/* * @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: 4.1 /** * Evaluates the natural logarithm of the probability density function (logPDF) for a lognormal 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 a lognormal distribution. */ interface LogPDF { /** * Evaluates the natural logarithm of the probability density function (PDF) for a lognormal distribution with location parameter `mu` and scale parameter `sigma` at a value `x`. * * ## Notes * * - If provided `sigma <= 0`, the function returns `NaN`. * * @param x - input value * @param mu - location parameter * @param sigma - scale parameter * @returns evaluated logPDF * * @example * var y = logpdf( 2.0, 0.0, 1.0 ); * // returns ~-1.852 * * @example * var y = logpdf( 1.0, 0.0, 1.0 ); * // returns ~-0.919 * * @example * var y = logpdf( 1.0, 3.0, 1.0 ); * // returns ~-5.419 * * @example * var y = logpdf( -1.0, 4.0, 2.0 ); * // returns -Infinity * * @example * var y = logpdf( NaN, 0.0, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = logpdf( 0.0, 0.0, NaN ); * // returns NaN * * @example * // Negative scale parameter: * var y = logpdf( 2.0, 0.0, -1.0 ); * // returns NaN */ ( x: number, mu: number, sigma: number ): number; /** * Returns a function for evaluating the natural logarithm of the probability density function (PDF) for a lognormal distribution with location parameter `mu` and scale parameter `sigma`. * * @param mu - location parameter * @param sigma - scale parameter * @returns logPDF * * @example * var mylogpdf = logpdf.factory( 4.0, 2.0 ); * var y = mylogpdf( 10.0 ); * // returns ~-4.275 * * y = mylogpdf( 2.0 ); * // returns ~-3.672 */ factory( mu: number, sigma: number ): Unary; } /** * Lognormal distribution natural logarithm of probability density function (logPDF). * * @param x - input value * @param mu - location parameter * @param sigma - scale parameter * @returns evaluated logPDF * * @example * var y = logpdf( 2.0, 0.0, 1.0 ); * // returns ~-1.852 * * y = logpdf( 1.0, 0.0, 1.0 ); * // returns ~-0.919 * * y = logpdf( 1.0, 3.0, 1.0 ); * // returns ~-5.419 * * var mylogpdf = logpdf.factory( 4.0, 2.0 ); * y = mylogpdf( 10.0 ); * // returns ~-4.269 * * y = mylogpdf( 2.0 ); * // returns ~-3.689 */ declare var logpdf: LogPDF; // EXPORTS // export = logpdf;