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 | 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 3x 3x 3x 3x 3x 2008x 2008x 4x 4x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2004x 2005x 2005x 2005x 2005x 3x 3x 2005x 2005x 2005x 2005x 2008x 3x 3x 3x 3x 3x | /**
* @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.
*/
'use strict';
// MODULES //
var constantFunction = require( '@stdlib/utils/constant-function' );
var kernelBetaincinv = require( '@stdlib/math/base/special/kernel-betaincinv' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sign = require( '@stdlib/math/base/special/signum' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns a function for evaluating the quantile function for a Student's t distribution with degrees of freedom `v`.
*
* @param {PositiveNumber} v - degrees of freedom
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 0.5 );
* var y = quantile( 0.5 );
* // returns 0.0
*
* y = quantile( 0.8 );
* // returns ~2.513
*
* y = quantile( 1.0 );
* // returns Infinity
*/
function factory( v ) {
if ( isnan( v ) || v <= 0.0 ) {
return constantFunction( NaN );
}
return quantile;
/**
* Evaluates the quantile function for a Student's t distribution.
*
* @private
* @param {Probability} p - input value
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( p ) {
var prob;
var xs;
if ( isnan( p ) || p < 0.0 || p > 1.0 ) {
return NaN;
}
prob = ( p > 0.5 ) ? 1.0 - p : p;
xs = kernelBetaincinv( v / 2.0, 0.5, 2.0 * prob, 1.0 - (2.0 * prob) );
return sign( p - 0.5 ) * sqrt( v * xs[ 1 ] / xs[ 0 ] );
}
}
// EXPORTS //
module.exports = factory;
|