Logarithm of Probability Density Function

Gamma distribution logarithm of probability density function (PDF).

The probability density function (PDF) for a gamma random variable is

where α > 0 is the shape parameter and β > 0 is the rate parameter.

Usage

var logpdf = require( '@stdlib/stats/base/dists/gamma/logpdf' );

logpdf( x, alpha, beta )

Evaluates the natural logarithm of the probability density function (PDF) for a gamma distribution with parameters alpha (shape parameter) and beta (rate parameter).

var y = logpdf( 2.0, 0.5, 1.0 );
// returns ~-2.919

y = logpdf( 0.1, 1.0, 1.0 );
// returns ~-0.1

y = logpdf( -1.0, 4.0, 2.0 );
// returns -Infinity

If provided NaN as any argument, the function returns NaN.

var y = logpdf( NaN, 1.0, 1.0 );
// returns NaN

y = logpdf( 0.0, NaN, 1.0 );
// returns NaN

y = logpdf( 0.0, 1.0, NaN );
// returns NaN

If provided alpha < 0, the function returns NaN.

var y = logpdf( 2.0, -0.5, 1.0 );
// returns NaN

If provided alpha = 0, the function evaluates the logarithm of the PDF for a degenerate distribution centered at 0.

var y = logpdf( 2.0, 0.0, 2.0 );
// returns -Infinity

y = logpdf( 0.0, 0.0, 2.0 );
// returns Infinity

If provided beta <= 0, the function returns NaN.

var y = logpdf( 2.0, 1.0, 0.0 );
// returns NaN

y = logpdf( 2.0, 1.0, -1.0 );
// returns NaN

logpdf.factory( alpha, beta )

Returns a function for evaluating the natural logarithm of the PDF for a gamma distribution with parameters alpha (shape parameter) and beta (rate parameter).

var mylogpdf = logpdf.factory( 3.0, 1.5 );

var y = mylogpdf( 1.0 );
// returns ~-0.977

y = mylogpdf( 4.0 );
// returns ~-2.704

Examples

var randu = require( '@stdlib/random/base/randu' );
var logpdf = require( '@stdlib/stats/base/dists/gamma/logpdf' );

var alpha;
var beta;
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 = logpdf( x, alpha, beta );
    console.log( 'x: %d, α: %d, β: %d, ln(f(x;α,β)): %d', x.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}