@stdlib/stats
Version:
Standard library statistical functions.
83 lines (72 loc) • 2.08 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 log1p = require( '@stdlib/math/base/special/log1p' );
var ceil = require( '@stdlib/math/base/special/ceil' );
var max = require( '@stdlib/math/base/special/max' );
var ln = require( '@stdlib/math/base/special/ln' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Returns a function for evaluating the quantile function for a geometric distribution with success probability `p`.
*
* @param {Probability} p - success probability
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 0.4 );
* var y = quantile( 0.4 );
* // returns 0
*
* y = quantile( 0.8 );
* // returns 3
*
* y = quantile( 1.0 );
* // returns Infinity
*/
function factory( p ) {
if ( isnan( p ) || p < 0.0 || p > 1.0 ) {
return constantFunction( NaN );
}
return quantile;
/**
* Evaluates the quantile function for a geometric distribution.
*
* @private
* @param {Probability} r - input value
* @returns {NonNegativeInteger} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( r ) {
if ( isnan( r ) || r < 0.0 || r > 1.0 ) {
return NaN;
}
if ( r === 1.0 ) {
return PINF;
}
return max( 0.0, ceil( (ln(1.0-r) / log1p(-p)) - (1.0 + 1e-12) ) );
}
}
// EXPORTS //
module.exports = factory;