factory.js (1805B)
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 erfcinv = require( '@stdlib/math/base/special/erfcinv' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a function for evaluating the quantile function for a Lévy distribution. 32 * 33 * @param {number} mu - location parameter 34 * @param {NonNegativeNumber} c - scale parameter 35 * @returns {Function} quantile function 36 * 37 * @example 38 * var quantile = factory( 10.0, 2.0 ); 39 * var y = quantile( 0.5 ); 40 * // returns ~14.396 41 * 42 * y = quantile( 0.8 ); 43 * // returns ~41.16 44 */ 45 function factory( mu, c ) { 46 if ( isnan( mu ) || isnan( c ) || c <= 0.0 ) { 47 return constantFunction( NaN ); 48 } 49 return quantile; 50 51 /** 52 * Evaluates the quantile function for a Lévy distribution. 53 * 54 * @private 55 * @param {Probability} p - input value 56 * @returns {number} evaluated quantile function 57 * 58 * @example 59 * var y = quantile( 0.3 ); 60 * // returns <number> 61 */ 62 function quantile( p ) { 63 var fval; 64 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 65 return NaN; 66 } 67 fval = erfcinv( p ); 68 return mu + ( c / ( 2.0*fval*fval ) ); 69 } 70 } 71 72 73 // EXPORTS // 74 75 module.exports = factory;