UNPKG

@stdlib/stats-base-dists-uniform-quantile

Version:

Uniform distribution quantile function.

127 lines (118 loc) 2.9 kB
/* * @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 uniform 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 uniform distribution. */ interface Quantile { /** * Evaluates the quantile function for a uniform distribution with minimum support `a` and maximum support `b` at a probability `p`. * * ## Notes * * - If `p < 0` or `p > 1`, the function returns `NaN`. * - If provided `a >= b`, the function returns `NaN`. * * @param p - input value * @param a - minimum support * @param b - maximum support * @returns evaluated quantile function * * @example * var y = quantile( 0.8, 0.0, 1.0 ); * // returns 0.8 * * @example * var y = quantile( 0.5, 0.0, 10.0 ); * // returns 5.0 * * @example * var y = quantile( 1.1, 0.0, 1.0 ); * // returns NaN * * @example * var y = quantile( -0.2, 0.0, 1.0 ); * // returns NaN * * @example * var y = quantile( NaN, 0.0, 1.0 ); * // returns NaN * * @example * var y = quantile( 0.0, NaN, 1.0 ); * // returns NaN * * @example * var y = quantile( 0.0, 0.0, NaN ); * // returns NaN * * @example * var y = quantile( 0.5, 2.0, 1.0 ); * // returns NaN */ ( p: number, a: number, b: number ): number; /** * Returns a function for evaluating the quantile function for a uniform distribution with minimum support `a` an maximum support `b`. * * @param a - minimum support * @param b - maximum support * @returns quantile function * * @example * var myQuantile = quantile.factory( 2.0, 4.0 ); * var y = myQuantile( 0.4 ); * // returns 2.8 * * y = myQuantile( 0.8 ); * // returns 3.6 */ factory( a: number, b: number ): Unary; } /** * Uniform distribution quantile function. * * @param p - input value * @param a - minimum support * @param b - maximum support * @returns evaluated quantile function * * @example * var y = quantile( 0.5, 0.0, 10.0 ); * // returns 5.0 * * y = quantile( 0.8, 0.0, 1.0 ); * // returns 0.8 * * var myQuantile = quantile.factory( 0.0, 4.0 ); * y = myQuantile( 0.8 ); * // returns 3.2 */ declare var quantile: Quantile; // EXPORTS // export = quantile;