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 | 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 1x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 6x 1x 1x 1x 1x 1x | /**
* @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 degenerate = require( '@stdlib/stats/base/dists/degenerate/quantile' ).factory;
var erfinv = require( '@stdlib/math/base/special/erfinv' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns a function for evaluating the quantile function of a normal distribution.
*
* @param {number} mu - mean
* @param {NonNegativeNumber} sigma - standard deviation
* @returns {Function} quantile function
*
* @example
* var quantile = factory( 10.0, 2.0 );
* var y = quantile( 0.5 );
* // returns 10.0
*
* y = quantile( 0.8 );
* // returns ~11.683
*/
function factory( mu, sigma ) {
var A;
var B;
if ( isnan( mu ) || isnan( sigma ) || sigma < 0.0 ) {
return constantFunction( NaN );
}
if ( sigma === 0.0 ) {
degenerate( mu );
}
A = mu;
B = sigma * sqrt( 2.0 );
return quantile;
/**
* Evaluates the quantile function for a normal distribution.
*
* @private
* @param {Probability} p - input value
* @returns {number} evaluated quantile function
*
* @example
* var y = quantile( 0.3 );
* // returns <number>
*/
function quantile( p ) {
if ( isnan( p ) || p < 0.0 || p > 1.0 ) {
return NaN;
}
return A + ( B * erfinv( (2.0*p) - 1.0 ) );
}
}
// EXPORTS //
module.exports = factory;
|