quantile.js (1999B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 24 var pow = require( '@stdlib/math/base/special/pow' ); 25 var sin = require( '@stdlib/math/base/special/sin' ); 26 var HALF_PI = require( '@stdlib/constants/float64/half-pi' ); 27 28 29 // MAIN // 30 31 /** 32 * Evaluates the quantile function for an arcsine distribution with minimum support `a` and maximum support `b` at a probability `p`. 33 * 34 * @param {Probability} p - input value 35 * @param {number} a - minimum support 36 * @param {number} b - maximum support 37 * @returns {number} evaluated quantile function 38 * 39 * @example 40 * var y = quantile( 0.8, 0.0, 1.0 ); 41 * // returns ~0.905 42 * 43 * @example 44 * var y = quantile( 0.5, 0.0, 10.0 ); 45 * // returns ~5.0 46 * 47 * @example 48 * var y = quantile( 1.1, 0.0, 1.0 ); 49 * // returns NaN 50 * 51 * @example 52 * var y = quantile( -0.2, 0.0, 1.0 ); 53 * // returns NaN 54 * 55 * @example 56 * var y = quantile( NaN, 0.0, 1.0 ); 57 * // returns NaN 58 * 59 * @example 60 * var y = quantile( 0.0, NaN, 1.0 ); 61 * // returns NaN 62 * 63 * @example 64 * var y = quantile( 0.0, 0.0, NaN ); 65 * // returns NaN 66 * 67 * @example 68 * var y = quantile( 0.5, 2.0, 1.0 ); 69 * // returns NaN 70 */ 71 function quantile( p, a, b ) { 72 if ( 73 isnan( a ) || 74 isnan( b ) || 75 a >= b 76 ) { 77 return NaN; 78 } 79 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 80 return NaN; 81 } 82 return a + ( pow( sin( HALF_PI*p ), 2.0 ) * ( b-a ) ); 83 } 84 85 86 // EXPORTS // 87 88 module.exports = quantile;