@stdlib/stats-base-dists-chisquare-quantile
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    0.0.5 • Public • Published

    Quantile Function

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    Chi-squared distribution quantile function.

    The quantile function for a chi-squared random variable is

    Quantile function for a chi-squared distribution.

    for 0 <= p < 1, where k is the degrees of freedom and P^{-1} is the inverse of the lower, regularized incomplete gamma function.

    Installation

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

    Usage

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

    quantile( p, k )

    Evaluates the quantile function for a chi-squared distribution with degrees of freedom k.

    var y = quantile( 0.8, 1.0 );
    // returns ~1.642
    
    y = quantile( 0.5, 4.0 );
    // returns ~3.357
    
    y = quantile( 0.8, 0.1 );
    // returns ~0.014

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

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

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

    var y = quantile( NaN, 1.0 );
    // returns NaN
    
    y = quantile( 0.2, NaN );
    // returns NaN

    If provided k < 0, the function returns NaN.

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

    If provided k = 0, the function evaluates the quantile function of a degenerate distribution centered at 0.

    var y = quantile( 0.3, 0.0 );
    // returns 0.0
    
    y = quantile( 0.9, 0.0 );
    // returns 0.0

    quantile.factory( k )

    Returns a function for evaluating the quantile function of a chi-squared distribution with degrees of freedom k.

    var myquantile = quantile.factory( 0.4 );
    
    var y = myquantile( 0.9 );
    // returns ~1.21
    
    y = myquantile( 1.0 );
    // returns Infinity

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var quantile = require( '@stdlib/stats-base-dists-chisquare-quantile' );
    
    var k;
    var p;
    var y;
    var i;
    
    for ( i = 0; i < 20; i++ ) {
        p = randu();
        k = randu() * 10.0;
        y = quantile( p, k );
        console.log( 'p: %d, k: %d, Q(p;k): %d', p.toFixed( 4 ), k.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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2021. The Stdlib Authors.

    Install

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

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    19

    Version

    0.0.5

    License

    Apache-2.0

    Unpacked Size

    51.7 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser