time-to-botec

Benchmark sampling in different programming languages
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quantile.js (1875B)

      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 sqrt = require( '@stdlib/math/base/special/sqrt' );
     26 
     27 
     28 // MAIN //
     29 
     30 /**
     31 * Evaluates the quantile function for a Rayleigh distribution with scale parameter `sigma` at a probability `p`.
     32 *
     33 * @param {Probability} p - input value
     34 * @param {NonNegativeNumber} sigma - scale parameter
     35 * @returns {number} evaluated quantile function
     36 *
     37 * @example
     38 * var y = quantile( 0.8, 1.0 );
     39 * // returns ~1.794
     40 *
     41 * @example
     42 * var y = quantile( 0.5, 4.0 );
     43 * // returns ~4.71
     44 *
     45 * @example
     46 * var y = quantile( 1.1, 1.0 );
     47 * // returns NaN
     48 *
     49 * @example
     50 * var y = quantile( -0.2, 1.0 );
     51 * // returns NaN
     52 *
     53 * @example
     54 * var y = quantile( NaN, 1.0 );
     55 * // returns NaN
     56 *
     57 * @example
     58 * var y = quantile( 0.0, NaN );
     59 * // returns NaN
     60 *
     61 * @example
     62 * // Negative scale parameter:
     63 * var y = quantile( 0.5, -1.0 );
     64 * // returns NaN
     65 */
     66 function quantile( p, sigma ) {
     67 	var s2;
     68 	if ( isnan( sigma ) || sigma < 0.0 ) {
     69 		return NaN;
     70 	}
     71 	if ( isnan( p ) || p < 0.0 || p > 1.0 ) {
     72 		return NaN;
     73 	}
     74 	if ( sigma === 0.0 ) {
     75 		return 0.0;
     76 	}
     77 	s2 = sigma * sigma;
     78 	return sqrt( -2.0 * s2 * log1p( -p ) );
     79 }
     80 
     81 
     82 // EXPORTS //
     83 
     84 module.exports = quantile;