1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165
|
<!--
@license Apache-2.0
Copyright (c) 2018 The Stdlib Authors.
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
-->
# Quantile Function
> [Triangular][triangular-distribution] distribution [quantile function][quantile-function].
<section class="intro">
The [quantile function][quantile-function] for a [Triangular][triangular-distribution] random variable is
<!-- <equation class="equation" label="eq:triangular_quantile_function" align="center" raw="Q(p;a,b,c) = \begin{cases} a + \sqrt{(b-a)(c-a)p} & \text{ for } 0 \le p \le F(c) \\ b - \sqrt{(b-a)(b-c)(1-p)} & \text{ for } F(c) \le p \le 1 \end{cases}" alt="Quantile function for a triangular distribution."> -->
<div class="equation" align="center" data-raw-text="Q(p;a,b,c) = \begin{cases} a + \sqrt{(b-a)(c-a)p} & \text{ for } 0 \le p \le F(c) \\ b - \sqrt{(b-a)(b-c)(1-p)} & \text{ for } F(c) \le p \le 1 \end{cases}" data-equation="eq:triangular_quantile_function">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@51534079fef45e990850102147e8945fb023d1d0/lib/node_modules/@stdlib/stats/base/dists/triangular/quantile/docs/img/equation_triangular_quantile_function.svg" alt="Quantile function for a triangular distribution.">
<br>
</div>
<!-- </equation> -->
where `a` is the lower limit, `b` is the upper limit and `c` is the mode.
</section>
<!-- /.intro -->
<section class="usage">
## Usage
```javascript
var quantile = require( '@stdlib/stats/base/dists/triangular/quantile' );
```
#### quantile( p, a, b, c )
Evaluates the [quantile function][quantile-function] for a [triangular][triangular-distribution] distribution with parameters `a` (lower limit), `b` (upper limit) and `c` (mode).
```javascript
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`.
```javascript
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`.
```javascript
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`.
```javascript
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][quantile-function] of a [triangular][triangular-distribution] distribution with parameters `a` (lower limit), `b` (upper limit) and `c` (mode).
```javascript
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
```
</section>
<!-- /.usage -->
<section class="examples">
## Examples
<!-- eslint no-undef: "error" -->
```javascript
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 ) );
}
```
</section>
<!-- /.examples -->
<section class="links">
[triangular-distribution]: https://en.wikipedia.org/wiki/Triangular_distribution
[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function
</section>
<!-- /.links -->
|