time-to-botec

Benchmark sampling in different programming languages
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quantile.js (2045B)

      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 signum = require( '@stdlib/math/base/special/signum' );
     24 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     25 var abs = require( '@stdlib/math/base/special/abs' );
     26 var ln = require( '@stdlib/math/base/special/ln' );
     27 
     28 
     29 // MAIN //
     30 
     31 /**
     32 * Evaluates the quantile function for a Laplace distribution with location parameter `mu` and scale parameter `b` at a probability `p`.
     33 *
     34 * @param {Probability} p - input value
     35 * @param {number} mu - location parameter
     36 * @param {PositiveNumber} b - scale parameter
     37 * @returns {number} evaluated quantile function
     38 *
     39 * @example
     40 * var y = quantile( 0.8, 0.0, 1.0 );
     41 * // returns ~0.916
     42 *
     43 * @example
     44 * var y = quantile( 0.5, 4.0, 2.0 );
     45 * // returns 4.0
     46 *
     47 * @example
     48 * var y = quantile( 1.1, 0.0, 1.0 );
     49 * // returns NaN
     50 *
     51 * @example
     52 * var y = quantile( -0.2, 0.0, 1.0 );
     53 * // returns NaN
     54 *
     55 * @example
     56 * var y = quantile( NaN, 0.0, 1.0 );
     57 * // returns NaN
     58 *
     59 * @example
     60 * var y = quantile( 0.0, NaN, 1.0 );
     61 * // returns NaN
     62 *
     63 * @example
     64 * var y = quantile( 0.0, 0.0, NaN );
     65 * // returns NaN
     66 *
     67 * @example
     68 * // Negative scale parameter:
     69 * var y = quantile( 0.5, 0.0, -1.0 );
     70 * // returns NaN
     71 */
     72 function quantile( p, mu, b ) {
     73 	if (
     74 		isnan( mu ) ||
     75 		isnan( b ) ||
     76 		isnan( p ) ||
     77 		b <= 0.0 ||
     78 		p < 0.0 ||
     79 		p > 1.0
     80 	) {
     81 		return NaN;
     82 	}
     83 	return mu - ( b * signum( p-0.5 ) * ln( 1.0 - ( 2.0 * abs( p-0.5 ) ) ) );
     84 }
     85 
     86 
     87 // EXPORTS //
     88 
     89 module.exports = quantile;