factory.js (1865B)
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 constantFunction = require( '@stdlib/utils/constant-function' ); 24 var ln = require( '@stdlib/math/base/special/ln' ); 25 var pow = require( '@stdlib/math/base/special/pow' ); 26 var isnan = require( '@stdlib/math/base/assert/is-nan' ); 27 28 29 // MAIN // 30 31 /** 32 * Returns a function for evaluating the quantile function for a Weibull distribution. 33 * 34 * @param {PositiveNumber} k - scale parameter 35 * @param {PositiveNumber} lambda - shape parameter 36 * @returns {Function} quantile function 37 * 38 * @example 39 * var quantile = factory( 2.0, 10.0 ); 40 * var y = quantile( 0.4 ); 41 * // returns ~7.147 42 * 43 * y = quantile( 0.8 ); 44 * // returns ~12.686 45 */ 46 function factory( k, lambda ) { 47 if ( 48 isnan( k ) || 49 isnan( lambda ) || 50 k <= 0.0 || 51 lambda <= 0.0 52 ) { 53 return constantFunction( NaN ); 54 } 55 return quantile; 56 57 /** 58 * Evaluates the quantile function for a Weibull distribution. 59 * 60 * @private 61 * @param {Probability} p - input value 62 * @returns {number} evaluated quantile function 63 * 64 * @example 65 * var y = quantile( 0.3 ); 66 * // returns <number> 67 */ 68 function quantile( p ) { 69 if ( isnan( p ) || p < 0.0 || p > 1.0 ) { 70 return NaN; 71 } 72 return lambda * pow( -ln( 1.0 - p ), 1.0/k ); 73 } 74 } 75 76 77 // EXPORTS // 78 79 module.exports = factory;