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@stdlib/stats-base-dists-triangular-quantile

0.0.8 • Public • Published

Quantile Function

Triangular distribution quantile function.

The quantile function for a Triangular random variable is

where `a` is the lower limit, `b` is the upper limit and `c` is the mode.

Installation

`npm install @stdlib/stats-base-dists-triangular-quantile`

Usage

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

quantile( p, a, b, c )

Evaluates the quantile function for a triangular distribution with parameters `a` (lower limit), `b` (upper limit) and `c` (mode).

```var y = quantile( 0.9, -1.0, 1.0, 0.0 );
// returns ~0.553

y = quantile( 0.1, -1.0, 1.0, 0.5 );
// returns ~-0.452

y = quantile( 0.1, -20.0, 0.0, -2.0 );
// returns -14.0

y = quantile( 0.8, 0.0, 20.0, 0.0 );
// returns ~11.056```

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

```var y = quantile( 1.9, 0.0, 1.0, 0.5 );
// returns NaN

y = quantile( -0.1, 0.0, 1.0, 0.5 );
// returns NaN```

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

```var y = quantile( NaN, 0.0, 1.0, 0.5 );
// returns NaN

y = quantile( 0.1, NaN, 1.0, 0.5 );
// returns NaN

y = quantile( 0.1, 0.0, NaN, 0.5 );
// returns NaN

y = quantile( 0.1, 0.0, 1.0, NaN );
// returns NaN```

If provided parameters not satisfying `a <= c <= b`, the function returns `NaN`.

```var y = quantile( 0.1, 1.0, 0.0, 1.5 );
// returns NaN

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

y = quantile( 0.1, 0.0, -1.0, 0.5 );
// returns NaN```

quantile.factory( a, b, c )

Returns a function for evaluating the quantile function of a triangular distribution with parameters `a` (lower limit), `b` (upper limit) and `c` (mode).

```var myquantile = quantile.factory( 2.0, 4.0, 2.5 );
var y = myquantile( 0.4 );
// returns ~2.658

y = myquantile( 0.8 );
// returns ~3.225```

Examples

```var randu = require( '@stdlib/random-base-randu' );
var quantile = require( '@stdlib/stats-base-dists-triangular-quantile' );

var a;
var b;
var c;
var p;
var y;
var i;

for ( i = 0; i < 25; i++ ) {
p = randu();
a = randu() * 10.0;
b = a + (randu() * 40.0);
c = a + ((b-a) * randu());
y = quantile( p, a, b, c );
console.log( 'p: %d, a: %d, b: %d, c: %d, Q(p;a,b,c): %d', p.toFixed( 4 ), a.toFixed( 4 ), b.toFixed( 4 ), c.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.

Install

`npm i @stdlib/stats-base-dists-triangular-quantile`

stdlib.io

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