time-to-botec

Benchmark sampling in different programming languages
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quantile.js (1657B)

      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 
     25 
     26 // MAIN //
     27 
     28 /**
     29 * Evaluates the quantile function for a chi-squared distribution with degrees of freedom `k` at a probability `p`.
     30 *
     31 * @param {Probability} p - input value
     32 * @param {NonNegativeNumber} k - degrees of freedom
     33 * @returns {number} evaluated quantile function
     34 *
     35 * @example
     36 * var y = quantile( 0.8, 1.0 );
     37 * // returns ~1.642
     38 *
     39 * @example
     40 * var y = quantile( 0.5, 4.0 );
     41 * // returns ~3.357
     42 *
     43 * @example
     44 * var y = quantile( 0.8, 0.1 );
     45 * // returns ~0.014
     46 *
     47 * @example
     48 * var y = quantile( -0.2, 0.5 );
     49 * // returns NaN
     50 *
     51 * @example
     52 * var y = quantile( 1.1, 0.5 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = quantile( NaN, 1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = quantile( 0.0, NaN );
     61 * // returns NaN
     62 *
     63 * @example
     64 * // Negative degrees of freedom:
     65 * var y = quantile( 0.5, -1.0 );
     66 * // returns NaN
     67 */
     68 function quantile( p, k ) {
     69 	return gammaQuantile( p, k/2.0, 0.5 );
     70 }
     71 
     72 
     73 // EXPORTS //
     74 
     75 module.exports = quantile;