diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md index c7ebf1058867..b17a57199ff2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/README.md @@ -133,7 +133,8 @@ y = mypdf( 4.0 ); ```javascript -var randu = require( '@stdlib/random/base/randu' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var EPS = require( '@stdlib/constants/float64/eps' ); var pdf = require( '@stdlib/stats/base/dists/gamma/pdf' ); var alpha; @@ -142,12 +143,13 @@ var x; var y; var i; -for ( i = 0; i < 10; i++ ) { - x = randu() * 3.0; - alpha = randu() * 5.0; - beta = randu() * 5.0; - y = pdf( x, alpha, beta ); - console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); +x = uniform( 10, 0.0, 3.0 ); +alpha = uniform( 10, EPS, 5.0 ); +beta = uniform( 10, EPS, 5.0 ); + +for ( i = 0; i < x.length; i++ ) { + y = pdf( x[ i ], alpha[ i ], beta[ i ] ); + console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x[ i ].toFixed( 4 ), alpha[ i ].toFixed( 4 ), beta[ i ].toFixed( 4 ), y.toFixed( 4 ) ); } ``` @@ -155,6 +157,105 @@ for ( i = 0; i < 10; i++ ) { + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/gamma/pdf.h" +``` + +#### stdlib_base_dists_gamma_pdf( x, alpha, beta ) + +Evaluates the [probability density function][pdf] (PDF) for a [gamma][gamma-distribution] distribution with parameters `alpha` (shape parameter) and `beta` (rate parameter). + +```c +double y = stdlib_base_dists_gamma_pdf( 2.0, 0.5, 1.0 ); +// returns ~0.054 +``` + +The function accepts the following arguments: + +- **x**: `[in] double` input value. +- **alpha**: `[in] double` shape parameter. +- **beta**: `[in] double` rate parameter. + +```c +double stdlib_base_dists_gamma_pdf( const double x, const double alpha, const double beta ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include + +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +int main( void ) { + double alpha; + double beta; + double x; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + x = random_uniform( 0.0, 3.0 ); + alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); + printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); + } +} +``` + +
+ + + +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js new file mode 100644 index 000000000000..88da6e5a4154 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/benchmark.native.js @@ -0,0 +1,68 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 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 resolve = require( 'path' ).resolve; +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 tryRequire = require( '@stdlib/utils/try-require' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var pdf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( pdf instanceof Error ) +}; + + +// MAIN // + +bench( pkg+'::native', opts, function benchmark( b ) { + var alpha; + var beta; + var len; + var x; + var y; + var i; + + len = 100; + x = uniform( len, EPS, 100.0 ); + alpha = uniform( len, EPS, 100.0 ); + beta = uniform( len, EPS, 100.0 ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = pdf( x[ i % len ], alpha[ i % len ], beta[ 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile new file mode 100644 index 000000000000..a4bd7b38fd74 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2025 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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := benchmark.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled benchmarks. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c new file mode 100644 index 000000000000..8f51b5e9d406 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/benchmark/c/benchmark.c @@ -0,0 +1,143 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 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. +*/ + +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include +#include + +#define NAME "gamma-pdf" +#define ITERATIONS 1000000 +#define REPEATS 3 + +/** +* Prints the TAP version. +*/ +static void print_version( void ) { + printf( "TAP version 13\n" ); +} + +/** +* Prints the TAP summary. +* +* @param total total number of tests +* @param passing total number of passing tests +*/ +static void print_summary( int total, int passing ) { + printf( "#\n" ); + printf( "1..%d\n", total ); // TAP plan + printf( "# total %d\n", total ); + printf( "# pass %d\n", passing ); + printf( "#\n" ); + printf( "# ok\n" ); +} + +/** +* Prints benchmarks results. +* +* @param elapsed elapsed time in seconds +*/ +static void print_results( double elapsed ) { + double rate = (double)ITERATIONS / elapsed; + printf( " ---\n" ); + printf( " iterations: %d\n", ITERATIONS ); + printf( " elapsed: %0.9f\n", elapsed ); + printf( " rate: %0.9f\n", rate ); + printf( " ...\n" ); +} + +/** +* Returns a clock time. +* +* @return clock time +*/ +static double tic( void ) { + struct timeval now; + gettimeofday( &now, NULL ); + return (double)now.tv_sec + (double)now.tv_usec/1.0e6; +} + +/** +* Generates a random number on the interval [min,max). +* +* @param min minimum value (inclusive) +* @param max maximum value (exclusive) +* @return random number +*/ +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +/** +* Runs a benchmark. +* +* @return elapsed time in seconds +*/ +static double benchmark( void ) { + double elapsed; + double x[ 100 ]; + double alpha[ 100 ]; + double beta[ 100 ]; + double y; + double t; + int i; + + for ( i = 0; i < 100; i++ ) { + x[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + alpha[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + beta[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 100.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_gamma_pdf( x[ i % 100 ], alpha[ i % 100 ], beta[ i % 100 ] ); + if ( y != y ) { + printf( "should not return NaN\n" ); + break; + } + } + elapsed = tic() - t; + if ( y != y ) { + printf( "should not return NaN\n" ); + } + return elapsed; +} + +/** +* Main execution sequence. +*/ +int main( void ) { + double elapsed; + int i; + + // Use the current time to seed the random number generator: + srand( time( NULL ) ); + + print_version(); + for ( i = 0; i < REPEATS; i++ ) { + printf( "# c::%s\n", NAME ); + elapsed = benchmark(); + print_results( elapsed ); + printf( "ok %d benchmark finished\n", i+1 ); + } + print_summary( REPEATS, REPEATS ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp new file mode 100644 index 000000000000..68a1ca11d160 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/binding.gyp @@ -0,0 +1,170 @@ +# @license Apache-2.0 +# +# Copyright (c) 2025 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. + +# A `.gyp` file for building a Node.js native add-on. +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # List of files to include in this file: + 'includes': [ + './include.gypi', + ], + + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Target name should match the add-on export name: + 'addon_target_name%': 'addon', + + # Set variables based on the host OS: + 'conditions': [ + [ + 'OS=="win"', + { + # Define the object file suffix: + 'obj': 'obj', + }, + { + # Define the object file suffix: + 'obj': 'o', + } + ], # end condition (OS=="win") + ], # end conditions + }, # end variables + + # Define compile targets: + 'targets': [ + + # Target to generate an add-on: + { + # The target name should match the add-on export name: + 'target_name': '<(addon_target_name)', + + # Define dependencies: + 'dependencies': [], + + # Define directories which contain relevant include headers: + 'include_dirs': [ + # Local include directory: + '<@(include_dirs)', + ], + + # List of source files: + 'sources': [ + '<@(src_files)', + ], + + # Settings which should be applied when a target's object files are used as linker input: + 'link_settings': { + # Define libraries: + 'libraries': [ + '<@(libraries)', + ], + + # Define library directories: + 'library_dirs': [ + '<@(library_dirs)', + ], + }, + + # C/C++ compiler flags: + 'cflags': [ + # Enable commonly used warning options: + '-Wall', + + # Aggressive optimization: + '-O3', + ], + + # C specific compiler flags: + 'cflags_c': [ + # Specify the C standard to which a program is expected to conform: + '-std=c99', + ], + + # C++ specific compiler flags: + 'cflags_cpp': [ + # Specify the C++ standard to which a program is expected to conform: + '-std=c++11', + ], + + # Linker flags: + 'ldflags': [], + + # Apply conditions based on the host OS: + 'conditions': [ + [ + 'OS=="mac"', + { + # Linker flags: + 'ldflags': [ + '-undefined dynamic_lookup', + '-Wl,-no-pie', + '-Wl,-search_paths_first', + ], + }, + ], # end condition (OS=="mac") + [ + 'OS!="win"', + { + # C/C++ flags: + 'cflags': [ + # Generate platform-independent code: + '-fPIC', + ], + }, + ], # end condition (OS!="win") + ], # end conditions + }, # end target <(addon_target_name) + + # Target to copy a generated add-on to a standard location: + { + 'target_name': 'copy_addon', + + # Declare that the output of this target is not linked: + 'type': 'none', + + # Define dependencies: + 'dependencies': [ + # Require that the add-on be generated before building this target: + '<(addon_target_name)', + ], + + # Define a list of actions: + 'actions': [ + { + 'action_name': 'copy_addon', + 'message': 'Copying addon...', + + # Explicitly list the inputs in the command-line invocation below: + 'inputs': [], + + # Declare the expected outputs: + 'outputs': [ + '<(addon_output_dir)/<(addon_target_name).node', + ], + + # Define the command-line invocation: + 'action': [ + 'cp', + '<(PRODUCT_DIR)/<(addon_target_name).node', + '<(addon_output_dir)/<(addon_target_name).node', + ], + }, + ], # end actions + }, # end target copy_addon + ], # end targets +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile new file mode 100644 index 000000000000..25ced822f96a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @license Apache-2.0 +# +# Copyright (c) 2025 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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := example.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled examples. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c new file mode 100644 index 000000000000..f9b8404d00e9 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/c/example.c @@ -0,0 +1,44 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 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. +*/ + +#include "stdlib/stats/base/dists/gamma/pdf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include + +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +int main( void ) { + double alpha; + double beta; + double x; + double y; + int i; + + for ( i = 0; i < 25; i++ ) { + x = random_uniform( 0.0, 3.0 ); + alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 ); + y = stdlib_base_dists_gamma_pdf( x, alpha, beta ); + printf( "x: %lf, α: %lf, β: %lf, f(x;α,β): %lf\n", x, alpha, beta, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js index 3ca528a12c75..c47f59c1e804 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/examples/index.js @@ -18,7 +18,8 @@ 'use strict'; -var randu = require( '@stdlib/random/base/randu' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var EPS = require( '@stdlib/constants/float64/eps' ); var pdf = require( './../lib' ); var alpha; @@ -27,10 +28,11 @@ var x; var y; var i; -for ( i = 0; i < 10; i++ ) { - x = randu() * 3.0; - alpha = randu() * 5.0; - beta = randu() * 5.0; - y = pdf( x, alpha, beta ); - console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) ); +x = uniform( 10, 0.0, 3.0 ); +alpha = uniform( 10, EPS, 5.0 ); +beta = uniform( 10, EPS, 5.0 ); + +for ( i = 0; i < x.length; i++ ) { + y = pdf( x[ i ], alpha[ i ], beta[ i ] ); + console.log( 'x: %d, α: %d, β: %d, f(x;α,β): %d', x[ i ].toFixed( 4 ), alpha[ i ].toFixed( 4 ), beta[ i ].toFixed( 4 ), y.toFixed( 4 ) ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi new file mode 100644 index 000000000000..ecfaf82a3279 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/include.gypi @@ -0,0 +1,53 @@ +# @license Apache-2.0 +# +# Copyright (c) 2025 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. + +# A GYP include file for building a Node.js native add-on. +# +# Main documentation: +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Source directory: + 'src_dir': './src', + + # Include directories: + 'include_dirs': [ + ' 1, and for high precision types very small values of `a` can give rather erroneous results for gamma: + if ( z <= STDLIB_CONSTANT_FLOAT64_MIN_LN ) { + // Use logs, so should be free of cancellation errors: + return stdlib_base_exp( ( a * stdlib_base_ln(z) ) - z - stdlib_base_gammaln( a ) ); + } + // No danger of overflow as gamma(a) < 1/a for small a, so direct calculation: + return stdlib_base_pow( z, a ) * stdlib_base_exp( -z ) / stdlib_base_gamma( a ); + } + if ( stdlib_base_abs(d*d*a) <= 100.0 && a > 150.0 ) { + // Special case for large a and a ~ z: + prefix = ( a * ( stdlib_base_log1p( d ) - d ) ) + ( z * ( 0.5-STDLIB_CONSTANT_FLOAT64_GAMMA_LANCZOS_G ) / agh ); + prefix = stdlib_base_exp( prefix ); + } + else { + // General case. Direct computation is most accurate, but use various fallbacks for different parts of the problem domain: + alz = a * stdlib_base_ln(z / agh); + amz = a - z; + if ( + stdlib_base_min(alz, amz) <= STDLIB_CONSTANT_FLOAT64_MIN_LN || + stdlib_base_max(alz, amz) >= STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + amza = amz / a; + if ( + stdlib_base_min(alz, amz)/2.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/2.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + // Compute square root of the result and then square it: + sq = stdlib_base_pow( z / agh, a / 2.0 ) * stdlib_base_exp( amz / 2.0 ); + prefix = sq * sq; + } + else if ( + stdlib_base_min(alz, amz)/4.0 > STDLIB_CONSTANT_FLOAT64_MIN_LN && + stdlib_base_max(alz, amz)/4.0 < STDLIB_CONSTANT_FLOAT64_MAX_LN && + z > a + ) { + // Compute the 4th root of the result then square it twice: + sq = stdlib_base_pow( z / agh, a / 4.0 ) * stdlib_base_exp( amz / 4.0 ); + prefix = sq * sq; + prefix *= prefix; + } + else if ( + amza > STDLIB_CONSTANT_FLOAT64_MIN_LN && + amza < STDLIB_CONSTANT_FLOAT64_MAX_LN + ) { + prefix = stdlib_base_pow( (z * stdlib_base_exp(amza)) / agh, a ); + } + else { + prefix = stdlib_base_exp( alz + amz ); + } + } + else + { + prefix = stdlib_base_pow( z / agh, a ) * stdlib_base_exp( amz ); + } + } + prefix *= stdlib_base_sqrt( agh / STDLIB_CONSTANT_FLOAT64_E ) / stdlib_base_gamma_lanczos_sum_expg_scaled( a ); + return prefix; +} + +/** +* Calculates the partial derivative with respect to x of the incomplete gamma function. +* +* @param a function parameter +* @param x function parameter +* @return function value +*/ +static double gamma_deriv( const double a, const double x ) { + double f1; + if ( a <= 0.0 ) { + return 0.0/0.0; // NaN + } + if ( x < 0.0 ) { + return 0.0/0.0; // NaN + } + if ( x == 0.0 ) { + if ( a > 1.0 ) { + return 0.0; + } + return ( a == 1.0 ) ? 1.0 : STDLIB_CONSTANT_FLOAT64_PINF; + } + f1 = regularized_prefix( a, x ); + if ( x < 1.0 && ( STDLIB_CONSTANT_FLOAT64_MAX * x < f1 ) ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + if ( f1 == 0.0 ) { + // Underflow in calculation, use logs instead: + f1 = (a * stdlib_base_ln( x )) - x - stdlib_base_gammaln( a ) - stdlib_base_ln( x ); + f1 = stdlib_base_exp( f1 ); + } else { + f1 /= x; + } + return f1; +} + +/** +* Evaluates the probability density function (PDF) for a gamma distribution with shape parameter `alpha` and rate parameter `beta` at a value `x`. +* +* @param x input value +* @param alpha shape parameter +* @param beta rate parameter +* @return evaluated PDF +* +* @example +* double y = stdlib_base_dists_gamma_pdf( 2.0, 0.5, 1.0 ); +* // returns ~0.054 +*/ +double stdlib_base_dists_gamma_pdf( const double x, const double alpha, const double beta ) { + if ( + stdlib_base_is_nan( x ) || + stdlib_base_is_nan( alpha ) || + stdlib_base_is_nan( beta ) || + alpha < 0.0 || + beta <= 0.0 + ) { + return 0.0/0.0; // NaN + } + if ( x < 0.0 || x == STDLIB_CONSTANT_FLOAT64_PINF ) { + return 0.0; + } + if ( alpha == 0.0 ) { + // Point mass at 0... + return ( x == 0.0 ) ? STDLIB_CONSTANT_FLOAT64_PINF : 0.0; + } + return gamma_deriv( alpha, x * beta ) * beta; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js new file mode 100644 index 000000000000..df7cd0edc532 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/gamma/pdf/test/test.native.js @@ -0,0 +1,232 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2025 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 resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var tryRequire = require( '@stdlib/utils/try-require' ); + + +// FIXTURES // + +var largeRate = require( './fixtures/julia/large_rate.json' ); +var largeShape = require( './fixtures/julia/large_shape.json' ); +var bothLarge = require( './fixtures/julia/both_large.json' ); + + +// VARIABLES // + +var pdf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( pdf instanceof Error ) +}; + + +// TESTS // + +tape( 'main export is a function', opts, function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof pdf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', opts, function test( t ) { + var y = pdf( NaN, 1.0, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = pdf( 0.0, NaN, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = pdf( 0.0, 1.0, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + t.end(); +}); + +tape( 'if provided `+infinity` for `x` and a finite `alpha` and `beta`, the function returns `0`', opts, function test( t ) { + var y = pdf( PINF, 1.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if provided `-infinity` for `x` and a finite `alpha` and `beta`, the function returns `0`', opts, function test( t ) { + var y = pdf( NINF, 1.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if provided `alpha < 0`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = pdf( 2.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 0.0, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, PINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `beta <= 0`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = pdf( 2.0, 2.0, 0.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 0.0, 2.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, 1.0, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, PINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = pdf( 2.0, NaN, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if `alpha` equals `0`, the function evaluates a degenerate distribution centered at `0`', opts, function test( t ) { + var y; + + y = pdf( 0.0, 0.0, 1.0 ); + t.equal( y, PINF, 'returns +infinity for x equal to 0' ); + + y = pdf( 1.0, 0.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( -1.5, 0.0, 1.0 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( PINF, 0.0, 1.5 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( NINF, 0.0, 1.5 ); + t.equal( y, 0.0, 'returns 0' ); + + y = pdf( NaN, 0.0, 1, 5 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large `alpha` and `beta`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = bothLarge.expected; + x = bothLarge.x; + alpha = bothLarge.alpha; + beta = bothLarge.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 170.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large shape parameter `alpha`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = largeShape.expected; + x = largeShape.x; + alpha = largeShape.alpha; + beta = largeShape.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 140.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +}); + +tape( 'the function evaluates the pdf for `x` given large rate parameter `beta`', opts, function test( t ) { + var expected; + var alpha; + var delta; + var beta; + var tol; + var i; + var x; + var y; + + expected = largeRate.expected; + x = largeRate.x; + alpha = largeRate.alpha; + beta = largeRate.beta; + for ( i = 0; i < x.length; i++ ) { + y = pdf( x[i], alpha[i], beta[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', alpha: '+alpha[i]+', beta: '+beta[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 120.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. alpha: '+alpha[i]+'. beta: '+beta[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +});