factory.js (2032B)
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 gammaincinv = require( '@stdlib/math/base/special/gammaincinv' ); 25 var degenerate = require( './../../../../../base/dists/degenerate/quantile' ).factory; 26 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the quantile function for a gamma distribution with shape parameter `alpha` and rate parameter `beta`. 33 * 34 * @param {NonNegativeNumber} alpha - shape parameter 35 * @param {PositiveNumber} beta - rate parameter 36 * @returns {Function} quantile function 37 * 38 * @example 39 * var quantile = factory( 2.5, 0.5 ); 40 * var y = quantile( 0.5 ); 41 * // returns ~4.351 42 * 43 * y = quantile( 0.8 ); 44 * // returns ~7.289 45 */ 46 function factory( alpha, beta ) { 47 if ( 48 isnan( alpha ) || 49 isnan( beta ) || 50 alpha < 0.0 || 51 beta <= 0.0 52 ) { 53 return constantFunction( NaN ); 54 } 55 if ( alpha === 0.0 ) { 56 return degenerate( 0.0 ); 57 } 58 return quantile; 59 60 /** 61 * Evaluates the quantile function for a gamma distribution. 62 * 63 * @private 64 * @param {Probability} p - input value 65 * @returns {number} evaluated quantile function 66 * 67 * @example 68 * var y = quantile( 0.3 ); 69 * // returns <number> 70 */ 71 function quantile( p ) { 72 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 73 return NaN; 74 } 75 return ( 1.0 / beta ) * gammaincinv( p, alpha ); 76 } 77 } 78 79 80 // EXPORTS // 81 82 module.exports = factory;