quantile.js (1805B)
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 ln = require( '@stdlib/math/base/special/ln' ); 25 var PINF = require( '@stdlib/constants/float64/pinf' ); 26 27 28 // MAIN // 29 30 /** 31 * Evaluates the quantile function for an exponential distribution with rate parameter `lambda` at a probability `p`. 32 * 33 * @param {Probability} p - input value 34 * @param {PositiveNumber} lambda - rate parameter 35 * @returns {number} evaluated quantile function 36 * 37 * @example 38 * var y = quantile( 0.8, 1.0 ); 39 * // returns ~1.609 40 * 41 * @example 42 * var y = quantile( 0.5, 4.0 ); 43 * // returns ~0.173 44 * 45 * @example 46 * var y = quantile( 0.5, 0.1 ); 47 * // returns ~6.931 48 * 49 * @example 50 * var y = quantile( -0.2, 0.1 ); 51 * // returns NaN 52 * 53 * @example 54 * var y = quantile( NaN, 1.0 ); 55 * // returns NaN 56 * 57 * @example 58 * var y = quantile( 0.0, NaN ); 59 * // returns NaN 60 * 61 * @example 62 * // Negative rate parameter: 63 * var y = quantile( 0.5, -1.0 ); 64 * // returns NaN 65 */ 66 function quantile( p, lambda ) { 67 if ( 68 isnan( lambda ) || 69 lambda < 0.0 || 70 lambda === PINF || 71 isnan( p ) || 72 p < 0.0 || 73 p > 1.0 74 ) { 75 return NaN; 76 } 77 return -ln( 1.0 - p ) / lambda; 78 } 79 80 81 // EXPORTS // 82 83 module.exports = quantile;