diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/README.md b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/README.md new file mode 100644 index 000000000000..8ff46bdeb239 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/README.md @@ -0,0 +1,264 @@ + + +# Moment-Generating Function + +> [Half-Normal][half-normal-distribution] distribution moment-generating function (MGF). + + + +
+ +The [moment-generating function][mgf] for a [half-normal][half-normal-distribution] random variable is + + + +```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) +``` + + + +where `sigma > 0` is the scale parameter. + +
+ + + + + +
+ +## Usage + +```javascript +var mgf = require( '@stdlib/stats/base/dists/halfnormal/mgf' ); +``` + +#### mgf( t, sigma ) + +Evaluates the [moment-generating function][mgf] (MGF) for a [half-normal][half-normal-distribution] distribution with parameter `sigma` (scale). + +```javascript +var y = mgf( 2.0, 1.0 ); +// returns ~14.442 + +y = mgf( 0.0, 1.0 ); +// returns 1.0 + +y = mgf( -1.0, 2.0 ); +// returns ~0.336 +``` + +If provided `NaN` as any argument, the function returns `NaN`. + +```javascript +var y = mgf( NaN, 1.0 ); +// returns NaN + +y = mgf( 0.0, NaN ); +// returns NaN +``` + +If provided `sigma <= 0`, the function returns `NaN`. + +```javascript +var y = mgf( 2.0, 0.0 ); +// returns NaN + +y = mgf( 2.0, -1.0 ); +// returns NaN +``` + +#### mgf.factory( sigma ) + +Returns a function for evaluating the [moment-generating function][mgf] (MGF) of a [half-normal][half-normal-distribution] distribution with scale parameter `sigma`. + +```javascript +var mymgf = mgf.factory( 2.0 ); + +var y = mymgf( 1.0 ); +// returns ~14.442 + +y = mymgf( 0.5 ); +// returns ~2.774 +``` + +
+ + + + + +
+ +
+ + + + + +
+ +## Examples + + + +```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' ); + +var opts = { + 'dtype': 'float64' +}; +var sigma = uniform( 10, 0.1, 20.0, opts ); +var t = uniform( 10, 0.0, 10.0, opts ); + +logEachMap( 't: %lf, σ: %lf, M_X(t;σ): %lf', t, sigma, mgf ); +``` + +
+ + + + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/halfnormal/mgf.h" +``` + +#### stdlib_base_dists_halfnormal_mgf( t, sigma ) + +Evaluates the [moment-generating function][mgf] (MGF) for a [half-normal][half-normal-distribution] distribution with parameter `sigma` (scale). + +```c +double y = stdlib_base_dists_halfnormal_mgf( 2.0, 1.0 ); +// returns ~14.442 +``` + +The function accepts the following arguments: + +- **t**: `[in] double` input value. +- **sigma**: `[in] double` scale parameter. + +```c +double stdlib_base_dists_halfnormal_mgf( const double t, const double sigma ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/halfnormal/mgf.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 sigma; + double t; + double y; + int i; + + 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 ); + } +} +``` + +
+ + + +
+ + + + + +
+ +
+ + + + + +
+ +
+ + + + + +
+ +[half-normal-distribution]: https://en.wikipedia.org/wiki/Half-normal_distribution + +[mgf]: https://en.wikipedia.org/wiki/Moment-generating_function + +
+ + diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.js new file mode 100644 index 000000000000..84ab71e938ce --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.js @@ -0,0 +1,84 @@ +/** +* @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. +*/ + +'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 EPS = require( '@stdlib/constants/float64/eps' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; +var mgf = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var sigma; + var len; + var t; + var y; + var i; + + len = 100; + t = uniform( len, 0.0, 1.0); + sigma = uniform( len, EPS, 20.0); + + 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(); +}); + +bench( format( '%s::factory', pkg ), function benchmark( b ) { + var mymgf; + var sigma; + var t; + var y; + var i; + + sigma = 1.5; + mymgf = mgf.factory( sigma ); + + 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.native.js new file mode 100644 index 000000000000..fb4df50aa455 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/benchmark.native.js @@ -0,0 +1,67 @@ +/** +* @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. +*/ + +'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 tryRequire = require( '@stdlib/utils/try-require' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var mgf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( mgf instanceof Error ) +}; + + +// MAIN // + +bench( format( '%s::native', pkg ), opts, function benchmark( b ) { + var sigma; + var len; + var t; + var y; + var i; + + len = 100; + t = uniform( len, 0.0, 1.0 ); + sigma = uniform( len, EPS, 20.0 ); + + 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/c/Makefile new file mode 100644 index 000000000000..979768abbcec --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# 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/halfnormal/mgf/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/c/benchmark.c new file mode 100644 index 000000000000..51351e539301 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/benchmark/c/benchmark.c @@ -0,0 +1,141 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/halfnormal/mgf.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include +#include + +#define NAME "halfnormal-mgf" +#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 sigma[ 100 ]; + double t[ 100 ]; + double elapsed; + double tc; + double y; + int i; + + for ( i = 0; i < 100; i++ ) { + t[ i ] = random_uniform( -100.0, 100.0 ); + sigma[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 ); + } + + tc = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_halfnormal_mgf( t[ i%100 ], sigma[ i%100 ] ); + if ( y != y ) { + printf( "should not return NaN\n" ); + break; + } + } + elapsed = tic() - tc; + 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/halfnormal/mgf/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/binding.gyp new file mode 100644 index 000000000000..0d6508a12e99 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/binding.gyp @@ -0,0 +1,170 @@ +# @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. + +# 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/halfnormal/mgf/docs/repl.txt b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/repl.txt new file mode 100644 index 000000000000..2b8833cf269d --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/repl.txt @@ -0,0 +1,60 @@ +{{alias}}( t, σ ) + Evaluates the moment-generating function (MGF) for a half-normal + distribution with scale parameter `σ` at a value `t`. + + If provided `NaN` as any argument, the function returns `NaN`. + + If provided `σ <= 0`, the function returns `NaN`. + + Parameters + ---------- + t: number + Input value. + + σ: number + Scale parameter. + + Returns + ------- + out: number + Evaluated MGF. + + Examples + -------- + > var y = {{alias}}( 0.0, 1.0 ) + 1.0 + > y = {{alias}}( 1.0, 1.0 ) + ~2.774 + > y = {{alias}}( NaN, 1.0 ) + NaN + > y = {{alias}}( 1.0, NaN ) + NaN + > y = {{alias}}( 1.0, 0.0 ) + NaN + + +{{alias}}.factory( σ ) + Returns a function for evaluating the moment-generating function (MGF) of a + half-normal distribution with scale parameter `σ`. + + Parameters + ---------- + σ: number + Scale parameter. + + Returns + ------- + mgf: Function + Moment-generating function (MGF). + + Examples + -------- + > var myMGF = {{alias}}.factory( 1.0 ); + > var y = myMGF( 1.0 ) + ~2.774 + > y = myMGF( 0.5 ) + ~1.567 + + See Also + -------- + diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/index.d.ts new file mode 100644 index 000000000000..e0c50882df5f --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/index.d.ts @@ -0,0 +1,112 @@ +/* +* @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. +*/ + +// TypeScript Version: 4.1 + +/** +* Evaluates the moment-generating function (MGF) of a half-normal distribution. +* +* @param t - input value +* @returns evaluated MGF +*/ +type Unary = ( t: number ) => number; + +/** +* Interface for the moment-generating function (MGF) of a half-normal distribution. +*/ +interface MGF { + /** + * Evaluates the moment-generating function (MGF) for a half-normal distribution with scale + * parameter `sigma` at a value `t`. + * + * ## Notes + * + * - If provided `sigma <= 0`, the function returns `NaN`. + * + * @param t - input value + * @param sigma - scale parameter + * @returns evaluated MGF + * + * @example + * var y = mgf( 0.0, 1.0 ); + * // returns 1.0 + * + * @example + * var y = mgf( 1.0, 1.0 ); + * // returns ~2.774 + * + * @example + * var y = mgf( NaN, 1.0 ); + * // returns NaN + * + * @example + * var y = mgf( 1.0, NaN ); + * // returns NaN + * + * @example + * var y = mgf( 1.0, 0.0 ); + * // returns NaN + */ + ( t: number, sigma: number ): number; + + /** + * Evaluates the moment-generating function (MGF) for a half-normal distribution with scale + * parameter `sigma` at a value `t`. + * + * @param sigma - scale parameter + * @returns MGF + * + * @example + * var mymgf = mgf.factory( 1.0 ); + * + * var y = mymgf( 1.0 ); + * // returns ~2.774 + * + * y = mymgf( 0.5 ); + * // returns ~1.567 + */ + factory( sigma: number ): Unary; +} + +/** +* Evaluates the moment-generating function (MGF) for a half-normal distribution with scale parameter `sigma` at a value `t`. +* +* @param t - input value +* @param sigma - scale parameter +* @returns evaluated MGF +* +* @example +* var y = mgf( 1.0, 1.0 ); +* // returns ~2.774 +* y = mgf( 0.0, 1.0 ); +* // returns 1.0 +* +* var mymgf = mgf.factory( 1.0 ); +* +* y = mymgf( 1.0 ); +* // returns ~2.774 +* +* y = mymgf( 0.5 ); +* // returns ~1.567 +*/ +declare var mgf: MGF; + + +// EXPORTS // + +export = mgf; diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/test.ts b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/test.ts new file mode 100644 index 000000000000..c09c05cc4cda --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/docs/types/test.ts @@ -0,0 +1,98 @@ +/* +* @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. +*/ + +import mgf = require( './index' ); + + +// TESTS // + +// The function returns a number... +{ + mgf( 2, 4 ); // $ExpectType number + mgf( 1, 8 ); // $ExpectType number +} + +// The compiler throws an error if the function is provided values other than two numbers... +{ + mgf( true, 6 ); // $ExpectError + mgf( false, 4 ); // $ExpectError + mgf( '5', 2 ); // $ExpectError + mgf( [], 2 ); // $ExpectError + mgf( {}, 4 ); // $ExpectError + mgf( ( x: number ): number => x, 4 ); // $ExpectError + + mgf( 9, true ); // $ExpectError + mgf( 9, false ); // $ExpectError + mgf( 5, '5' ); // $ExpectError + mgf( 8, [] ); // $ExpectError + mgf( 9, {} ); // $ExpectError + mgf( 8, ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function is provided an unsupported number of arguments... +{ + mgf(); // $ExpectError + mgf( 2 ); // $ExpectError + mgf( 2, 4, 1 ); // $ExpectError +} + +// Attached to main export is a `factory` method which returns a function... +{ + mgf.factory( 4 ); // $ExpectType Unary +} + +// The `factory` method returns a function which returns a number... +{ + const fcn = mgf.factory( 4 ); + fcn( 2 ); // $ExpectType number +} + +// The compiler throws an error if the function returned by the `factory` method is provided invalid arguments... +{ + const fcn = mgf.factory( 4 ); + fcn( true ); // $ExpectError + fcn( false ); // $ExpectError + fcn( '5' ); // $ExpectError + fcn( [] ); // $ExpectError + fcn( {} ); // $ExpectError + fcn( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the function returned by the `factory` method is provided an unsupported number of arguments... +{ + const fcn = mgf.factory( 4 ); + fcn(); // $ExpectError + fcn( 2, 0 ); // $ExpectError + fcn( 2, 0, 1 ); // $ExpectError +} + +// The compiler throws an error if the `factory` method is provided values other than one number... +{ + mgf.factory( true ); // $ExpectError + mgf.factory( false ); // $ExpectError + mgf.factory( '5' ); // $ExpectError + mgf.factory( [] ); // $ExpectError + mgf.factory( {} ); // $ExpectError + mgf.factory( ( x: number ): number => x ); // $ExpectError +} + +// The compiler throws an error if the `factory` method is provided an unsupported number of arguments... +{ + mgf.factory(); // $ExpectError + mgf.factory( 4, 8 ); // $ExpectError +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/c/Makefile new file mode 100644 index 000000000000..c8f8e9a1517b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# 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/halfnormal/mgf/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/c/example.c new file mode 100644 index 000000000000..7834eab63781 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/c/example.c @@ -0,0 +1,41 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/halfnormal/mgf.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 sigma; + double t; + double y; + int i; + + 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 ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/index.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/index.js new file mode 100644 index 000000000000..04ae5c2a92ae --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/examples/index.js @@ -0,0 +1,31 @@ +/** +* @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. +*/ + +'use strict'; + +var uniform = require( '@stdlib/random/array/uniform' ); +var logEachMap = require( '@stdlib/console/log-each-map' ); +var mgf = require( './../lib' ); + +var opts = { + 'dtype': 'float64' +}; +var sigma = uniform( 10, 0.1, 20.0, opts ); +var t = uniform( 10, 0.0, 10.0, opts ); + +logEachMap( 't: %lf, σ: %lf, M_X(t;σ): %lf', t, sigma, mgf ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/include.gypi new file mode 100644 index 000000000000..bee8d41a2caf --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/include.gypi @@ -0,0 +1,53 @@ +# @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. + +# 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': [ + '=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "distribution", + "dist", + "mgf", + "generating functions", + "moments", + "gaussian", + "halfnormal", + "continuous", + "univariate" + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/Makefile b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/Makefile new file mode 100644 index 000000000000..2caf905cedbe --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/Makefile @@ -0,0 +1,70 @@ +#/ +# @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. +#/ + +# 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 + + +# RULES # + +#/ +# Removes generated files for building an add-on. +# +# @example +# make clean-addon +#/ +clean-addon: + $(QUIET) -rm -f *.o *.node + +.PHONY: clean-addon + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: clean-addon + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/addon.c b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/addon.c new file mode 100644 index 000000000000..08962b832aed --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/addon.c @@ -0,0 +1,22 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/halfnormal/mgf.h" +#include "stdlib/math/base/napi/binary.h" + +STDLIB_MATH_BASE_NAPI_MODULE_DD_D( stdlib_base_dists_halfnormal_mgf ) diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/main.c new file mode 100644 index 000000000000..cd2985627996 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/src/main.c @@ -0,0 +1,54 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/halfnormal/mgf.h" +#include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/constants/float64/sqrt_two.h" +#include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/erfc.h" + +/** +* Evaluates the moment-generating function (MGF) for a half-normal distribution with scale parameter `sigma` at a value `t`. +* +* @param t input value +* @param sigma scale parameter +* @return evaluated MGF +* +* @example +* double y = stdlib_base_dists_halfnormal_mgf( 1.0, 1.0 ); +* // returns ~2.774 +*/ +double stdlib_base_dists_halfnormal_mgf( const double t, const double sigma ) { + double A; + double B; + double V; + double W; + if ( + stdlib_base_is_nan( t ) || + stdlib_base_is_nan( sigma ) || + sigma <= 0.0 + ) { + return 0.0/0.0; // NaN + } + A = -sigma / STDLIB_CONSTANT_FLOAT64_SQRT2; + B = 0.5 * sigma * sigma; + V = A * t; + W = t * t; + + return stdlib_base_exp( B * W ) * ( stdlib_base_erfc ( V ) ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/data.json b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/data.json new file mode 100644 index 000000000000..1118b1af8bdb --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/data.json @@ -0,0 +1 @@ +{"t": [2.128423939520943, 2.4305432062907757, 4.396437226476687, 2.8387655518794936, 4.893577078060247, 0.6846008239311518, 3.110278503942667, 2.0103173521645963, 2.4431031678091513, 0.7848752474316972, 3.4336380706165337, 3.8185228932318123, 0.0640575790578718, 3.5000143087626907, 2.2991481256316093, 4.541606153778162, 3.6791558818027195, 1.6977765949552621, 4.849757880346506, 0.7326401708469205, 3.337008312499998, 0.036953105010021914, 3.4192192540675976, 4.576995295755929, 1.1310401872135367, 1.105710953067021, 4.505034001811665, 0.04585329448233866, 1.7692082457668434, 2.9927623272799, 3.2886567490015524, 2.1285053372794898, 2.460746283610966, 0.09274610972829944, 1.1939545537118301, 4.09382521138023, 0.24880204511447845, 4.006552386207978, 4.965188486914112, 2.3109355499949107, 2.5583684968580203, 4.5483944099083375, 4.611254863413682, 1.8037854638107564, 4.9014064083557765, 3.7822777662706453, 2.047174347752155, 2.9370606775090344, 2.16035114829086, 1.2980381438800759, 3.6882722285228144, 1.999406933928396, 0.1856644342214181, 1.0196205108522887, 2.2677521999640993, 4.84476774974228, 2.8453077736516303, 4.177050601134057, 3.8841079989467002, 0.49030116684864566, 2.5271209116538964, 1.3734240213456732, 3.265733714174597, 2.4132677452899163, 1.0123813647461395, 0.3435745652118277, 2.006737825649335, 0.6214239395136528, 2.9338404242868688, 0.6860602442192676, 4.4223896754713055, 1.620605074598966, 3.9473090446242125, 2.3618668640111244, 0.06263091551838629, 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a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/runner.py b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/runner.py new file mode 100644 index 000000000000..2d1ef18a03f7 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/fixtures/python/runner.py @@ -0,0 +1,88 @@ +#!/usr/bin/env python +# +# @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. + +"""Generate half-normal MGF fixtures.""" + +import os +import json +import numpy as np +from scipy.special import erf + +# Get the file path: +FILE = os.path.realpath(__file__) + +# Extract the directory in which this file resides: +DIR = os.path.dirname(FILE) + + +def halfnormal_mgf(t, sigma): + """Moment generating function of HalfNormal(sigma). + + M(t) = exp((sigma^2 * t^2)/2) * (1 + erf(sigma * t / sqrt(2))) + """ + return np.exp(0.5 * (sigma * t) ** 2) * ( + 1.0 + erf(sigma * t / np.sqrt(2.0)) + ) + + +def gen(t, sigma, name): + """Generate fixture data and write to file. + + # Arguments + * `t`: input values + * `sigma`: scale parameters (σ > 0) + * `name::str`: output filename + + # Examples + ``` python + python> t = np.random.rand(10) * 5.0 + python> sigma = np.random.rand(10) * 5.0 + 0.1 + python> gen(t, sigma, './data.json') + ``` + """ + # Compute half-normal MGF values: + y = halfnormal_mgf(t, sigma) + + # Store data to be written to file: + data = { + "t": t.tolist(), + "sigma": sigma.tolist(), + "expected": y.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) + outfile.write("\n") + + +def main(): + """Generate fixture data.""" + # Generate random test values: + n = 1000 + t = np.random.rand(n) * 5.0 + sigma = np.random.rand(n) * 5.0 + 0.1 + + gen(t, sigma, "data.json") + + +if __name__ == "__main__": + main() diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.factory.js new file mode 100644 index 000000000000..458624d24a03 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.factory.js @@ -0,0 +1,110 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var factory = require( './../lib/factory.js' ); + + +// 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 factory, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function returns a function', function test( t ) { + var mgf = factory( 1.0 ); + t.strictEqual( typeof mgf, 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the created function returns `NaN`', function test( t ) { + var mgf; + var y; + + mgf = factory( 1.0 ); + y = mgf( NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + mgf = factory( NaN ); + y = mgf( 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + mgf = factory( NaN ); + y = mgf( NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a nonpositive `sigma`, the created function always returns `NaN`', function test( t ) { + var mgf; + var y; + + mgf = factory( 0.0 ); + y = mgf( 2.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + mgf = factory( -1.0 ); + y = mgf( 2.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + mgf = factory( NINF ); + y = mgf( 2.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'the created function evaluates the MGF for Half-normal distribution', function test( t ) { + var expected; + var sigma; + var mgf; + var x; + var y; + var i; + + expected = data.expected; + x = data.t; + sigma = data.sigma; + + for ( i = 0; i < x.length; i++ ) { + mgf = factory( sigma[i] ); + y = mgf( x[i] ); + + if ( y === expected[i] ) { + t.strictEqual( y, expected[i], 'x: '+x[i]+', sigma: '+sigma[i]+', y: '+y+', expected: '+expected[i] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1500 ), 'within tolerance. x: '+x[ i ]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.js new file mode 100644 index 000000000000..b439578708cc --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.js @@ -0,0 +1,38 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var mgf = require( './../lib' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof mgf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'attached to the main export is a factory method for generating `mgf` functions', function test( t ) { + t.strictEqual( typeof mgf.factory, 'function', 'exports a factory method' ); + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.mgf.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.mgf.js new file mode 100644 index 000000000000..2ea30897ae25 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.mgf.js @@ -0,0 +1,94 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var mgf = 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 mgf, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', function test( t ) { + var y; + + y = mgf( NaN, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 0.0, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a nonpositive `sigma`, the function returns `NaN`', function test( t ) { + var y; + + y = mgf( 2.0, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 2.0, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 0.0, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 2.0, NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'the created function evaluates the MGF for Half-normal distribution', function test( t ) { + var expected; + var sigma; + var x; + var y; + var i; + + expected = data.expected; + x = data.t; + sigma = data.sigma; + + for ( i = 0; i < x.length; i++ ) { + y = mgf( x[i], sigma[i] ); + + if ( y === expected[i] ) { + t.strictEqual( y, expected[i], 'x: '+x[i]+', sigma: '+sigma[i]+', y: '+y+', expected: '+expected[i] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1500 ), 'within tolerance. x: '+x[ i ]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.native.js new file mode 100644 index 000000000000..ed8e4e957374 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/halfnormal/mgf/test/test.native.js @@ -0,0 +1,100 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); + + +// FIXTURES // + +var data = require( './fixtures/python/data.json' ); + + +// VARIABLES // + +var mgf = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( mgf instanceof Error ) +}; + + +// TESTS // + +tape( 'main export is a function', opts, function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof mgf, '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; + + y = mgf( NaN, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 0.0, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a nonpositive `sigma`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = mgf( 2.0, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 2.0, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = mgf( 2.0, NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'the created function evaluates the MGF for Half-normal distribution', opts, function test( t ) { + var expected; + var sigma; + var x; + var y; + var i; + + expected = data.expected; + x = data.t; + sigma = data.sigma; + + for ( i = 0; i < x.length; i++ ) { + y = mgf( x[i], sigma[i] ); + + if ( y === expected[i] ) { + t.strictEqual( y, expected[i], 'x: '+x[i]+', sigma: '+sigma[i]+', y: '+y+', expected: '+expected[i] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1500 ), 'within tolerance. x: '+x[ i ]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +});