factory.js (1897B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 24 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var tan = require( '@stdlib/math/base/special/tan' ); 26 var PI = require( '@stdlib/constants/float64/pi' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the quantile function for a Cauchy distribution with location parameter `x0` and scale parameter `gamma`. 33 * 34 * @param {number} x0 - location parameter 35 * @param {PositiveNumber} gamma - scale parameter 36 * @returns {Function} quantile function 37 * 38 * @example 39 * var quantile = factory( 10.0, 2.0 ); 40 * var y = quantile( 0.2 ); 41 * // returns ~7.247 42 * 43 * y = quantile( 0.8 ); 44 * // returns ~12.753 45 */ 46 function factory( x0, gamma ) { 47 if ( 48 isnan( x0 ) || 49 isnan( gamma ) || 50 gamma <= 0 51 ) { 52 return constantFunction( NaN ); 53 } 54 return quantile; 55 56 /** 57 * Evaluates the quantile function for a Cauchy distribution. 58 * 59 * @private 60 * @param {Probability} p - input value 61 * @returns {number} evaluated quantile function 62 * 63 * @example 64 * var y = quantile( 0.3 ); 65 * // returns <number> 66 */ 67 function quantile( p ) { 68 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 69 return NaN; 70 } 71 return x0 + ( gamma * tan( PI*( p-0.5 ) ) ); 72 } 73 } 74 75 76 // EXPORTS // 77 78 module.exports = factory;