time-to-botec

Benchmark sampling in different programming languages
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quantile.js (2451B)

      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 sqrt = require( '@stdlib/math/base/special/sqrt' );
     25 
     26 
     27 // MAIN //
     28 
     29 /**
     30 * Evaluates the quantile function for a triangular distribution with lower limit `a` and upper limit `b` and mode `c` at a probability `p`.
     31 *
     32 * @param {Probability} p - input value
     33 * @param {number} a - lower limit
     34 * @param {number} b - upper limit
     35 * @param {number} c - mode
     36 * @returns {number} evaluated quantile function
     37 *
     38 * @example
     39 * var y = quantile( 0.9, -1.0, 1.0, 0.0 );
     40 * // returns ~0.553
     41 *
     42 * @example
     43 * var y = quantile( 0.1, -1.0, 1.0, 0.5 );
     44 * // returns ~-0.452
     45 *
     46 * @example
     47 * var y = quantile( 0.1, -20.0, 0.0, -2.0 );
     48 * // returns -14.0
     49 *
     50 * @example
     51 * var y = quantile( 0.8, 0.0, 20.0, 0.0 );
     52 * // returns ~11.056
     53 *
     54 * @example
     55 * var y = quantile( 1.1, -1.0, 1.0, 0.0 );
     56 * // returns NaN
     57 *
     58 * @example
     59 * var y = quantile( -0.1, -1.0, 1.0, 0.0 );
     60 * // returns NaN
     61 *
     62 * @example
     63 * var y = quantile( NaN, 0.0, 1.0, 0.5 );
     64 * // returns NaN
     65 *
     66 * @example
     67 * var y = quantile( 0.3, NaN, 1.0, 0.5 );
     68 * // returns NaN
     69 *
     70 * @example
     71 * var y = quantile( 0.3, 0.0, NaN, 0.5 );
     72 * // returns NaN
     73 *
     74 * @example
     75 * var y = quantile( 0.3, 1.0, 0.0, NaN );
     76 * // returns NaN
     77 *
     78 * @example
     79 * var y = quantile( 0.3, 1.0, 0.0, 1.5 );
     80 * // returns NaN
     81 */
     82 function quantile( p, a, b, c ) {
     83 	var pInflection;
     84 	var fact1;
     85 	var fact2;
     86 
     87 	if (
     88 		isnan( p ) ||
     89 		isnan( a ) ||
     90 		isnan( b ) ||
     91 		isnan( c ) ||
     92 		a > c ||
     93 		c > b ||
     94 		p < 0.0 ||
     95 		p > 1.0
     96 	) {
     97 		return NaN;
     98 	}
     99 	pInflection = ( c - a ) / ( b - a );
    100 	fact1 = ( b - a ) * ( c - a);
    101 	fact2 = ( b - a ) * ( b - c );
    102 	if ( p < pInflection ) {
    103 		return a + sqrt( fact1 * p );
    104 	}
    105 	if ( p > pInflection ) {
    106 		return b - sqrt( fact2 * ( 1.0 - p ) );
    107 	}
    108 	// Case: p = pInflection
    109 	return c;
    110 }
    111 
    112 
    113 // EXPORTS //
    114 
    115 module.exports = quantile;