diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/factory.js index 56f9d9122827..f8c20e4e6c64 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/factory.js @@ -23,7 +23,7 @@ var constantFunction = require( '@stdlib/utils/constant-function' ); var degenerate = require( '@stdlib/stats/base/dists/degenerate/cdf' ).factory; var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var exp = require( '@stdlib/math/base/special/exp' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); var pow = require( '@stdlib/math/base/special/pow' ); @@ -44,14 +44,12 @@ var pow = require( '@stdlib/math/base/special/pow' ); * // returns ~0.118 */ function factory( sigma ) { - var s2; if ( isnan( sigma ) || sigma < 0.0 ) { return constantFunction( NaN ); } if ( sigma === 0.0 ) { return degenerate( 0.0 ); } - s2 = pow( sigma, 2.0 ); return cdf; /** @@ -72,7 +70,7 @@ function factory( sigma ) { if ( x < 0.0 ) { return 0.0; } - return 1.0 - exp( -pow( x, 2.0 ) / ( 2.0 * s2 ) ); + return -expm1( -0.5 * pow( x / sigma, 2.0 ) ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/main.js index 9e89da4dc245..013ca5823089 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/lib/main.js @@ -21,7 +21,7 @@ // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var exp = require( '@stdlib/math/base/special/exp' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); var pow = require( '@stdlib/math/base/special/pow' ); @@ -60,7 +60,6 @@ var pow = require( '@stdlib/math/base/special/pow' ); * // returns NaN */ function cdf( x, sigma ) { - var s2; if ( isnan( x ) || isnan( sigma ) || @@ -74,8 +73,7 @@ function cdf( x, sigma ) { if ( x < 0.0 ) { return 0.0; } - s2 = pow( sigma, 2.0 ); - return 1.0 - exp( -pow( x, 2.0 ) / ( 2.0 * s2 ) ); + return -expm1( -0.5 * pow( x / sigma, 2.0 ) ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/manifest.json index c7210796763a..22ba453a82d5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/manifest.json @@ -40,7 +40,7 @@ "dependencies": [ "@stdlib/math/base/napi/binary", "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/exp", + "@stdlib/math/base/special/expm1", "@stdlib/math/base/special/pow" ] }, @@ -57,7 +57,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/exp", + "@stdlib/math/base/special/expm1", "@stdlib/constants/float64/eps", "@stdlib/math/base/special/pow" ] @@ -75,7 +75,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/exp", + "@stdlib/math/base/special/expm1", "@stdlib/math/base/special/pow" ] } diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/src/main.c index ad38a0f255d8..b5cf6512bd2d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/src/main.c @@ -18,7 +18,7 @@ #include "stdlib/stats/base/dists/rayleigh/cdf.h" #include "stdlib/math/base/assert/is_nan.h" -#include "stdlib/math/base/special/exp.h" +#include "stdlib/math/base/special/expm1.h" #include "stdlib/math/base/special/pow.h" /** @@ -33,7 +33,6 @@ * // returns ~0.199 */ double stdlib_base_dists_rayleigh_cdf( const double x, const double sigma ) { - double s2; if ( stdlib_base_is_nan( x ) || stdlib_base_is_nan( sigma ) || @@ -47,6 +46,5 @@ double stdlib_base_dists_rayleigh_cdf( const double x, const double sigma ) { if ( x < 0.0 ) { return 0.0; } - s2 = stdlib_base_pow( sigma, 2.0 ); - return 1.0 - stdlib_base_exp( -stdlib_base_pow( x, 2.0 ) / ( 2.0 * s2 ) ); + return -stdlib_base_expm1( -0.5 * stdlib_base_pow( x / sigma, 2.0 ) ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/REQUIRE index 98be20b58ed3..308c3be89c85 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/REQUIRE +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/REQUIRE @@ -1,3 +1,2 @@ -Distributions 0.23.8 julia 1.5 JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/large_scale.json b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/large_scale.json index d1b6e6b2582a..a3333aec3c48 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/large_scale.json +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/large_scale.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/medium_scale.json b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/medium_scale.json index 277b7ea6d37f..778b0659eb52 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/medium_scale.json +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/medium_scale.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/runner.jl index 9f57c62317fa..66df0693e93d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/runner.jl @@ -16,7 +16,6 @@ # See the License for the specific language governing permissions and # limitations under the License. -import Distributions: cdf, Rayleigh import JSON """ @@ -39,9 +38,9 @@ julia> gen( x, sigma, \"data.json\" ); ``` """ function gen( x, sigma, name ) - z = Array{Float64}( undef, length(x) ); - for i in eachindex(x) - z[ i ] = cdf( Rayleigh( sigma[i] ), x[i] ); + # The CDF is evaluated in extended precision using the textbook formula `1 - exp(-x^2 / (2*sigma^2))`, as subtracting the exponential from `1` in double precision cancels for small `x/sigma`... + z = setprecision( BigFloat, 2048 ) do + Float64.( 1 .- exp.( .-( BigFloat.( x ) .^ 2 ) ./ ( 2 .* BigFloat.( sigma ) .^ 2 ) ) ); end # Store data to be written to file as a collection: @@ -81,3 +80,8 @@ gen( x, sigma, "medium_scale.json" ); x = rand( 1000 ) .* 20.0; sigma = rand( 1000 ) .* 5.0; gen( x, sigma, "small_scale.json" ); + +# Small `x`: +sigma = exp10.( ( rand( 1000 ) .* 400.0 ) .- 200.0 ); +x = sigma .* exp10.( range( -150.0, stop = -1.0, length = 1000 ) ); +gen( x, sigma, "small_x.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_scale.json b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_scale.json index 05fcdec4b8c5..155095ae55bf 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_scale.json +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_scale.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_x.json b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_x.json new file mode 100644 index 000000000000..a1b7f141d822 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/fixtures/julia/small_x.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.cdf.js b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.cdf.js index 3a9191a5aedc..94cdb9994d32 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.cdf.js +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.cdf.js @@ -33,6 +33,7 @@ var cdf = require( './../lib' ); var smallScale = require( './fixtures/julia/small_scale.json' ); var mediumScale = require( './fixtures/julia/medium_scale.json' ); var largeScale = require( './fixtures/julia/large_scale.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // TESTS // @@ -102,7 +103,7 @@ tape( 'the function evaluates the cdf for `x` given small scale parameter `sigma sigma = smallScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -119,7 +120,7 @@ tape( 'the function evaluates the cdf for `x` given medium scale parameter `sigm sigma = mediumScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -136,7 +137,24 @@ tape( 'the function evaluates the cdf for `x` given large scale parameter `sigma sigma = largeScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the cdf for small `x`', function test( t ) { + var expected; + var sigma; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + sigma = smallX.sigma; + for ( i = 0; i < expected.length; i++ ) { + y = cdf( x[i], sigma[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.factory.js index 8b7cecf1cdcf..d90bf5da52b2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.factory.js @@ -33,6 +33,7 @@ var factory = require( './../lib/factory.js' ); var smallScale = require( './fixtures/julia/small_scale.json' ); var mediumScale = require( './fixtures/julia/medium_scale.json' ); var largeScale = require( './fixtures/julia/large_scale.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // TESTS // @@ -137,7 +138,7 @@ tape( 'the created function evaluates the cdf for `x` given small scale paramete for ( i = 0; i < x.length; i++ ) { cdf = factory( sigma[i] ); y = cdf( x[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -156,7 +157,7 @@ tape( 'the created function evaluates the cdf for `x` given medium scale paramet for ( i = 0; i < x.length; i++ ) { cdf = factory( sigma[i] ); y = cdf( x[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -175,7 +176,26 @@ tape( 'the created function evaluates the cdf for `x` given large scale paramete for ( i = 0; i < x.length; i++ ) { cdf = factory( sigma[i] ); y = cdf( x[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the created function evaluates the cdf for small `x`', function test( t ) { + var expected; + var sigma; + var cdf; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + sigma = smallX.sigma; + for ( i = 0; i < expected.length; i++ ) { + cdf = factory( sigma[i] ); + y = cdf( x[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.native.js index 88e101001747..140743da5db5 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/rayleigh/cdf/test/test.native.js @@ -34,6 +34,7 @@ var NINF = require( '@stdlib/constants/float64/ninf' ); var smallScale = require( './fixtures/julia/small_scale.json' ); var mediumScale = require( './fixtures/julia/medium_scale.json' ); var largeScale = require( './fixtures/julia/large_scale.json' ); +var smallX = require( './fixtures/julia/small_x.json' ); // VARIABLES // @@ -111,7 +112,7 @@ tape( 'the function evaluates the cdf for `x` given small scale parameter `sigma sigma = smallScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -128,7 +129,7 @@ tape( 'the function evaluates the cdf for `x` given medium scale parameter `sigm sigma = mediumScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); }); @@ -145,7 +146,24 @@ tape( 'the function evaluates the cdf for `x` given large scale parameter `sigma sigma = largeScale.sigma; for ( i = 0; i < x.length; i++ ) { y = cdf( x[i], sigma[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the cdf for small `x`', opts, function test( t ) { + var expected; + var sigma; + var i; + var x; + var y; + + expected = smallX.expected; + x = smallX.x; + sigma = smallX.sigma; + for ( i = 0; i < expected.length; i++ ) { + y = cdf( x[i], sigma[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 2 ), true, 'returns expected value' ); } t.end(); });