Skip to content

Commit d27d94f

Browse files
feat: add-gamma-mgf
1 parent 8785e54 commit d27d94f

File tree

16 files changed

+1462
-0
lines changed

16 files changed

+1462
-0
lines changed

lib/node_modules/@stdlib/stats/base/dists/gamma/mgf/README.md

Lines changed: 105 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -166,6 +166,111 @@ for ( i = 0; i < 10; i++ ) {
166166

167167
<!-- /.examples -->
168168

169+
<!-- C interface documentation. -->
170+
171+
* * *
172+
173+
<section class="c">
174+
175+
## C APIs
176+
177+
<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
178+
179+
<section class="intro">
180+
181+
</section>
182+
183+
<!-- /.intro -->
184+
185+
<!-- C usage documentation. -->
186+
187+
<section class="usage">
188+
189+
### Usage
190+
191+
```c
192+
#include "stdlib/stats/base/dists/gamma/mgf.h"
193+
```
194+
195+
#### stdlib_base_dists_gamma_mgf( t, alpha, beta )
196+
197+
Evaluates the moment-generating function (MGF) for a gamma distribution.
198+
199+
```c
200+
double y = stdlib_base_dists_gamma_mgf( 0.5, 0.5, 1.0 );
201+
// returns ~1.414
202+
203+
y = stdlib_base_dists_gamma_mgf( 0.1, 1.0, 1.0 );
204+
// returns ~1.111
205+
206+
y = stdlib_base_dists_gamma_mgf( -1.0, 4.0, 2.0 );
207+
// returns ~0.198
208+
209+
y = stdlib_base_dists_gamma_mgf( NaN, 1.0, 1.0 );
210+
// returns NaN
211+
212+
y = stdlib_base_dists_gamma_mgf( 0.0, NaN, 1.0 );
213+
// returns NaN
214+
```
215+
216+
The function accepts the following arguments:
217+
218+
- **t**: `[in] double` input value.
219+
- **alpha**: `[in] double` shape parameter
220+
- **beta**: `[in] double` rate parameter
221+
222+
```c
223+
double stdlib_base_dists_gamma_mgf( const double t, const double alpha, const double beta );
224+
```
225+
226+
</section>
227+
228+
<!-- /.usage -->
229+
230+
<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
231+
232+
<section class="notes">
233+
234+
</section>
235+
236+
<!-- /.notes -->
237+
238+
<!-- C API usage examples. -->
239+
240+
<section class="examples">
241+
242+
### Examples
243+
244+
```c
245+
#include "stdlib/stats/base/dists/gamma/mgf.h"
246+
#include <stdlib.h>
247+
#include <stdio.h>
248+
249+
int main( void ) {
250+
double alpha;
251+
double beta;
252+
double t;
253+
double y;
254+
int i;
255+
256+
for ( i = 0; i < 10; i++ ) {
257+
t = ( (double)rand() / (double)RAND_MAX ) * 3.0;
258+
alpha = ( (double)rand() / (double)RAND_MAX ) * 5.0;
259+
beta = ( (double)rand() / (double)RAND_MAX ) * 5.0;
260+
y = stdlib_base_dists_gamma_mgf( t, alpha, beta );
261+
printf( "t: %1f, α: %1f, β: %1f, M_X(t;α,β): %lf\n", t, alpha , beta , y );
262+
}
263+
}
264+
```
265+
266+
</section>
267+
268+
<!-- /.examples -->
269+
270+
</section>
271+
272+
<!-- /.c -->
273+
169274
<!-- 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. -->
170275

171276
<section class="references">
Lines changed: 93 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,93 @@
1+
/**
2+
* @license Apache-2.0
3+
*
4+
* Copyright (c) 2024 The Stdlib Authors.
5+
*
6+
* Licensed under the Apache License, Version 2.0 (the "License");
7+
* you may not use this file except in compliance with the License.
8+
* You may obtain a copy of the License at
9+
*
10+
* http://www.apache.org/licenses/LICENSE-2.0
11+
*
12+
* Unless required by applicable law or agreed to in writing, software
13+
* distributed under the License is distributed on an "AS IS" BASIS,
14+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
15+
* See the License for the specific language governing permissions and
16+
* limitations under the License.
17+
*/
18+
19+
'use strict';
20+
21+
// MODULES //
22+
23+
var resolve = require( 'path' ).resolve;
24+
var bench = require( '@stdlib/bench' );
25+
var randu = require( '@stdlib/random/base/randu' );
26+
var isnan = require( '@stdlib/math/base/assert/is-nan' );
27+
var tryRequire = require( '@stdlib/utils/try-require' );
28+
var EPS = require( '@stdlib/constants/float64/eps' );
29+
var pkg = require( './../package.json' ).name;
30+
31+
32+
// VARIABLES //
33+
34+
var mgf = tryRequire( resolve( __dirname, './../lib/native.js' ) );
35+
var opts = {
36+
'skip': ( mgf instanceof Error )
37+
};
38+
39+
40+
// MAIN //
41+
42+
bench( pkg+'::native', opts, function benchmark( b ) {
43+
var alpha;
44+
var beta;
45+
var t;
46+
var y;
47+
var i;
48+
49+
b.tic();
50+
for ( i = 0; i < b.iterations; i++ ) {
51+
alpha = ( randu()*100.0 ) + EPS;
52+
beta = ( randu()*100.0 ) + EPS;
53+
t = randu() * beta;
54+
y = mgf( t, alpha, beta );
55+
if ( isnan( y ) ) {
56+
b.fail( 'should not return NaN' );
57+
}
58+
}
59+
b.toc();
60+
if ( isnan( y ) ) {
61+
b.fail( 'should not return NaN' );
62+
}
63+
b.pass( 'benchmark finished' );
64+
b.end();
65+
});
66+
67+
bench( pkg+':factory', opts, function benchmark( b ) {
68+
var mymgf;
69+
var alpha;
70+
var beta;
71+
var t;
72+
var y;
73+
var i;
74+
75+
alpha = 20.0;
76+
beta = 15.0;
77+
mymgf = mgf.factory( alpha, beta );
78+
79+
b.tic();
80+
for ( i = 0; i < b.iterations; i++ ) {
81+
t = randu() * beta;
82+
y = mymgf( t );
83+
if ( isnan( y ) ) {
84+
b.fail( 'should not return NaN' );
85+
}
86+
}
87+
b.toc();
88+
if ( isnan( y ) ) {
89+
b.fail( 'should not return NaN' );
90+
}
91+
b.pass( 'benchmark finished' );
92+
b.end();
93+
});
Lines changed: 146 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,146 @@
1+
#/
2+
# @license Apache-2.0
3+
#
4+
# Copyright (c) 2024 The Stdlib Authors.
5+
#
6+
# Licensed under the Apache License, Version 2.0 (the "License");
7+
# you may not use this file except in compliance with the License.
8+
# You may obtain a copy of the License at
9+
#
10+
# http://www.apache.org/licenses/LICENSE-2.0
11+
#
12+
# Unless required by applicable law or agreed to in writing, software
13+
# distributed under the License is distributed on an "AS IS" BASIS,
14+
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
15+
# See the License for the specific language governing permissions and
16+
# limitations under the License.
17+
#/
18+
19+
# VARIABLES #
20+
21+
ifndef VERBOSE
22+
QUIET := @
23+
else
24+
QUIET :=
25+
endif
26+
27+
# Determine the OS ([1][1], [2][2]).
28+
#
29+
# [1]: https://en.wikipedia.org/wiki/Uname#Examples
30+
# [2]: http://stackoverflow.com/a/27776822/2225624
31+
OS ?= $(shell uname)
32+
ifneq (, $(findstring MINGW,$(OS)))
33+
OS := WINNT
34+
else
35+
ifneq (, $(findstring MSYS,$(OS)))
36+
OS := WINNT
37+
else
38+
ifneq (, $(findstring CYGWIN,$(OS)))
39+
OS := WINNT
40+
else
41+
ifneq (, $(findstring Windows_NT,$(OS)))
42+
OS := WINNT
43+
endif
44+
endif
45+
endif
46+
endif
47+
48+
# Define the program used for compiling C source files:
49+
ifdef C_COMPILER
50+
CC := $(C_COMPILER)
51+
else
52+
CC := gcc
53+
endif
54+
55+
# Define the command-line options when compiling C files:
56+
CFLAGS ?= \
57+
-std=c99 \
58+
-O3 \
59+
-Wall \
60+
-pedantic
61+
62+
# Determine whether to generate position independent code ([1][1], [2][2]).
63+
#
64+
# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options
65+
# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option
66+
ifeq ($(OS), WINNT)
67+
fPIC ?=
68+
else
69+
fPIC ?= -fPIC
70+
endif
71+
72+
# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`):
73+
INCLUDE ?=
74+
75+
# List of source files:
76+
SOURCE_FILES ?=
77+
78+
# List of libraries (e.g., `-lopenblas -lpthread`):
79+
LIBRARIES ?=
80+
81+
# List of library paths (e.g., `-L /foo/bar -L /beep/boop`):
82+
LIBPATH ?=
83+
84+
# List of C targets:
85+
c_targets := benchmark.out
86+
87+
88+
# RULES #
89+
90+
#/
91+
# Compiles source files.
92+
#
93+
# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`)
94+
# @param {string} [CFLAGS] - C compiler options
95+
# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
96+
# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`)
97+
# @param {string} [SOURCE_FILES] - list of source files
98+
# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`)
99+
# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`)
100+
#
101+
# @example
102+
# make
103+
#
104+
# @example
105+
# make all
106+
#/
107+
all: $(c_targets)
108+
109+
.PHONY: all
110+
111+
#/
112+
# Compiles C source files.
113+
#
114+
# @private
115+
# @param {string} CC - C compiler (e.g., `gcc`)
116+
# @param {string} CFLAGS - C compiler options
117+
# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`)
118+
# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`)
119+
# @param {string} SOURCE_FILES - list of source files
120+
# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`)
121+
# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`)
122+
#/
123+
$(c_targets): %.out: %.c
124+
$(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES)
125+
126+
#/
127+
# Runs compiled benchmarks.
128+
#
129+
# @example
130+
# make run
131+
#/
132+
run: $(c_targets)
133+
$(QUIET) ./$<
134+
135+
.PHONY: run
136+
137+
#/
138+
# Removes generated files.
139+
#
140+
# @example
141+
# make clean
142+
#/
143+
clean:
144+
$(QUIET) -rm -f *.o *.out
145+
146+
.PHONY: clean

0 commit comments

Comments
 (0)