@stdlib/stats-base-dists-beta-quantile
    TypeScript icon, indicating that this package has built-in type declarations

    0.0.6 • Public • Published

    Quantile Function

    NPM version Build Status Coverage Status

    Beta distribution quantile function.

    The quantile function for a beta random variable is

    Quantile function for a beta distribution.

    for 0 <= p <= 1, where alpha > 0 is the first shape parameter and beta > 0 is the second shape parameter and F(x;alpha,beta) denotes the cumulative distribution function of a beta random variable with parameters alpha and beta.

    Installation

    npm install @stdlib/stats-base-dists-beta-quantile

    Usage

    var quantile = require( '@stdlib/stats-base-dists-beta-quantile' );

    quantile( p, alpha, beta )

    Evaluates the quantile function for a beta distribution with parameters alpha (first shape parameter) and beta (second shape parameter).

    var y = quantile( 0.8, 2.0, 1.0 );
    // returns ~0.894
    
    y = quantile( 0.5, 4.0, 2.0 );
    // returns ~0.686

    If provided a probability p outside the interval [0,1], the function returns NaN.

    var y = quantile( 1.9, 1.0, 1.0 );
    // returns NaN
    
    y = quantile( -0.1, 1.0, 1.0 );
    // returns NaN

    If provided NaN as any argument, the function returns NaN.

    var y = quantile( NaN, 1.0, 1.0 );
    // returns NaN
    
    y = quantile( 0.5, NaN, 1.0 );
    // returns NaN
    
    y = quantile( 0.5, 1.0, NaN );
    // returns NaN

    If provided alpha <= 0, the function returns NaN.

    var y = quantile( 0.4, -1.0, 1.0 );
    // returns NaN
    
    y = quantile( 0.4, 0.0, 1.0 );
    // returns NaN

    If provided beta <= 0, the function returns NaN.

    var y = quantile( 0.4, 1.0, -1.0 );
    // returns NaN
    
    y = quantile( 0.4, 1.0, 0.0 );
    // returns NaN

    quantile.factory( alpha, beta )

    Returns a function for evaluating the quantile function of a beta distribution with parameters alpha (first shape parameter) and beta (second shape parameter).

    var myquantile = quantile.factory( 2.0, 2.0 );
    
    var y = myquantile( 0.8 );
    // returns ~0.713
    
    y = myquantile( 0.4 );
    // returns ~0.433

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var EPS = require( '@stdlib/constants-float64-eps' );
    var quantile = require( '@stdlib/stats-base-dists-beta-quantile' );
    
    var alpha;
    var beta;
    var p;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        p = randu();
        alpha = ( randu()*5.0 ) + EPS;
        beta = ( randu()*5.0 ) + EPS;
        y = quantile( p, alpha, beta );
        console.log( 'p: %d, α: %d, β: %d, Q(p;α,β): %d', p.toFixed( 4 ), alpha.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
    }

    Notice

    This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

    For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

    Community

    Chat


    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-beta-quantile

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    1,125

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    61.5 kB

    Total Files

    12

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser