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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 cumulative distribution function (CDF) for a Lévy distribution.
*
* @param x - input value
* @returns evaluated CDF
*/
type Unary = ( x: number ) => number;
/**
* Interface for the cumulative distribution function (CDF) of a Lévy distribution.
*/
interface CDF {
/**
* Evaluates the cumulative distribution function (CDF) for a Lévy distribution with location parameter `mu` and scale parameter `c` at value `x`.
*
* ## Notes
*
* - If provided `c = < 0`, the function returns `NaN`.
*
* @param x - input value
* @param mu - location parameter
* @param c - scale parameter
* @returns evaluated CDF
*
* @example
* var y = cdf( 2.0, 0.0, 1.0 );
* // returns ~0.48
*
* @example
* var y = cdf( 12.0, 10.0, 3.0 );
* // returns ~0.221
*
* @example
* var y = cdf( 9.0, 10.0, 3.0 );
* // returns 0.0
*
* @example
* var y = cdf( NaN, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = cdf( 2, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = cdf( 2.0, 0.0, NaN );
* // returns NaN
*
* @example
* // Negative scale parameter:
* var y = cdf( 2.0, 0.0, -1.0 );
* // returns NaN
*/
( x: number, mu: number, b: number ): number;
/**
* Returns a function for evaluating the cumulative distribution function (CDF) for a Lévy distribution with location parameter `mu` and scale parameter `c`.
*
* @param mu - location parameter
* @param c - scale parameter
* @returns CDF
*
* @example
* var myCDF = cdf.factory( 3.0, 1.5 );
*
* var y = myCDF( 4.0 );
* // returns ~0.22
*
* y = myCDF( 2.0 );
* // returns 0.0
*/
factory( mu: number, c: number ): Unary;
}
/**
* Lévy distribution cumulative distribution function (CDF).
*
* @param x - input value
* @param mu - location parameter
* @param c - scale parameter
* @returns evaluated CDF
*
* @example
* var y = cdf( 10.0, 0.0, 3.0 );
* // returns ~0.584
*
* y = cdf( 0.3, 0.0, 3.0 );
* // returns ~0.002
*
* var myCDF = cdf.factory( 2.0, 3.0 );
* y = myCDF( 100.0 );
* // returns ~0.861
*
* y = myCDF( 10.0 );
* // returns ~0.54
*
* y = myCDF( 2.0 );
* // returns 0.0
*/
declare var cdf: CDF;
// EXPORTS //
export = cdf;