@stdlib/stats-base-dists-beta-quantile
Version:
Beta distribution quantile function.
83 lines (72 loc) • 1.91 kB
JavaScript
/**
* @license Apache-2.0
*
* Copyright (c) 2018 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.
*/
;
// MODULES //
var constantFunction = require( '@stdlib/utils-constant-function' );
var betaincinv = require( '@stdlib/math-base-special-betaincinv' );
var isnan = require( '@stdlib/math-base-assert-is-nan' );
// MAIN //
/**
* Returns a function for evaluating the quantile function for a beta distribution with first shape parameter `alpha` and second shape parameter `beta`.
*
* @param {PositiveNumber} alpha - first shape parameter
* @param {PositiveNumber} beta - second shape parameter
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 2.5, 0.5 );
* var y = quantile( 0.5 );
* // returns ~0.904
*
* y = quantile( 0.8 );
* // returns ~0.986
*/
function factory( alpha, beta ) {
if (
isnan( alpha ) ||
isnan( beta ) ||
alpha <= 0.0 ||
beta <= 0.0
) {
return constantFunction( NaN );
}
return quantile;
/**
* Evaluates the quantile function for a beta distribution.
*
* @private
* @param {Probability} p - input value
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( p ) {
if (
isnan( p ) ||
p < 0.0 ||
p > 1.0
) {
return NaN;
}
return betaincinv( p, alpha, beta );
}
}
// EXPORTS //
module.exports = factory;