quantile.js (1713B)
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 gammaQuantile = require( './../../../../../base/dists/gamma/quantile' ); 24 var sqrt = require( '@stdlib/math/base/special/sqrt' ); 25 26 27 // MAIN // 28 29 /** 30 * Evaluates the quantile function for a chi distribution with degrees of freedom `k` at a probability `p`. 31 * 32 * @param {Probability} p - input value 33 * @param {NonNegativeNumber} k - degrees of freedom 34 * @returns {number} evaluated quantile function 35 * 36 * @example 37 * var y = quantile( 0.8, 1.0 ); 38 * // returns ~1.282 39 * 40 * @example 41 * var y = quantile( 0.5, 4.0 ); 42 * // returns ~1.832 43 * 44 * @example 45 * var y = quantile( 0.8, 0.1 ); 46 * // returns ~0.116 47 * 48 * @example 49 * var y = quantile( -0.2, 0.5 ); 50 * // returns NaN 51 * 52 * @example 53 * var y = quantile( 1.1, 0.5 ); 54 * // returns NaN 55 * 56 * @example 57 * var y = quantile( NaN, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var y = quantile( 0.0, NaN ); 62 * // returns NaN 63 * 64 * @example 65 * // Negative degrees of freedom: 66 * var y = quantile( 0.5, -1.0 ); 67 * // returns NaN 68 */ 69 function quantile( p, k ) { 70 return sqrt( gammaQuantile( p, k/2.0, 0.5 ) ); 71 } 72 73 74 // EXPORTS // 75 76 module.exports = quantile;