time-to-botec

Benchmark sampling in different programming languages
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quantile.js (2143B)

      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 pow = require( '@stdlib/math/base/special/pow' );
     25 var ln = require( '@stdlib/math/base/special/ln' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Evaluates the quantile function for a Fréchet distribution with shape `alpha`, scale `s`, and location `m` at a probability `p`.
     32 *
     33 * @param {number} p - input probability
     34 * @param {PositiveNumber} alpha - shape parameter
     35 * @param {PositiveNumber} s - scale parameter
     36 * @param {number} m - location parameter
     37 * @returns {number} evaluated quantile function
     38 *
     39 * @example
     40 * var y = quantile( 0.5, 2.0, 3.0, 2.0 );
     41 * // returns ~5.603
     42 *
     43 * @example
     44 * var y = quantile( 0.2, 1.0, 3.0, -1.0 );
     45 * // returns ~0.864
     46 *
     47 * @example
     48 * var y = quantile( 0.3, 2.0, 1.0, 1.0 );
     49 * // returns ~1.911
     50 *
     51 * @example
     52 * var y = quantile( NaN, 2.0, 1.0, -1.0 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = quantile( 0.1, NaN, 1.0, -1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = quantile( 0.1, 2.0, NaN, -1.0 );
     61 * // returns NaN
     62 *
     63 * @example
     64 * var y = quantile( 0.1, 2.0, 1.0, NaN );
     65 * // returns NaN
     66 *
     67 * @example
     68 * var y = quantile( 0.1, -1.0, 1.0, 0.0 );
     69 * // returns NaN
     70 *
     71 * @example
     72 * var y = quantile( 0.1, 1.0, -1.0, 0.0 );
     73 * // returns NaN
     74 */
     75 function quantile( p, alpha, s, m ) {
     76 	if (
     77 		isnan( p ) ||
     78 		isnan( alpha ) ||
     79 		isnan( s ) ||
     80 		isnan( m ) ||
     81 		p < 0.0 ||
     82 		p > 1.0 ||
     83 		alpha <= 0.0 ||
     84 		s <= 0.0
     85 	) {
     86 		return NaN;
     87 	}
     88 	return m + ( s * ( pow( -ln( p ), -1.0/alpha ) ) );
     89 }
     90 
     91 
     92 // EXPORTS //
     93 
     94 module.exports = quantile;