FIXTURES // + +var largeRate = require( './fixtures/julia/large_rate.json' ); +var largeShape = require( './fixtures/julia/large_shape.json' ); +var bothLarge = require( './fixtures/julia/both_large.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.equal( typeof factory, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function returns a function', function test( t ) { + var logpdf = factory( 0, 1.0 ); + t.equal( typeof logpdf, 'function', 'returns a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the created function returns `NaN`', function test( t ) { + var logpdf; + var y; + + logpdf = factory( 0, 1.0 ); + y = logpdf( NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NaN, 1.0 ); + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( 1, NaN ); + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NaN, NaN ); + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NaN, NaN ); + y = logpdf( NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided a valid `k` and `lambda`, the function returns a function which returns `-Infinity` when provided `Infinity` for `x`', function test( t ) { + var logpdf; + var y; + + logpdf = factory( 2, 1.0 ); + y = logpdf( PINF ); + t.equal( y, NINF, 'returns -Infinity' ); + + t.end(); +}); + +tape( 'if provided a valid `k` and `lambda`, the function returns a function which returns `-Infinity` when provided `-Infinity` for `x`', function test( t ) { + var logpdf; + var y; + + logpdf = factory( 2, 1.0 ); + y = logpdf( NINF ); + t.equal( y, NINF, 'returns -Infinity' ); + + t.end(); +}); + +tape( 'if provided `lambda <= 0`, the created function always returns `NaN`', function test( t ) { + var logpdf; + var y; + + logpdf = factory( 0, -1.0 ); + + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( 0, NINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( PINF, NINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NINF, NINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NaN, NINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `k` is not a nonnegative integer, the created function always returns `NaN`', function test( t ) { + var logpdf; + var y; + + logpdf = factory( -1.0, 0.5 ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( 1.5, 0.5 ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = logpdf( 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NINF, 1.0 ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NINF, PINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NINF, NINF ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + logpdf = factory( NINF, NaN ); + y = logpdf( 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'the created function evaluates the logpdf for `x` given large `k` and `lambda`', function test( t ) { + var expected; + var lambda; + var logpdf; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = bothLarge.expected; + x = bothLarge.x; + k = bothLarge.k; + lambda = bothLarge.lambda; + for ( i = 0; i < x.length; i++ ) { + logpdf = factory( k[i], lambda[i] ); + y = logpdf( x[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 450.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the created function evaluates the logpdf for `x` given a large shape parameter `k`', function test( t ) { + var expected; + var lambda; + var logpdf; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = largeShape.expected; + x = largeShape.x; + k = largeShape.k; + lambda = largeShape.lambda; + for ( i = 0; i < x.length; i++ ) { + logpdf = factory( k[i], lambda[i] ); + y = logpdf( x[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 350.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the created function evaluates the logpdf for `x` given a large rate parameter `lambda`', function test( t ) { + var expected; + var lambda; + var logpdf; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = largeRate.expected; + x = largeRate.x; + k = largeRate.k; + lambda = largeRate.lambda; + for ( i = 0; i < x.length; i++ ) { + logpdf = factory( k[i], lambda[i] ); + y = logpdf( x[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 450.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); diff --git a/test/test.js b/test/test.js new file mode 100644 index 0000000..e98f09b --- /dev/null +++ b/test/test.js @@ -0,0 +1,38 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var logpdf = require( './../lib' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.equal( typeof logpdf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'attached to the main export is a factory method for generating `logpdf` functions', function test( t ) { + t.equal( typeof logpdf.factory, 'function', 'exports a factory method' ); + t.end(); +}); diff --git a/test/test.logpdf.js b/test/test.logpdf.js new file mode 100644 index 0000000..2612d32 --- /dev/null +++ b/test/test.logpdf.js @@ -0,0 +1,196 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2018 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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math-base-assert-is-nan' ); +var abs = require( '@stdlib/math-base-special-abs' ); +var PINF = require( '@stdlib/constants-float64-pinf' ); +var NINF = require( '@stdlib/constants-float64-ninf' ); +var EPS = require( '@stdlib/constants-float64-eps' ); +var logpdf = require( './../lib' ); + + +// FIXTURES // + +var largeRate = require( './fixtures/julia/large_rate.json' ); +var largeShape = require( './fixtures/julia/large_shape.json' ); +var bothLarge = require( './fixtures/julia/both_large.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.equal( typeof logpdf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', function test( t ) { + var y = logpdf( NaN, 1.0, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = logpdf( 0.0, NaN, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = logpdf( 0.0, 1.0, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + t.end(); +}); + +tape( 'if provided `+infinity` for `x` and a finite `k` and `lambda`, the function returns `-Infinity`', function test( t ) { + var y = logpdf( PINF, 1.0, 1.0 ); + t.equal( y, NINF, 'returns -Infinity' ); + t.end(); +}); + +tape( 'if provided `-infinity` for `x` and a finite `k` and `lambda`, the function returns `-Infinity`', function test( t ) { + var y = logpdf( NINF, 1.0, 1.0 ); + t.equal( y, NINF, 'returns -Infinity' ); + t.end(); +}); + +tape( 'if provided `k <= 0`, the function returns `NaN`', function test( t ) { + var y; + + y = logpdf( 2.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 0.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NINF, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NINF, PINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NINF, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `lambda <= 0`, the function returns `NaN`', function test( t ) { + var y; + + y = logpdf( 2.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 0.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, 1.0, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, PINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = logpdf( 2.0, NaN, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'the function evaluates the logpdf for `x` given large `k` and `lambda`', function test( t ) { + var expected; + var lambda; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = bothLarge.expected; + x = bothLarge.x; + k = bothLarge.k; + lambda = bothLarge.lambda; + for ( i = 0; i < x.length; i++ ) { + y = logpdf( x[i], k[i], lambda[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 450.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the logpdf for `x` given large shape parameter `k`', function test( t ) { + var expected; + var lambda; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = largeShape.expected; + x = largeShape.x; + k = largeShape.k; + lambda = largeShape.lambda; + for ( i = 0; i < x.length; i++ ) { + y = logpdf( x[i], k[i], lambda[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 350.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the logpdf for `x` given large rate parameter `lambda`', function test( t ) { + var expected; + var lambda; + var delta; + var tol; + var i; + var k; + var x; + var y; + + expected = largeRate.expected; + x = largeRate.x; + k = largeRate.k; + lambda = largeRate.lambda; + for ( i = 0; i < x.length; i++ ) { + y = logpdf( x[i], k[i], lambda[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', k: '+k[i]+', lambda: '+lambda[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 450.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. k: '+k[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +});