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@stdlib/stats

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Standard library statistical functions.

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/** * @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 gammaQuantile = require( './../../../../../base/dists/gamma/quantile' ); // MAIN // /** * Evaluates the quantile function for a chi-squared distribution with degrees of freedom `k` at a probability `p`. * * @param {Probability} p - input value * @param {NonNegativeNumber} k - degrees of freedom * @returns {number} evaluated quantile function * * @example * var y = quantile( 0.8, 1.0 ); * // returns ~1.642 * * @example * var y = quantile( 0.5, 4.0 ); * // returns ~3.357 * * @example * var y = quantile( 0.8, 0.1 ); * // returns ~0.014 * * @example * var y = quantile( -0.2, 0.5 ); * // returns NaN * * @example * var y = quantile( 1.1, 0.5 ); * // returns NaN * * @example * var y = quantile( NaN, 1.0 ); * // returns NaN * * @example * var y = quantile( 0.0, NaN ); * // returns NaN * * @example * // Negative degrees of freedom: * var y = quantile( 0.5, -1.0 ); * // returns NaN */ function quantile( p, k ) { return gammaQuantile( p, k/2.0, 0.5 ); } // EXPORTS // module.exports = quantile;