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    @stdlib/stats-base-dists-pareto-type1-quantile
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    0.0.5 • Public • Published

    Quantile Function

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    Pareto (Type I) distribution quantile function.

    The quantile function for a Pareto (Type I) random variable is

    Quantile function for a Pareto (Type I) distribution.

    for 0 <= p < 1, where alpha is the shape parameter and beta is the scale parameter.

    Installation

    npm install @stdlib/stats-base-dists-pareto-type1-quantile

    Usage

    var quantile = require( '@stdlib/stats-base-dists-pareto-type1-quantile' );

    quantile( p, alpha, beta )

    Evaluates the quantile function for a Pareto (Type I) distribution with parameters alpha (shape parameter) and beta ( scale parameter).

    var y = quantile( 0.8, 2.0, 1.0 );
    // returns ~2.236
    
    y = quantile( 0.8, 1.0, 10.0 );
    // returns ~50.0
    
    y = quantile( 0.1, 1.0, 10.0 );
    // returns ~11.111

    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 Pareto (Type I) distribution with parameters alpha (shape parameter) and beta ( scale parameter).

    var myquantile = quantile.factory( 2.5, 0.5 );
    var y = myquantile( 0.5 );
    // returns ~0.66
    
    y = myquantile( 0.8 );
    // returns ~0.952

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var quantile = require( '@stdlib/stats-base-dists-pareto-type1-quantile' );
    
    var alpha;
    var beta;
    var p;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        p = randu();
        alpha = randu() * 5.0;
        beta = randu() * 5.0;
        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.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2021. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-pareto-type1-quantile

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    24

    Version

    0.0.5

    License

    Apache-2.0

    Unpacked Size

    52.9 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser