time-to-botec

Benchmark sampling in different programming languages
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quantile.js (2009B)

      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 qnormal = require( './../../../../../base/dists/normal/quantile' );
     24 var isnan = require( '@stdlib/math/base/assert/is-nan' );
     25 var exp = require( '@stdlib/math/base/special/exp' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Evaluates the quantile function for a lognormal distribution with location parameter `mu` and scale parameter `sigma` at a probability `p`.
     32 *
     33 * @param {Probability} p - input value
     34 * @param {number} mu - location parameter
     35 * @param {PositiveNumber} sigma - scale parameter
     36 * @returns {number} evaluated quantile function
     37 *
     38 * @example
     39 * var y = quantile( 0.8, 0.0, 1.0 );
     40 * // returns ~2.32
     41 *
     42 * @example
     43 * var y = quantile( 0.5, 4.0, 2.0 );
     44 * // returns ~54.598
     45 *
     46 * @example
     47 * var y = quantile( 1.1, 0.0, 1.0 );
     48 * // returns NaN
     49 *
     50 * @example
     51 * var y = quantile( -0.2, 0.0, 1.0 );
     52 * // returns NaN
     53 *
     54 * @example
     55 * var y = quantile( NaN, 0.0, 1.0 );
     56 * // returns NaN
     57 *
     58 * @example
     59 * var y = quantile( 0.0, NaN, 1.0 );
     60 * // returns NaN
     61 *
     62 * @example
     63 * var y = quantile( 0.0, 0.0, NaN );
     64 * // returns NaN
     65 *
     66 * @example
     67 * // Negative scale parameter:
     68 * var y = quantile( 0.5, 0.0, -1.0 );
     69 * // returns NaN
     70 */
     71 function quantile( p, mu, sigma ) {
     72 	if (
     73 		isnan( mu ) ||
     74 		isnan( sigma ) ||
     75 		isnan( p ) ||
     76 		sigma <= 0.0 ||
     77 		p < 0.0 ||
     78 		p > 1.0
     79 	) {
     80 		return NaN;
     81 	}
     82 	return exp( mu + (sigma * qnormal( p, 0.0, 1.0 )) );
     83 }
     84 
     85 
     86 // EXPORTS //
     87 
     88 module.exports = quantile;