time-to-botec

Benchmark sampling in different programming languages
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quantile.js (2047B)

      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 log1p = require( '@stdlib/math/base/special/log1p' );
     25 var ceil = require( '@stdlib/math/base/special/ceil' );
     26 var max = require( '@stdlib/math/base/special/max' );
     27 var ln = require( '@stdlib/math/base/special/ln' );
     28 var PINF = require( '@stdlib/constants/float64/pinf' );
     29 
     30 
     31 // MAIN //
     32 
     33 /**
     34 * Evaluates the quantile function for a geometric distribution with success probability `p` at a probability `r`.
     35 *
     36 * @param {Probability} r - input value
     37 * @param {Probability} p - success probability
     38 * @returns {NonNegativeInteger} evaluated quantile function
     39 *
     40 * @example
     41 * var y = quantile( 0.8, 0.4 );
     42 * // returns 3
     43 *
     44 * @example
     45 * var y = quantile( 0.5, 0.4 );
     46 * // returns 1
     47 *
     48 * @example
     49 * var y = quantile( 0.9, 0.1 );
     50 * // returns 21
     51 *
     52 * @example
     53 * var y = quantile( -0.2, 0.1 );
     54 * // returns NaN
     55 *
     56 * @example
     57 * var y = quantile( NaN, 0.8 );
     58 * // returns NaN
     59 *
     60 * @example
     61 * var y = quantile( 0.4, NaN );
     62 * // returns NaN
     63 *
     64 * @example
     65 * var y = quantile( 0.5, -1.0 );
     66 * // returns NaN
     67 *
     68 * @example
     69 * var y = quantile( 0.5, 1.5 );
     70 * // returns NaN
     71 */
     72 function quantile( r, p ) {
     73 	if (
     74 		isnan( p ) ||
     75 		isnan( r ) ||
     76 		p < 0.0 ||
     77 		p > 1.0 ||
     78 		r < 0.0 ||
     79 		r > 1.0
     80 	) {
     81 		return NaN;
     82 	}
     83 	if ( r === 1.0 ) {
     84 		return PINF;
     85 	}
     86 	return max( 0.0, ceil( (ln(1.0-r) / log1p(-p))- ( 1 + 1e-12 ) ) );
     87 }
     88 
     89 
     90 // EXPORTS //
     91 
     92 module.exports = quantile;