Moment-generating function

Raised cosine distribution moment-generating function.

The moment-generating function for a raised cosine random variable is

where μ is the location parameter and s > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-cosine-mgf

Usage

var mgf = require( '@stdlib/stats-base-dists-cosine-mgf' );

mgf( t, mu, s )

Evaluates the moment-generating function (MGF) for a raised cosine distribution with parameters mu (location parameter) and s (scale parameter).

var y = mgf( 2.0, 0.0, 3.0 );
// returns ~7.234

y = mgf( 0.5, 0.0, 1.0 );
// returns ~1.016

y = mgf( -1.0, 4.0, 2.0 );
// returns ~0.024

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

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

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

y = mgf( 0.0, 0.0, NaN );
// returns NaN

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

var y = mgf( 0.5, 0.0, -1.0 );
// returns NaN

y = mgf( 0.5, 0.0, 0.0 );
// returns NaN

mgf.factory( mu, s )

Returns a function for evaluating the moment-generating function of a raised cosine distribution with parameters mu (location parameter) and s (scale parameter).

var mymgf = mgf.factory( 10.0, 2.0 );

var y = mymgf( 0.1 );
// returns ~2.725

Examples

var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var mgf = require( '@stdlib/stats-base-dists-cosine-mgf' );

var opts = {
    'dtype': 'float64'
};
var t = uniform( 10, 0.0, 10.0, opts );
var mu = uniform( 10, 0.0, 10.0, opts );
var s = uniform( 10, 0.0, 10.0, opts );

logEachMap( 'x: %0.4f, µ: %0.4f, s: %0.4f, M_X(t;µ,s): %0.4f', t, mu, s, mgf );

C APIs

Usage

#include "stdlib/stats/base/dists/cosine/mgf.h"

stdlib_base_dists_cosine_mgf( t, mu, s )

Returns the moment-generating function (MGF) for a raised cosine distribution with parameters mu (location parameter) and s (scale parameter).

double out = stdlib_base_dists_cosine_mgf( 0.5, 0.0, 1.0 );
// returns ~1.016

The function accepts the following arguments:

• t: [in] double input value.
• mu: [in] double location parameter.
• s: [in] double scale parameter.

double stdlib_base_dists_cosine_mgf( const double t, const double mu, const double s );

Examples

#include "stdlib/stats/base/dists/cosine/mgf.h"
#include "stdlib/constants/float64/eps.h"
#include <stdlib.h>
#include <stdio.h>

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 mu;
    double s;
    double t;
    double y;
    int i;

    for ( i = 0; i < 10; i++ ) {
        t = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 );
        mu = random_uniform( -50.0, 50.0 );
        s = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
        y = stdlib_base_dists_cosine_mgf( t, mu, s );
        printf( "t: %lf, µ: %lf, s: %lf, M_X(t;µ,s): %lf\n", t, mu, s, y );
    }

    return 0;
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2026. The Stdlib Authors.