locutus/r/stats/quantile.js

Locutus other languages' standard libraries to JavaScript for fun and educational purposes

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.quantile = quantile;
const _stats_ts_1 = require("../_helpers/_stats.js");
function quantile(x, probs = [0, 0.25, 0.5, 0.75, 1]) {
    //      discuss at: https://locutus.io/r/quantile/
    // parity verified: R 4.4
    //     original by: Kevin van Zonneveld (https://kvz.io)
    //          note 1: Uses R's default type 7 interpolation and returns the plain numeric values without names.
    //       example 1: quantile([1, 2, 3, 4])
    //       returns 1: [1, 1.75, 2.5, 3.25, 4]
    //       example 2: quantile([1, 2, 3], [0.1, 0.9])
    //       returns 2: [1.2, 2.8]
    //       example 3: quantile([4, 1, 3, 2], [0.25, 0.5, 0.75])
    //       returns 3: [1.75, 2.5, 3.25]
    const values = (0, _stats_ts_1.sortedRNumbers)(x, 'quantile');
    const probabilityValues = Array.isArray(probs) ? probs : [probs];
    if (values.length === 0) {
        return probabilityValues.map(() => Number.NaN);
    }
    return probabilityValues.map((probability) => {
        const p = (0, _stats_ts_1.toRNumber)(probability, 'quantile');
        if (Number.isNaN(p) || p < 0 || p > 1) {
            throw new RangeError('quantile() probabilities must be between 0 and 1');
        }
        if (values.length === 1) {
            return values[0] ?? Number.NaN;
        }
        const index = 1 + (values.length - 1) * p;
        const lowerIndex = Math.floor(index);
        const fraction = index - lowerIndex;
        const lower = values[lowerIndex - 1] ?? Number.NaN;
        const upper = values[Math.min(lowerIndex, values.length - 1)] ?? Number.NaN;
        return lower + fraction * (upper - lower);
    });
}