factory.js (1983B)
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 kernelBetaincinv = require( '@stdlib/math/base/special/kernel-betaincinv' ); 25 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a function for evaluating the quantile function for an F distribution with numerator degrees of freedom `d1` and denominator degrees of freedom `d2`. 32 * 33 * @param {PositiveNumber} d1 - numerator degrees of freedom 34 * @param {PositiveNumber} d2 - denominator degrees of freedom 35 * @returns {Function} quantile function 36 * 37 * @example 38 * var quantile = factory( 10.0, 2.0 ); 39 * var y = quantile( 0.4 ); 40 * // returns ~0.994 41 * 42 * y = quantile( 0.8 ); 43 * // returns ~4.382 44 */ 45 function factory( d1, d2 ) { 46 if ( 47 isnan( d1 ) || 48 isnan( d2 ) || 49 d1 <= 0.0 || 50 d2 <= 0.0 51 ) { 52 return constantFunction( NaN ); 53 } 54 return quantile; 55 56 /** 57 * Evaluates the quantile function for an F 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 var xs; 69 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 70 return NaN; 71 } 72 xs = kernelBetaincinv( d1/2.0, d2/2.0, p, 1.0 - p ); 73 return d2 * xs[ 0 ] / ( d1 * xs[ 1 ] ); 74 } 75 } 76 77 78 // EXPORTS // 79 80 module.exports = factory;