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README.md |
Quantile Function
F distribution quantile function.
The quantile function for a F random variable is
for 0 <= p < 1
, where d1
is the numerator degrees of freedom, d2
is the denominator degrees of freedom and F
the cumulative distribution function (CDF) of the F distribution.
Usage
var quantile = require( '@stdlib/stats/base/dists/f/quantile' );
quantile( p, d1, d2 )
Evaluates the quantile function for a F distribution with parameters d1
(numerator degrees of freedom) and d2
(denominator degrees of freedom).
var y = quantile( 0.5, 1.0, 1.0 );
// returns 1.0
y = quantile( 0.2, 4.0, 2.0 );
// returns ~0.405
y = quantile( 0.8, 4.0, 2.0 );
// returns ~4.236
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( 0.0, NaN, 1.0 );
// returns NaN
y = quantile( 0.0, 1.0, NaN );
// returns NaN
If provided d1 <= 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 d2 <= 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( d1, d2 )
Returns a function for evaluating the quantile function of a F distribution with parameters d1
(numerator degrees of freedom) and d2
(denominator degrees of freedom).
var myquantile = quantile.factory( 10.0, 2.0 );
var y = myquantile( 0.2 );
// returns ~0.527
y = myquantile( 0.8 );
// returns ~4.382
Examples
var randu = require( '@stdlib/random/base/randu' );
var quantile = require( '@stdlib/stats/base/dists/f/quantile' );
var d1;
var d2;
var p;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
p = randu();
d1 = randu() * 10.0;
d2 = randu() * 10.0;
y = quantile( p, d1, d2 );
console.log( 'p: %d, d1: %d, d2: %d, Q(p;d1,d2): %d', p.toFixed( 4 ), d1.toFixed( 4 ), d2.toFixed( 4 ), y.toFixed( 4 ) );
}