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* @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 isnan = require( '@stdlib/math/base/assert/is-nan' );
var erfinv = require( '@stdlib/math/base/special/erfinv' );
var SQRT2 = require( '@stdlib/constants/float64/sqrt-two' );
var PINF = require( '@stdlib/constants/float64/pinf' );
// MAIN //
/**
* Evaluates the quantile function for a Half-Normal distribution with scale parameter `sigma` at a probability `p`.
*
* @param {Probability} p - cumulative probability
* @param {NonNegativeNumber} sigma - scale parameter
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.8, 1.0 );
* // returns ~1.2816
*
* @example
* var y = quantile( 0.5, 2.0 );
* // returns ~1.3490
*
* @example
* var y = quantile( 0.5, 4.0 );
* // returns ~2.6980
*
* @example
* var y = quantile( 1.1, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( -0.2, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( NaN, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.0, NaN );
* // returns NaN
*
* @example
* // Negative scale parameter:
* var y = quantile( 0.5, -1.0 );
* // returns NaN
*/
function quantile( p, sigma ) {
if (
isnan( sigma ) ||
isnan( p ) ||
sigma < 0.0 ||
p < 0.0 ||
p > 1.0
) {
return NaN;
}
if ( sigma === 0.0 ) {
return 0.0;
}
if ( p === 1.0 ) {
return PINF;
}
return sigma * SQRT2 * erfinv( p );
}
// EXPORTS //
module.exports = quantile;
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