README

Logarithm of Cumulative Distribution Function

Logistic distribution logarithm of cumulative distribution function.

The cumulative distribution function for a logistic random variable is

Cumulative distribution function for a logistic distribution.

where mu is the location parameter and s > 0 is the scale parameter.

Installation

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

Usage

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

logcdf( x, mu, s )

Evaluates the logarithm of the cumulative distribution function (CDF) for a logistic distribution with parameters mu (location parameter) and s (scale parameter).

var y = logcdf( 2.0, 0.0, 1.0 );
// returns ~-0.127

y = logcdf( 0.0, 0.0, 1.0 );
// returns ~-0.693

y = logcdf( -1.0, 4.0, 2.0 );
// returns ~-2.579

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

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

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

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

If provided s < 0, the function returns NaN.

var y = logcdf( 2.0, 0.0, -1.0 );
// returns NaN

If provided s = 0, the function evaluates the logarithm of the CDF of a degenerate distribution centered at mu.

var y = logcdf( 2.0, 8.0, 0.0 );
// returns -Infinity

y = logcdf( 8.0, 8.0, 0.0 );
// returns 0.0

y = logcdf( 10.0, 8.0, 0.0 );
// returns 0.0

logcdf.factory( mu, s )

Returns a function for evaluating the logarithm of the cumulative distribution function of a logistic distribution with parameters mu (location parameter) and s (scale parameter).

var mylogcdf = logcdf.factory( 10.0, 2.0 );

var y = mylogcdf( 10.0 );
// returns ~-0.693

y = mylogcdf( 8.0 );
// returns ~-1.313

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

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

var mu;
var s;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    x = randu() * 10.0;
    mu = randu() * 10.0;
    s = randu() * 10.0;
    y = logcdf( x, mu, s );
    console.log( 'x: %d, µ: %d, s: %d, ln(F(x;µ,s)): %d', x, mu, s, y );
}

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

License

See LICENSE.

@stdlib/stats-base-dists-logistic-logcdf

Usage no npm install needed!