@stdlib/stats
Version:
Standard library statistical functions.
88 lines (78 loc) • 1.71 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.
*/
'use strict';
// MODULES //
var isnan = require( '@stdlib/math/base/assert/is-nan' );
// MAIN //
/**
* Evaluates the quantile function for a Bernoulli distribution with success probability `p` at a probability `r`.
*
* @param {Probability} r - input value
* @param {Probability} p - success probability
* @returns {NonNegativeInteger} evaluated quantile function
*
* @example
* var y = quantile( 0.8, 0.4 );
* // returns 1
*
* @example
* var y = quantile( 0.5, 0.4 );
* // returns 0
*
* @example
* var y = quantile( 0.8, 0.1 );
* // returns 0
*
* @example
* var y = quantile( -0.2, 0.1 );
* // returns NaN
*
* @example
* var y = quantile( NaN, 0.8 );
* // returns NaN
*
* @example
* var y = quantile( 0.4, NaN );
* // returns NaN
*
* @example
* var y = quantile( 0.5, -1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.5, 1.5 );
* // returns NaN
*/
function quantile( r, p ) {
if (
isnan( p ) ||
isnan( r ) ||
p < 0.0 ||
p > 1.0 ||
r < 0.0 ||
r > 1.0
) {
return NaN;
}
if ( r <= 1.0 - p ) {
return 0;
}
return 1;
}
// EXPORTS //
module.exports = quantile;