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index.d.ts
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index.d.ts
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/*
* @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 moment-generating function (MGF) for a Laplace (double exponential) distribution.
*
* @param t - input value
* @returns evaluated MGF
*/
type Unary = ( t: number ) => number;
/**
* Interface for the moment-generating function (MGF) of a Laplace (double exponential) distribution.
*/
interface MGF {
/**
* Evaluates the moment-generating function (MGF) for a Laplace (double exponential) distribution with location parameter `mu` and scale parameter `b` at a value `t`.
*
* ## Notes
*
* - If provided `b <= 0`, the function returns `NaN`.
*
* @param t - input value
* @param mu - mean
* @param b - scale parameter
* @returns evaluated MGF
*
* @example
* var y = mgf( 0.5, 0.0, 1.0 );
* // returns ~1.333
*
* @example
* var y = mgf( 0.0, 0.0, 1.0 );
* // returns 1.0
*
* @example
* var y = mgf( -1.0, 4.0, 0.2 );
* // returns ~0.019
*
* @example
* var y = mgf( NaN, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = mgf( 0.0, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = mgf( 0.0, 0.0, NaN );
* // returns NaN
*
* @example
* var y = mgf( 1.0, 0.0, 2.0 );
* // returns NaN
*
* @example
* var y = mgf( -0.5, 0.0, 4.0 );
* // returns NaN
*
* @example
* var y = mgf( 2.0, 0.0, 0.0 );
* // returns NaN
*
* @example
* var y = mgf( 2.0, 0.0, -1.0 );
* // returns NaN
*/
( t: number, mu: number, b: number ): number;
/**
* Returns a function for evaluating the moment-generating function (MGF) of a Laplace (double exponential) distribution with location parameter `mu` and scale parameter `b`.
*
* @param mu - mean
* @param b - scale parameter
* @returns MGF
*
* @example
* var mymgf = mgf.factory( 4.0, 2.0 );
*
* var y = mymgf( 0.2 );
* // returns ~2.649
*
* y = mymgf( 0.4 );
* // returns ~13.758
*/
factory( mu: number, b: number ): Unary;
}
/**
* Laplace distribution moment-generating function (MGF).
*
* @param t - input value
* @param mu - location parameter
* @param b - scale parameter
* @returns evaluated MGF
*
* @example
* var y = mgf( 0.5, 0.0, 1.0 );
* // returns ~1.333
*
* y = mgf( 0.0, 0.0, 1.0 );
* // returns 1.0
*
* y = mgf( -1.0, 4.0, 0.2 );
* // returns ~0.019
*
* var mymgf = mgf.factory( 4.0, 2.0 );
*
* y = mymgf( 0.2 );
* // returns ~2.649
*
* y = mymgf( 0.4 );
* // returns ~13.758
*/
declare var mgf: MGF;
// EXPORTS //
export = mgf;