Content-Length: 404273 | pFad | http://github.com/stdlib-js/stats-base-dists-degenerate-mgf

23 GitHub - stdlib-js/stats-base-dists-degenerate-mgf: Degenerate distribution moment-generating function (MGF).
Skip to content

Degenerate distribution moment-generating function (MGF).

License

Notifications You must be signed in to change notification settings

stdlib-js/stats-base-dists-degenerate-mgf

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

55 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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!

Moment-Generating Function

NPM version Build Status Coverage Status

Degenerate distribution moment-generating function (MGF).

The moment-generating function for a degenerate random variable is

$$M_X(t) := e^{\mu t}$$

where mu is the distribution mean.

Installation

npm install @stdlib/stats-base-dists-degenerate-mgf

Alternatively,

  • To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
  • If you are using Deno, visit the deno branch (see README for usage intructions).
  • For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );

mgf( t, mu )

Evaluates the moment-generating function (MGF) of a degenerate distribution with parameter mu (mean).

var y = mgf( 1.0, 1.0 );
// returns ~2.718

y = mgf( 2.0, 3.0 );
// returns ~403.429

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

var y = mgf( NaN, 0.0 );
// returns NaN

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

mgf.factory( mu )

Returns a function for evaluating the moment-generating function of a degenerate distribution with parameter mu (mean).

var mymgf = mgf.factory( 10.0 );

var y = mymgf( 0.1 );
// returns ~2.718

Examples

var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var mgf = require( '@stdlib/stats-base-dists-degenerate-mgf' );

var mu;
var t;
var y;
var i;

for ( i = 0; i < 100; i++ ) {
    t = round( randu()*5.0 );
    mu = round( randu()*5.0 );
    y = mgf( t, mu );
    console.log( 'x: %d, µ: %d, M_X(t;µ): %d', t, mu, y );
}

C APIs

Usage

#include "stdlib/stats/base/dists/degenerate/mgf.h"

stdlib_base_dists_degenerate_mgf( t, mu )

Evaluates the moment-generating function (MGF) of a degenerate distribution with parameter mu (mean).

double out = stdlib_base_dists_degenerate_mgf( 1.0, 1.0 );
// returns ~2.718

The function accepts the following arguments:

  • t: [in] double input value.
  • mu: [in] double value at which to center the distribution.
double stdlib_base_dists_degenerate_mgf( const double t, const double mu );

Examples

#include "stdlib/stats/base/dists/degenerate/mgf.h"
#include "stdlib/math/base/special/round.h"
#include <stdlib.h>
#include <stdio.h>

static double random_uniform( const double min, const double max ) {
    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
    return min + ( v * ( max - min ) );
}

int main( void ) {
    double result;
    double mu;
    double t;
    int i;

    for ( i = 0; i < 10; i++ ) {
        t = stdlib_base_round( random_uniform( 0.0, 5.0 ) );
        mu = stdlib_base_round( random_uniform( 0.0, 5.0 ) );
        result = stdlib_base_dists_degenerate_mgf( t, mu );
        printf( "t: %lf, µ: %lf, M_X(t;µ): %lf\n", t, mu, result );
    }
}

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 © 2016-2025. The Stdlib Authors.









ApplySandwichStrip

pFad - (p)hone/(F)rame/(a)nonymizer/(d)eclutterfier!      Saves Data!


--- a PPN by Garber Painting Akron. With Image Size Reduction included!

Fetched URL: http://github.com/stdlib-js/stats-base-dists-degenerate-mgf

Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy