diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/README.md b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/README.md new file mode 100644 index 000000000000..9c82d2047bf4 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/README.md @@ -0,0 +1,139 @@ + + +# Variance + +> Planck distribution [variance][variance]. + + + +
+ +The [variance][variance] for a Planck random variable is + + + +```math +\mathop{\mathrm{Var}}\left( X \right) = \frac{e^{-\lambda}}{\left( 1 - e^{-\lambda} \right)^{2}} +``` + + + +where `λ` is the shape parameter. + +
+ + + + + +
+ +## Usage + +```javascript +var variance = require( '@stdlib/stats/base/dists/planck/variance' ); +``` + +#### variance( lambda ) + +Returns the [variance][variance] of a Planck distribution with shape parameter `λ`. + +```javascript +var v = variance( 0.1 ); +// returns ~99.9167 + +v = variance( 1.5 ); +// returns ~0.3697 +``` + +If provided a shape parameter `λ` which is nonpositive, the function returns `NaN`. + +```javascript +var v = variance( NaN ); +// returns NaN + +v = variance( -1.0 ); +// returns NaN +``` + +
+ + + + + +
+ +
+ + + + + +
+ +## Examples + + + +```javascript +var uniform = require( '@stdlib/random/array/uniform' ); +var variance = require( '@stdlib/stats/base/dists/planck/variance' ); + +var lambda = uniform( 10, 0.1, 10.0 ); + +var v; +var i; +for ( i = 0; i < lambda.length; i++ ) { + v = variance( lambda[ i ] ); + console.log( 'λ: %d, Var(X;λ): %d', lambda[ i ].toFixed( 4 ), v.toFixed( 4 ) ); +} +``` + +
+ + + + + +
+ +
+ + + + + +
+ +
+ + + + + +
+ +[variance]: https://en.wikipedia.org/wiki/Variance + +
+ + diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/benchmark/benchmark.js new file mode 100644 index 000000000000..ebb92df17d77 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/benchmark/benchmark.js @@ -0,0 +1,52 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +'use strict'; + +// MODULES // + +var bench = require( '@stdlib/bench' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var pkg = require( './../package.json' ).name; +var variance = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var lambda; + var y; + var i; + + lambda = uniform( 100, 0.1, 10.0 ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = variance( lambda[ i % lambda.length ] ); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/repl.txt b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/repl.txt new file mode 100644 index 000000000000..4222b2721303 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/repl.txt @@ -0,0 +1,26 @@ + +{{alias}}( λ ) + Returns the variance of a Planck distribution with shape parameter `λ`. + + If `λ <= 0`, the function returns `NaN`. + + Parameters + ---------- + λ: number + Shape parameter. + + Returns + ------- + out: number + Variance. + + Examples + -------- + > var v = {{alias}}( 0.1 ) + ~99.9167 + > v = {{alias}}( 1.5 ) + ~0.3697 + + See Also + -------- + diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/index.d.ts new file mode 100644 index 000000000000..ac0c4500cb3d --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/index.d.ts @@ -0,0 +1,52 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2024 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: 4.1 + +/** +* Returns the variance of a Planck distribution. +* +* ## Notes +* +* - If `lambda <= 0`, the function returns `NaN`. +* +* @param lambda - shape parameter +* @returns variance +* +* @example +* var v = variance( 0.1 ); +* // returns ~99.9167 +* +* @example +* var v = variance( 1.5 ); +* // returns ~0.3697 +* +* @example +* var v = variance( -1.0 ); +* // returns NaN +* +* @example +* var v = variance( NaN ); +* // returns NaN +*/ +declare function variance( lambda: number ): number; + + +// EXPORTS // + +export = variance; diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/test.ts b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/test.ts new file mode 100644 index 000000000000..8eb5443862dc --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/docs/types/test.ts @@ -0,0 +1,44 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +import variance = require( './index' ); + + +// TESTS // + +// The function returns a number... +{ + variance( 0.3 ); // $ExpectType number +} + +// The compiler throws an error if the function is provided a value other than a number... +{ + variance( true ); // $ExpectError + variance( false ); // $ExpectError + variance( null ); // $ExpectError + variance( undefined ); // $ExpectError + variance( '5' ); // $ExpectError + variance( [] ); // $ExpectError + variance( {} ); // $ExpectError + variance( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided insufficient arguments... +{ + variance(); // $ExpectError +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/examples/index.js b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/examples/index.js new file mode 100644 index 000000000000..873b62373062 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/examples/index.js @@ -0,0 +1,31 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +'use strict'; + +var uniform = require( '@stdlib/random/array/uniform' ); +var variance = require( './../lib' ); + +var lambda = uniform( 10, 0.1, 10.0 ); + +var v; +var i; +for ( i = 0; i < lambda.length; i++ ) { + v = variance( lambda[ i ] ); + console.log( 'λ: %d, Var(X;λ): %d', lambda[ i ].toFixed( 4 ), v.toFixed( 4 ) ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/index.js b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/index.js new file mode 100644 index 000000000000..0e8c4e36d86e --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/index.js @@ -0,0 +1,43 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +'use strict'; + +/** +* Planck distribution variance. +* +* @module @stdlib/stats/base/dists/planck/variance +* +* @example +* var variance = require( '@stdlib/stats/base/dists/planck/variance' ); +* +* var v = variance( 0.1 ); +* // returns ~99.9167 +* +* v = variance( 1.5 ); +* // returns ~0.3697 +*/ + +// MODULES // + +var main = require( './main.js' ); + + +// EXPORTS // + +module.exports = main; diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/main.js new file mode 100644 index 000000000000..1ab86cc42df8 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/lib/main.js @@ -0,0 +1,64 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +'use strict'; + +// MODULES // + +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var exp = require( '@stdlib/math/base/special/exp' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); + + +// MAIN // + +/** +* Returns the variance of a Planck distribution. +* +* @param {PositiveNumber} lambda - shape parameter +* @returns {PositiveNumber} variance +* +* @example +* var v = variance( 0.1 ); +* // returns ~99.9167 +* +* @example +* var v = variance( 1.5 ); +* // returns ~0.3697 +* +* @example +* var v = variance( -1.0 ); +* // returns NaN +* +* @example +* var v = variance( NaN ); +* // returns NaN +*/ +function variance( lambda ) { + var temp; + if ( isnan( lambda ) || lambda <= 0.0 ) { + return NaN; + } + temp = expm1( -lambda ); + return exp( -lambda ) / ( temp * temp ); +} + + +// EXPORTS // + +module.exports = variance; diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/package.json b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/package.json new file mode 100644 index 000000000000..389f89233e86 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/package.json @@ -0,0 +1,69 @@ +{ + "name": "@stdlib/stats/base/dists/planck/variance", + "version": "0.0.0", + "description": "Planck distribution variance.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "lib": "./lib", + "test": "./test" + }, + "types": "./docs/types", + "scripts": {}, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stdlib.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": {}, + "devDependencies": {}, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "distribution", + "dist", + "planck", + "parameter", + "memoryless", + "life-time", + "discrete", + "variance", + "spread", + "dispersion", + "deviation", + "univariate" + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/fixtures/python/data.json b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/fixtures/python/data.json new file mode 100644 index 000000000000..0031a8a8b5dc --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/fixtures/python/data.json @@ -0,0 +1 @@ +{"lambda": [1.8750010058418831, 8.151303777849591, 6.885998262834758, 13.086672986037751, 13.503035075315534, 5.51966622278316, 16.046645684764776, 18.225623549817783, 8.173827497420492, 0.9574235950217491, 0.48059472064666986, 10.70501168468559, 3.9075447040564026, 19.446907861216708, 13.764197601854223, 9.088268844971077, 11.493907076904291, 3.032485936710536, 10.438507510774638, 8.013217513833899, 13.525306516906994, 5.629148351884899, 1.4589807529258092, 15.34340306861418, 14.627847216481236, 10.407746296483078, 11.766149244938402, 3.329226878919027, 3.410759766253695, 10.913592999545243, 11.560257480846577, 0.2007146396253945, 10.879094636168995, 18.838047549017798, 14.898534181768836, 12.577781549716718, 7.99426879723101, 19.278545239734775, 8.200267695640555, 9.854384114328754, 7.2782592871167555, 0.6094040941241063, 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python +# +# @license Apache-2.0 +# +# Copyright (c) 2024 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. + +"""Generate fixtures.""" + +import os +import json +import numpy as np +from scipy.stats import planck + +# Get the file path: +FILE = os.path.realpath(__file__) + +# Extract the directory in which this file resides: +DIR = os.path.dirname(FILE) + + +def gen(lam, name): + """ + Generate fixture data and write to file. + + # Arguments + + * `lam`: shape parameter. + * `name::str`: output filename. + + # Examples + + ```python + python> lam = np.random.rand(1000) * 20 + python> gen(lam, "data.json") + ``` + """ + # Compute variance values: + z = np.array(planck.var(lam)) + + # Store data to be written to file as a dictionary: + data = { + "lambda": lam.tolist(), + "expected": z.tolist() + } + + # Based on the script directory, create an output filepath: + filepath = os.path.join(DIR, name) + + # Write the data to the output filepath as JSON: + with open(filepath, "w", encoding='utf-8') as outfile: + json.dump(data, outfile) + + # Include trailing newline: + with open(filepath, "a", encoding='utf-8') as outfile: + outfile.write("\n") + + +def main(): + """Generate fixture data.""" + lam = np.random.rand(1000) * 20.0 + gen(lam, "data.json") + + +if __name__ == "__main__": + main() diff --git a/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/test.js b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/test.js new file mode 100644 index 000000000000..369cb840e8d9 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/planck/variance/test/test.js @@ -0,0 +1,81 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2024 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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var variance = require( './../lib' ); + + +// FIXTURES // + +var data = require( './fixtures/python/data.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof variance, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for `lambda`, the function returns `NaN`', function test( t ) { + var v = variance( NaN ); + t.equal( isnan( v ), true, 'returns expected value' ); + t.end(); +}); + +tape( 'if provided a shape parameter `lambda` which is nonpositive, the function returns `NaN`', function test( t ) { + var v; + + v = variance( 0.0 ); + t.equal( isnan( v ), true, 'returns expected value' ); + + v = variance( -1.0 ); + t.equal( isnan( v ), true, 'returns expected value' ); + t.end(); +}); + +tape( 'the function returns the variance of a Planck distribution', function test( t ) { + var expected; + var lambda; + var delta; + var tol; + var i; + var y; + + expected = data.expected; + lambda = data.lambda; + for ( i = 0; i < expected.length; i++ ) { + y = variance( lambda[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 1.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. lambda: '+lambda[ i ]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +});