@stdlib/stats
Version:
Standard library statistical functions.
68 lines (57 loc) • 1.58 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 gammaFactory = require( './../../../../../base/dists/gamma/quantile' ).factory;
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns a function for evaluating the quantile function for a chi distribution with degrees of freedom `k`.
*
* @param {NonNegativeNumber} k - degrees of freedom
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 0.4 );
*
* var y = quantile( 0.9 );
* // returns ~1.1
*
* y = quantile( 1.0 );
* // returns Infinity
*/
function factory( k ) {
var gamma = gammaFactory( k/2.0, 0.5 );
return quantile;
/**
* Evaluates the quantile function for a chi distribution.
*
* @private
* @param {Probability} p - input value
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( p ) {
return sqrt( gamma( p ) );
}
}
// EXPORTS //
module.exports = factory;