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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 isnan = require( '@stdlib/math/base/assert/is-nan' ); var bisect = require( './bisect.js' ); // MAIN // /** * Evaluates the quantile function for a raised cosine distribution with location parameter `mu` and scale parameter `s` at a probability `p`. * * @param {Probability} p - input value * @param {number} mu - location parameter * @param {NonNegativeNumber} s - scale parameter * @returns {number} evaluated quantile function * * @example * var y = quantile( 0.8, 0.0, 1.0 ); * // returns ~0.327 * * @example * var y = quantile( 0.5, 4.0, 2.0 ); * // returns ~4.0 * * @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 * // Negative scale parameter: * var y = quantile( 0.5, 0.0, -1.0 ); * // returns NaN */ function quantile( p, mu, s ) { if ( isnan( mu ) || isnan( s ) || isnan( p ) || s < 0.0 || p < 0.0 || p > 1.0 ) { return NaN; } if ( s === 0.0 ) { return mu; } return bisect( p, mu, s ); } // EXPORTS // module.exports = quantile;