@stdlib/stats
Version:
Standard library statistical functions.
74 lines (63 loc) • 1.82 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 constantFunction = require( '@stdlib/utils/constant-function' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var ln = require( '@stdlib/math/base/special/ln' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Returns a function for evaluating the quantile function of an exponential distribution with rate parameter `lambda`.
*
* @param {PositiveNumber} lambda - rate parameter
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 0.4 );
* var y = quantile( 0.4 );
* // returns ~1.277
*
* y = quantile( 1.0 );
* // returns Infinity
*/
function factory( lambda ) {
if ( lambda < 0.0 || lambda === PINF || isnan( lambda ) ) {
return constantFunction( NaN );
}
return quantile;
/**
* Evaluates the quantile function for an exponential distribution.
*
* @private
* @param {Probability} p - input value
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( p ) {
if ( isnan( p ) || p < 0.0 || p > 1.0 ) {
return NaN;
}
return -ln( 1.0 - p ) / lambda;
}
}
// EXPORTS //
module.exports = factory;