feat: add Wald distribution PDF

lib/node_modules/@stdlib/stats/base/dists/wald/pdf/binding.gyp

@@ -0,0 +1,170 @@
+# @license Apache-2.0
+#
+# Copyright (c) 2025 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
+}

lib/node_modules/@stdlib/stats/base/dists/wald/pdf/include.gypi

@@ -0,0 +1,53 @@
+# @license Apache-2.0
+#
+# Copyright (c) 2025 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': [
+      '<!@(node -e "var arr = require(\'@stdlib/utils/library-manifest\')(\'./manifest.json\',{},{\'basedir\':process.cwd(),\'paths\':\'posix\'}).include; for ( var i = 0; i < arr.length; i++ ) { console.log( arr[ i ] ); }")',
+    ],
+
+    # Add-on destination directory:
+    'addon_output_dir': './src',
+
+    # Source files:
+    'src_files': [
+      '<(src_dir)/addon.c',
+      '<!@(node -e "var arr = require(\'@stdlib/utils/library-manifest\')(\'./manifest.json\',{},{\'basedir\':process.cwd(),\'paths\':\'posix\'}).src; for ( var i = 0; i < arr.length; i++ ) { console.log( arr[ i ] ); }")',
+    ],
+
+    # Library dependencies:
+    'libraries': [
+      '<!@(node -e "var arr = require(\'@stdlib/utils/library-manifest\')(\'./manifest.json\',{},{\'basedir\':process.cwd(),\'paths\':\'posix\'}).libraries; for ( var i = 0; i < arr.length; i++ ) { console.log( arr[ i ] ); }")',
+    ],
+
+    # Library directories:
+    'library_dirs': [
+      '<!@(node -e "var arr = require(\'@stdlib/utils/library-manifest\')(\'./manifest.json\',{},{\'basedir\':process.cwd(),\'paths\':\'posix\'}).libpath; for ( var i = 0; i < arr.length; i++ ) { console.log( arr[ i ] ); }")',
+    ],
+  }, # end variables
+}

lib/node_modules/@stdlib/stats/base/dists/wald/pdf/include/stdlib/stats/base/dists/wald/pdf.h

@@ -0,0 +1,38 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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.
+*/
+
+#ifndef STDLIB_STATS_BASE_DISTS_WALD_PDF_H
+#define STDLIB_STATS_BASE_DISTS_WALD_PDF_H
+
+/*
+* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
+*/
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+/**
+* Evaluates the probability density function (PDF) for a Wald distribution with mean `mu` and shape parameter `lambda` at a value `x`.
+*/
+double stdlib_base_dists_wald_pdf( const double x, const double mu, const double lambda );
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // !STDLIB_STATS_BASE_DISTS_WALD_PDF_H

lib/node_modules/@stdlib/stats/base/dists/wald/pdf/lib/factory.js

@@ -0,0 +1,96 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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 constantFunction = require( '@stdlib/utils/constant-function' );
+var degenerate = require( '@stdlib/stats/base/dists/degenerate/pdf' ).factory;
+var isnan = require( '@stdlib/math/base/assert/is-nan' );
+var sqrt = require( '@stdlib/math/base/special/sqrt' );
+var exp = require( '@stdlib/math/base/special/exp' );
+var pow = require( '@stdlib/math/base/special/pow' );
+var TWO_PI = require( '@stdlib/constants/float64/two-pi' );
+
+
+// MAIN //
+
+/**
+* Returns a function for evaluating the probability density function (PDF) for a Wald distribution.
+*
+* @param {PositiveNumber} mu - mean
+* @param {PositiveNumber} lambda - shape parameter
+* @returns {Function} function to evaluate the probability density function
+*
+* @example
+* var pdf = factory( 1.0, 1.0 );
+* var y = pdf( 2.0 );
+* // returns ~0.110
+*
+* y = pdf( 0.5 );
+* // returns ~0.879
+*/
+function factory( mu, lambda ) {
+	var A;
+	var B;
+	if (
+		isnan( mu ) ||
+		isnan( lambda )
+	) {
+		return constantFunction( NaN );
+	}
+	if ( mu <= 0.0 ) {
+		return constantFunction( NaN );
+	}
+	if ( lambda < 0.0 ) {
+		return constantFunction( NaN );
+	}
+	if ( lambda === 0.0 ) {
+		return degenerate( mu );
+	}
+	A = sqrt( lambda / TWO_PI );
+	B = -lambda / ( 2.0 * pow( mu, 2.0 ) );
+	return pdf;
+
+	/**
+	* Evaluates the probability density function (PDF) for a Wald distribution.
+	*
+	* @private
+	* @param {number} x - input value
+	* @returns {number} evaluated probability density function
+	*
+	* @example
+	* var y = pdf( 2.0 );
+	* // returns <number>
+	*/
+	function pdf( x ) {
+		if ( isnan( x ) ) {
+			return NaN;
+		}
+		if ( x <= 0.0 ) {
+			return 0.0;
+		}
+		return A / sqrt( pow( x, 3.0 ) ) * exp( B * pow( x - mu, 2.0 ) / x );
+	}
+}
+
+
+// EXPORTS //
+
+module.exports = factory;