factory.js (1779B)
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 isnan = require( '@stdlib/math/base/assert/is-nan' ); 25 var ln = require( '@stdlib/math/base/special/ln' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a function for evaluating the quantile function for a Gumbel distribution with location parameter `mu` and scale parameter `beta`. 32 * 33 * @param {number} mu - location parameter 34 * @param {PositiveNumber} beta - scale parameter 35 * @returns {Function} quantile function 36 * 37 * @example 38 * var quantile = factory( 0.0, 1.0 ); 39 * var y = quantile( 0.2 ); 40 * // returns ~-0.476 41 */ 42 function factory( mu, beta ) { 43 if ( isnan( mu ) || isnan( beta ) || beta <= 0.0 ) { 44 return constantFunction( NaN ); 45 } 46 return quantile; 47 48 /** 49 * Evaluates the quantile function for a Gumbel distribution. 50 * 51 * @private 52 * @param {Probability} p - input value 53 * @returns {number} evaluated quantile function 54 * 55 * @example 56 * var y = quantile( 0.3 ); 57 * // returns <number> 58 */ 59 function quantile( p ) { 60 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 61 return NaN; 62 } 63 return mu - (beta * ln( -ln( p ) )); 64 } 65 } 66 67 68 // EXPORTS // 69 70 module.exports = factory;