@stdlib/stats-base-dists-beta-quantile
Version:
Beta distribution quantile function.
135 lines (126 loc) • 3.15 kB
TypeScript
/*
* @license Apache-2.0
*
* Copyright (c) 2019 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
// TypeScript Version: 4.1
/**
* Evaluates the quantile function for a beta distribution.
*
* ## Notes
*
* - If `p < 0` or `p > 1`, the function returns `NaN`.
*
* @param p - input value
* @returns evaluated quantile function
*/
type Unary = ( p: number ) => number;
/**
* Interface for the quantile function of a beta distribution.
*/
interface Quantile {
/**
* Evaluates the quantile function for a beta distribution with first shape parameter `alpha` and second shape parameter `beta` at a probability `p`.
*
* ## Notes
*
* - If `p < 0` or `p > 1`, the function returns `NaN`.
* - If `alpha <= 0` or `beta <= 0`, the function returns `NaN`.
*
* @param p - input value
* @param alpha - first shape parameter
* @param beta - second shape parameter
* @returns evaluated quantile function
*
* @example
* var y = quantile( 0.8, 2.0, 1.0 );
* // returns ~0.894
*
* @example
* var y = quantile( 0.5, 4.0, 2.0 );
* // returns ~0.686
*
* @example
* var y = quantile( 1.1, 1.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( -0.2, 1.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( NaN, 1.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.5, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.5, 1.0, NaN );
* // returns NaN
*
* @example
* var y = quantile( 0.5, -1.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.5, 1.0, -1.0 );
* // returns NaN
*/
( p: number, alpha: number, beta: number ): number;
/**
* Returns a function for evaluating the quantile function for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`.
*
* @param alpha - first shape parameter
* @param beta - second shape parameter
* @returns quantile function
*
* @example
* var myQuantile = quantile.factory( 2.5, 0.5 );
* var y = myQuantile( 0.5 );
* // returns ~0.904
*
* y = myQuantile( 0.8 );
* // returns ~0.986
*/
factory( alpha: number, beta: number ): Unary;
}
/**
* Beta distribution quantile function.
*
* @param p - input value
* @param alpha - first shape parameter
* @param beta - second shape parameter
* @returns evaluated quantile function
*
* @example
* var y = quantile( 0.8, 2.0, 1.0 );
* // returns ~0.894
*
* y = quantile( 0.5, 4.0, 2.0 );
* // returns ~0.686
*
* var myQuantile = quantile.factory( 2.0, 2.0 );
*
* y = myQuantile( 0.8 );
* // returns ~0.713
*
* y = myQuantile( 0.4 );
* // returns ~0.5
*/
declare var quantile: Quantile;
// EXPORTS //
export = quantile;