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

    Quantile Function

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    Normal distribution quantile function.

    The quantile function for a normal random variable is

    Quantile function for a Normal distribution.

    for 0 <= p <= 1, where µ is the mean and σ is the standard deviation.

    Installation

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

    Usage

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

    quantile( p, mu, sigma )

    Evaluates the quantile function for a normal distribution with parameters mu (mean) and sigma (standard deviation).

    var y = quantile( 0.5, 0.0, 1.0 );
    // returns 0.0
    
    y = quantile( 0.2, 4.0, 2.0 );
    // returns ~2.317

    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

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

    var y = quantile( 0.3, 8.0, 0.0 );
    // returns 8.0
    
    y = quantile( 0.9, 8.0, 0.0 );
    // returns 8.0

    quantile.factory( mu, sigma )

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

    var myquantile = quantile.factory( 10.0, 2.0 );
    
    var y = myquantile( 0.2 );
    // returns ~8.317
    
    y = myquantile( 0.8 );
    // returns ~11.683

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var quantile = require( '@stdlib/stats-base-dists-normal-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, mu, sigma, y );
    }

    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-normal-quantile

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    58

    Version

    0.0.5

    License

    Apache-2.0

    Unpacked Size

    55.9 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser