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fix: avoid overflow in stats/base/dists/wald/logpdf #14412

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Merged
kgryte merged 5 commits into from
Aug 20, 2026
Merged

fix: avoid overflow in stats/base/dists/wald/logpdf #14412

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9590826
fix: avoid overflow in `stats/base/dists/wald/logpdf`
claude Aug 19, 2026
75ddfd0
refactor: cache repeated division in `stats/base/dists/wald/logpdf`
claude Aug 20, 2026
aee9388
refactor: fold division into deviation term in `stats/base/dists/wald…
claude Aug 20, 2026
c16acbd
refactor: precompute constant term in `stats/base/dists/wald/logpdf` …
claude Aug 20, 2026
26a21c6
refactor: fold constant into precomputed term in `stats/base/dists/wa…
claude Aug 20, 2026
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6 changes: 4 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/wald/logpdf/lib/factory.js
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Original file line number Diff line number Diff line change
Expand Up @@ -47,6 +47,7 @@ var NINF = require( '@stdlib/constants/float64/ninf' );
* // returns ~-0.129
*/
function factory( mu, lambda ) {
var A;
if (
isnan( mu ) ||
isnan( lambda ) ||
Expand All @@ -58,6 +59,7 @@ function factory( mu, lambda ) {
if ( lambda === 0.0 ) {
return degenerate( mu );
}
A = ln( lambda ) - LN_TWO_PI;
return logpdf;

/**
Expand All @@ -79,8 +81,8 @@ function factory( mu, lambda ) {
if ( x <= 0.0 || x === PINF ) {
return NINF;
}
v = x - mu;
return 0.5 * ( ln( lambda ) - ( LN_TWO_PI + ( 3.0 * ln( x ) ) ) - ( ( lambda * v * v ) / ( mu * mu * x ) ) );
v = ( x - mu ) / mu;
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return 0.5 * ( A - ( 3.0 * ln( x ) ) - ( ( ( lambda / x ) * v ) * v ) );
}
}

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4 changes: 2 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/wald/logpdf/lib/main.js
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Expand Up @@ -93,8 +93,8 @@
if ( x <= 0.0 || x === PINF ) {
return NINF;
}
v = x - mu;
return 0.5 * ( ln( lambda ) - ( LN_TWO_PI + ( 3.0 * ln( x ) ) ) - ( ( lambda * v * v ) / ( mu * mu * x ) ) );
v = ( x - mu ) / mu;
return 0.5 * ( ln( lambda ) - ( LN_TWO_PI + ( 3.0 * ln( x ) ) ) - ( ( ( lambda / x ) * v ) * v ) );

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}


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4 changes: 2 additions & 2 deletions lib/node_modules/@stdlib/stats/base/dists/wald/logpdf/src/main.c
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Expand Up @@ -53,6 +53,6 @@ double stdlib_base_dists_wald_logpdf( const double x, const double mu, const dou
if ( x <= 0.0 || x == STDLIB_CONSTANT_FLOAT64_PINF ) {
return STDLIB_CONSTANT_FLOAT64_NINF;
}
v = x - mu;
return 0.5 * ( stdlib_base_ln( lambda ) - ( STDLIB_CONSTANT_FLOAT64_LN_TWO_PI + ( 3.0 * stdlib_base_ln( x ) ) ) - ( ( lambda * v * v ) / ( mu * mu * x ) ) );
v = ( x - mu ) / mu;
return 0.5 * ( stdlib_base_ln( lambda ) - ( STDLIB_CONSTANT_FLOAT64_LN_TWO_PI + ( 3.0 * stdlib_base_ln( x ) ) ) - ( ( ( lambda / x ) * v ) * v ) );
}