README.md

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Logarithm of Cumulative Distribution Function

Beta distribution logarithm of cumulative distribution function.

The cumulative distribution function for a beta random variable is

$$F(x;\alpha,\beta) = \frac{\mathop{\mathrm{Beta}}(x;\alpha,\beta)}{\mathop{\mathrm{Beta}}(\alpha,\beta)}$$

where alpha > 0 is the first shape parameter and beta > 0 is the second shape parameter. In the definition, Beta( x; a, b ) denotes the lower incomplete beta function and Beta( a, b ) the beta function.

Usage

import logcdf from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-beta-logcdf@deno/mod.js';

You can also import the following named exports from the package:

import { factory } from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-beta-logcdf@deno/mod.js';

logcdf( x, alpha, beta )

Evaluates the natural logarithm of the cumulative distribution function (CDF) for a beta distribution with parameters alpha (first shape parameter) and beta (second shape parameter).

var y = logcdf( 0.5, 1.0, 1.0 );
// returns ~-0.693

y = logcdf( 0.5, 2.0, 4.0 );
// returns ~-0.208

y = logcdf( 0.2, 2.0, 2.0 );
// returns ~-2.263

y = logcdf( 0.8, 4.0, 4.0 );
// returns ~-0.034

y = logcdf( -0.5, 4.0, 2.0 );
// returns -Infinity

y = logcdf( -Infinity, 4.0, 2.0 );
// returns -Infinity

y = logcdf( 1.5, 4.0, 2.0 );
// returns 0.0

y = logcdf( +Infinity, 4.0, 2.0 );
// returns 0.0

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

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

y = logcdf( 0.0, NaN, 1.0 );
// returns NaN

y = logcdf( 0.0, 1.0, NaN );
// returns NaN

If provided alpha <= 0, the function returns NaN.

var y = logcdf( 2.0, -1.0, 0.5 );
// returns NaN

y = logcdf( 2.0, 0.0, 0.5 );
// returns NaN

If provided beta <= 0, the function returns NaN.

var y = logcdf( 2.0, 0.5, -1.0 );
// returns NaN

y = logcdf( 2.0, 0.5, 0.0 );
// returns NaN

logcdf.factory( alpha, beta )

Returns a function for evaluating the natural logarithm of the cumulative distribution function for a beta distribution with parameters alpha (first shape parameter) and beta (second shape parameter).

var mylogcdf = logcdf.factory( 0.5, 0.5 );

var y = mylogcdf( 0.8 );
// returns ~-0.35

y = mylogcdf( 0.3 );
// returns ~-0.997

Notes

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

Examples

import randu from 'https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@deno/mod.js';
import EPS from 'https://cdn.jsdelivr.net/gh/stdlib-js/constants-float64-eps@deno/mod.js';
import logcdf from 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-beta-logcdf@deno/mod.js';

var alpha;
var beta;
var x;
var y;
var i;

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

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Notice

This package is part of stdlib, a standard library 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

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.