quantile.js (1799B)
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 25 26 // MAIN // 27 28 /** 29 * Evaluates the quantile function for a uniform distribution with minimum support `a` and maximum support `b` at a probability `p`. 30 * 31 * @param {Probability} p - input value 32 * @param {number} a - minimum support 33 * @param {number} b - maximum support 34 * @returns {number} evaluated quantile function 35 * 36 * @example 37 * var y = quantile( 0.8, 0.0, 1.0 ); 38 * // returns 0.8 39 * 40 * @example 41 * var y = quantile( 0.5, 0.0, 10.0 ); 42 * // returns 5.0 43 * 44 * @example 45 * var y = quantile( 1.1, 0.0, 1.0 ); 46 * // returns NaN 47 * 48 * @example 49 * var y = quantile( -0.2, 0.0, 1.0 ); 50 * // returns NaN 51 * 52 * @example 53 * var y = quantile( NaN, 0.0, 1.0 ); 54 * // returns NaN 55 * 56 * @example 57 * var y = quantile( 0.0, NaN, 1.0 ); 58 * // returns NaN 59 * 60 * @example 61 * var y = quantile( 0.0, 0.0, NaN ); 62 * // returns NaN 63 * 64 * @example 65 * var y = quantile( 0.5, 2.0, 1.0 ); 66 * // returns NaN 67 */ 68 function quantile( p, a, b ) { 69 if ( 70 isnan( a ) || 71 isnan( b ) || 72 a >= b 73 ) { 74 return NaN; 75 } 76 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 77 return NaN; 78 } 79 return a + ( p * ( b - a ) ); 80 } 81 82 83 // EXPORTS // 84 85 module.exports = quantile;