Press n or j to go to the next uncovered block, b, p or k for the previous block.
| 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 | 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2x 2x 2004x 2x 2x 2000x 2000x 2000x 2000x 2004x 848x 848x 848x 848x 2000x 2000x 2000x 2004x 86940x 86940x 2000x 2000x 84940x 86940x 42184x 86940x 42756x 42756x 84940x 84940x 2004x 3x 3x 3x 3x 3x | /**
* @license Apache-2.0
*
* Copyright (c) 2026 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 waldCDF = require( '@stdlib/stats/base/dists/wald/cdf' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// VARIABLES //
var MAX_ITERATIONS = 1e4;
var TOLERANCE = 1e-12;
// MAIN //
/**
* Bisection method to find the quantile of a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`.
*
* @private
* @param {Probability} p - input value
* @param {PositiveNumber} mu - mean
* @param {PositiveNumber} lambda - shape parameter
* @returns {NonNegativeNumber} evaluated quantile function
*/
function bisect( p, mu, lambda ) {
var a;
var b;
var c;
var m;
var n;
if ( p <= 0.0 ) {
return 0.0;
}
if ( p >= 1.0 ) {
return PINF;
}
// Establish an upper bound `b` such that `CDF(b) >= p`, while keeping `a` a lower bound for which `CDF(a) < p`:
a = 0.0;
b = mu;
n = 1;
while ( waldCDF( b, mu, lambda ) < p && n < MAX_ITERATIONS ) {
a = b;
b *= 2.0;
n += 1;
}
// Bisect the interval `[a,b]` until reaching the desired tolerance:
n = 1;
m = ( a + b ) / 2.0;
while ( n < MAX_ITERATIONS ) {
m = ( a + b ) / 2.0;
if ( b - a < TOLERANCE ) {
return m;
}
c = waldCDF( m, mu, lambda );
if ( p > c ) {
a = m;
} else {
b = m;
}
n += 1;
}
return m;
}
// EXPORTS //
module.exports = bisect;
|