distributions-cauchy-quantile
Version:
Cauchy distribution quantile function.
38 lines (29 loc) • 877 B
JavaScript
// MODULES //
var partial = require( './partial.js' );
// QUANTILE //
/**
* FUNCTION: quantile( out, matrix, x0, gamma )
* Evaluates the quantile function for a Cauchy distribution with location parameter `x0` and scale parameter `gamma` for each matrix element.
*
* @param {Matrix} out - output matrix
* @param {Matrix} arr - input matrix
* @param {Number} x0 - location parameter
* @param {Number} gamma - scale parameter
* @returns {Matrix} output matrix
*/
function quantile( y, x, x0, gamma ) {
var len = x.length,
fcn,
i;
if ( y.length !== len ) {
throw new Error( 'quantile()::invalid input arguments. Input and output matrices must be the same length.' );
}
fcn = partial( x0, gamma );
for ( i = 0; i < len; i++ ) {
y.data[ i ] = fcn( x.data[ i ] );
}
return y;
} // end FUNCTION quantile()
// EXPORTS //
module.exports = quantile;
;