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feat: implementation of stats/base/dists/halfnormal/mgf
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feat: implementation of stats/base/dists/halfnormal/mgf
shubham220420 e438171
fix: file path
shubham220420 183a643
fix: build errors
shubham220420 f073689
fix: build errors
shubham220420 0653c0b
fix: failing test cases
shubham220420 4a4cfde
update test.native.js
shubham220420 ff5e957
fix: add requested suggestions
shubham220420 4fae5df
fix: add requested suggestions
shubham220420 0786365
fix: add requested changes
shubham220420 5e6f0b0
fix: index.js
shubham220420 6e03c1e
fix: import in benchmark
shubham220420 81ed92e
fix: remove unused varialbe in main.c
shubham220420 311ed39
fix: add requested suggestions
shubham220420 5da96c5
fix: typo in variable decleration
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264 changes: 264 additions & 0 deletions
264
lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/README.md
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| <!-- | ||
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| @license Apache-2.0 | ||
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| Copyright (c) 2026 The Stdlib Authors. | ||
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| 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 | ||
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| http://www.apache.org/licenses/LICENSE-2.0 | ||
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| 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. | ||
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| --> | ||
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| # Moment-Generating Function | ||
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| > [Half-Normal][half-normal-distribution] distribution moment-generating function (MGF). | ||
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| <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> | ||
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| <section class="intro"> | ||
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| The [moment-generating function][mgf] for a [half-normal][half-normal-distribution] random variable is | ||
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| <!-- <equation class="equation" label="eq:halfnormal_mgf_function" align="center" raw="M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = \exp\{ \frac{1}{2}\sigma^2t^2 \} \left( 1 + \text{erf}\left( \frac{\sigma t}{\sqrt{2}} \right) \right)" alt="Moment-generating function (MGF) for a half-normal distribution."> --> | ||
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| ```math | ||
| M_X(t) := \mathbb{E}\!\left[e^{tX}\right] = \exp\{ \frac{1}{2}\sigma^2t^2 \} \left( 1 + \text{erf}\left( \frac{\sigma t}{\sqrt{2}} \right) \right) | ||
| ``` | ||
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| <!-- </equation> --> | ||
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| where `sigma > 0` is the scale parameter. | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <!-- Package usage documentation. --> | ||
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| <section class="usage"> | ||
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| ## Usage | ||
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| ```javascript | ||
| var mgf = require( '@stdlib/stats/base/dists/halfnormal/mgf' ); | ||
| ``` | ||
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| #### mgf( t, sigma ) | ||
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| Evaluates the [moment-generating function][mgf] (MGF) for a [half-normal][half-normal-distribution] distribution with parameter `sigma` (scale). | ||
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| ```javascript | ||
| var y = mgf( 2.0, 1.0 ); | ||
| // returns ~14.442 | ||
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| y = mgf( 0.0, 1.0 ); | ||
| // returns 1.0 | ||
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| y = mgf( -1.0, 2.0 ); | ||
| // returns ~0.336 | ||
| ``` | ||
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| If provided `NaN` as any argument, the function returns `NaN`. | ||
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| ```javascript | ||
| var y = mgf( NaN, 1.0 ); | ||
| // returns NaN | ||
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| y = mgf( 0.0, NaN ); | ||
| // returns NaN | ||
| ``` | ||
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| If provided `sigma <= 0`, the function returns `NaN`. | ||
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| ```javascript | ||
| var y = mgf( 2.0, 0.0 ); | ||
| // returns NaN | ||
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| y = mgf( 2.0, -1.0 ); | ||
| // returns NaN | ||
| ``` | ||
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| #### mgf.factory( sigma ) | ||
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| Returns a function for evaluating the [moment-generating function][mgf] (MGF) of a [half-normal][half-normal-distribution] distribution with scale parameter `sigma`. | ||
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| ```javascript | ||
| var mymgf = mgf.factory( 2.0 ); | ||
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| var y = mymgf( 1.0 ); | ||
| // returns ~14.442 | ||
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| y = mymgf( 0.5 ); | ||
| // returns ~2.774 | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="notes"> | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <!-- Package usage examples. --> | ||
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| <section class="examples"> | ||
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| ## Examples | ||
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| <!-- eslint no-undef: "error" --> | ||
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| ```javascript | ||
| var uniform = require( '@stdlib/random/array/uniform' ); | ||
| var logEachMap = require( '@stdlib/console/log-each-map' ); | ||
| var mgf = require( '@stdlib/stats/base/dists/halfnormal/mgf' ); | ||
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| var opts = { | ||
| 'dtype': 'float64' | ||
| }; | ||
| var sigma = uniform( 10, 0.1, 20.0, opts ); | ||
| var t = uniform( 10, 0.0, 10.0, opts ); | ||
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| logEachMap( 't: %lf, σ: %lf, M_X(t;σ): %lf', t, sigma, mgf ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| <!-- C interface documentation. --> | ||
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| * * * | ||
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| <section class="c"> | ||
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| ## C APIs | ||
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| <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. --> | ||
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| <section class="intro"> | ||
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| </section> | ||
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| <!-- /.intro --> | ||
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| <!-- C usage documentation. --> | ||
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| <section class="usage"> | ||
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| ### Usage | ||
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| ```c | ||
| #include "stdlib/stats/base/dists/halfnormal/mgf.h" | ||
| ``` | ||
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| #### stdlib_base_dists_halfnormal_mgf( t, sigma ) | ||
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| Evaluates the [moment-generating function][mgf] (MGF) for a [half-normal][half-normal-distribution] distribution with parameter `sigma` (scale). | ||
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| ```c | ||
| double y = stdlib_base_dists_halfnormal_mgf( 2.0, 1.0 ); | ||
| // returns ~14.442 | ||
| ``` | ||
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| The function accepts the following arguments: | ||
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| - **t**: `[in] double` input value. | ||
| - **sigma**: `[in] double` scale parameter. | ||
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| ```c | ||
| double stdlib_base_dists_halfnormal_mgf( const double t, const double sigma ); | ||
| ``` | ||
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| </section> | ||
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| <!-- /.usage --> | ||
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| <!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="notes"> | ||
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| </section> | ||
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| <!-- /.notes --> | ||
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| <!-- C API usage examples. --> | ||
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| <section class="examples"> | ||
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| ### Examples | ||
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| ```c | ||
| #include "stdlib/stats/base/dists/halfnormal/mgf.h" | ||
| #include "stdlib/constants/float64/eps.h" | ||
| #include <stdlib.h> | ||
| #include <stdio.h> | ||
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| static double random_uniform( const double min, const double max ) { | ||
| double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); | ||
| return min + ( v*(max-min) ); | ||
| } | ||
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| int main( void ) { | ||
| double sigma; | ||
| double t; | ||
| double y; | ||
| int i; | ||
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| for ( i = 0; i < 10; i++ ) { | ||
| t = random_uniform( 0.0, 1.0 ); | ||
| sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 ); | ||
| y = stdlib_base_dists_halfnormal_mgf( t, sigma ); | ||
| printf( "t: %lf, σ: %lf, M_X(t;σ): %lf\n", t, sigma, y ); | ||
| } | ||
| } | ||
| ``` | ||
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| </section> | ||
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| <!-- /.examples --> | ||
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| </section> | ||
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| <!-- /.c --> | ||
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| <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="references"> | ||
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| </section> | ||
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| <!-- /.references --> | ||
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| <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. --> | ||
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| <section class="related"> | ||
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| </section> | ||
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| <!-- /.related --> | ||
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| <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. --> | ||
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| <section class="links"> | ||
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| [half-normal-distribution]: https://en.wikipedia.org/wiki/Half-normal_distribution | ||
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| [mgf]: https://en.wikipedia.org/wiki/Moment-generating_function | ||
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| </section> | ||
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| <!-- /.links --> | ||
84 changes: 84 additions & 0 deletions
84
lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.js
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| /** | ||
| * @license Apache-2.0 | ||
| * | ||
| * Copyright (c) 2026 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. | ||
| */ | ||
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| 'use strict'; | ||
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| // MODULES // | ||
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| var bench = require( '@stdlib/bench' ); | ||
| var uniform = require( '@stdlib/random/array/uniform' ); | ||
| var isnan = require( '@stdlib/math/base/assert/is-nan' ); | ||
| var EPS = require( '@stdlib/constants/float64/eps' ); | ||
| var format = require( '@stdlib/string/format' ); | ||
| var pkg = require( './../package.json' ).name; | ||
| var mgf = require( './../lib' ); | ||
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| // MAIN // | ||
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| bench( pkg, function benchmark( b ) { | ||
| var sigma; | ||
| var len; | ||
| var t; | ||
| var y; | ||
| var i; | ||
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| len = 100; | ||
| t = uniform( len, 0.0, 1.0); | ||
| sigma = uniform( len, EPS, 20.0); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| y = mgf( t[ i % len ], sigma[ i % len ] ); | ||
| 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(); | ||
| }); | ||
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| bench( format( '%s::factory', pkg ), function benchmark( b ) { | ||
| var mymgf; | ||
| var sigma; | ||
| var t; | ||
| var y; | ||
| var i; | ||
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| sigma = 1.5; | ||
| mymgf = mgf.factory( sigma ); | ||
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| b.tic(); | ||
| for ( i = 0; i < b.iterations; i++ ) { | ||
| t = uniform( 0.0, 1.0 ); | ||
| y = mymgf( t ); | ||
| 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(); | ||
| }); |
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make sure to add 3 backticks after ending the C examples followed by an extra blank line.