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    @stdlib/stats-base-dists-lognormal-quantile
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    0.0.6 • Public • Published

    Quantile Function

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    Lognormal distribution quantile function.

    The quantile function for a lognormal random variable is

    Quantile function for a lognormal distribution.

    for 0 <= p < 1, where mu is the location parameter and sigma > 0 is the scale parameter.

    Installation

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

    Usage

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

    quantile( p, mu, sigma )

    Evaluates the quantile function for a lognormal distribution with parameters mu (location parameter) and sigma (scale parameter).

    var y = quantile( 0.5, 0.0, 1.0 );
    // returns 1.0
    
    y = quantile( 0.5, 4.0, 1.0 );
    // returns ~54.598
    
    y = quantile( 0.8, 4.0, 1.0 );
    // returns ~126.675
    
    y = quantile( 0.8, 4.0, 4.0 );
    // returns ~1582.063

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

    var y = quantile( 1.9, 0.0, 1.0 );
    // returns NaN
    
    y = quantile( -0.1, 0.0, 1.0 );
    // returns NaN

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

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

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

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

    quantile.factory( mu, sigma )

    Returns a function for evaluating the quantile function of a lognormal distribution with parameters mu and sigma.

    var myquantile = quantile.factory( 4.0, 2.0 );
    
    var y = myquantile( 0.2 );
    // returns ~10.143
    
    y = myquantile( 0.8 );
    // returns ~293.901

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var quantile = require( '@stdlib/stats-base-dists-lognormal-quantile' );
    
    var sigma;
    var mu;
    var p;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        p = randu();
        mu = (randu() * 10.0) - 5.0;
        sigma = randu() * 20.0;
        y = quantile( p, mu, sigma );
        console.log( 'p: %d, µ: %d, σ: %d, Q(p;µ,σ): %d', p.toFixed( 4 ), mu.toFixed( 4 ), sigma.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 © 2016-2022. The Stdlib Authors.

    Install

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

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    81

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    57.2 kB

    Total Files

    11

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    Collaborators

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