factory.js (2244B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2020 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 isPositiveInteger = require( '@stdlib/math/base/assert/is-positive-integer' ); 24 var constantFunction = require( '@stdlib/utils/constant-function' ); 25 var isfinite = require( '@stdlib/math/base/assert/is-finite' ); 26 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 27 var exp = require( '@stdlib/math/base/special/exp' ); 28 var LN2 = require( '@stdlib/constants/float64/ln-two' ); 29 var weights = require( './weights.js' ); 30 31 32 // MAIN // 33 34 /** 35 * Returns a function for evaluating the quantile function of the Wilcoxon signed rank test statistic with `n` observations. 36 * 37 * @param {PositiveInteger} n - number of observations 38 * @returns {Function} quantile function 39 * 40 * @example 41 * var quantile = factory( 10 ); 42 * var y = quantile( 0.5 ); 43 * // returns 27 44 * 45 * y = quantile( 0.8 ); 46 * // returns 36 47 */ 48 function factory( n ) { 49 var pui; 50 if ( isnan( n ) || !isPositiveInteger( n ) || !isfinite( n ) ) { 51 return constantFunction( NaN ); 52 } 53 pui = exp( -n * LN2 ); 54 return quantile; 55 56 /** 57 * Evaluates the quantile function of the Wilcoxon signed rank test statistic. 58 * 59 * @private 60 * @param {Probability} p - input value 61 * @returns {NonNegativeInteger} evaluated quantile function 62 * 63 * @example 64 * var y = quantile( 0.3 ); 65 * // returns <number> 66 */ 67 function quantile( p ) { 68 var r; 69 var q; 70 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 71 return NaN; 72 } 73 if ( p === 0.0 ) { 74 return 0.0; 75 } 76 if ( p === 1.0 ) { 77 return ( n * ( n + 1 ) ) / 2; 78 } 79 r = 0; 80 q = -1; 81 while ( r < p ) { 82 q += 1; 83 r += pui * weights( q, n ); 84 } 85 return q; 86 } 87 } 88 89 90 // EXPORTS // 91 92 module.exports = factory;