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Chi distribution quantile function.
The quantile function for a chi random variable is
for 0 <= p < 1
, where k
is the degrees of freedom and P^{-1}
is the inverse of the lower, regularized incomplete gamma function.
To use in Observable,
quantile = require( 'https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-chi-quantile@umd/browser.js' )
To vendor stdlib functionality and avoid installing dependency trees for Node.js, you can use the UMD server build:
var quantile = require( 'path/to/vendor/umd/stats-base-dists-chi-quantile/index.js' )
To include the bundle in a webpage,
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-chi-quantile@umd/browser.js"></script>
If no recognized module system is present, access bundle contents via the global scope:
<script type="text/javascript">
(function () {
window.quantile;
})();
</script>
Evaluates the quantile function for a chi distribution with degrees of freedom k
.
var y = quantile( 0.8, 1.0 );
// returns ~1.282
y = quantile( 0.5, 4.0 );
// returns ~1.832
y = quantile( 0.8, 0.1 );
// returns ~0.116
If provided a probability p
outside the interval [0,1]
, the function returns NaN
.
var y = quantile( 1.9, 1.0 );
// returns NaN
y = quantile( -0.1, 1.0 );
// returns NaN
If provided NaN
as any argument, the function returns NaN
.
var y = quantile( NaN, 1.0 );
// returns NaN
y = quantile( 0.2, NaN );
// returns NaN
If provided k < 0
, the function returns NaN
.
var y = quantile( 0.4, -1.0 );
// returns NaN
If provided k = 0
, the function evaluates the quantile function of a degenerate distribution centered at 0
.
var y = quantile( 0.3, 0.0 );
// returns 0.0
y = quantile( 0.9, 0.0 );
// returns 0.0
Returns a function for evaluating the quantile function of a chi distribution with degrees of freedom k
.
var myquantile = quantile.factory( 0.4 );
var y = myquantile( 0.9 );
// returns ~1.1
y = myquantile( 1.0 );
// returns Infinity
<!DOCTYPE html>
<html lang="en">
<body>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/random-base-randu@umd/browser.js"></script>
<script type="text/javascript" src="https://cdn.jsdelivr.net/gh/stdlib-js/stats-base-dists-chi-quantile@umd/browser.js"></script>
<script type="text/javascript">
(function () {
var k;
var p;
var y;
var i;
for ( i = 0; i < 20; i++ ) {
p = randu();
k = randu() * 10.0;
y = quantile( p, k );
console.log( 'p: %d, k: %d, Q(p;k): %d', p.toFixed( 4 ), k.toFixed( 4 ), y.toFixed( 4 ) );
}
})();
</script>
</body>
</html>
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.
See LICENSE.
Copyright © 2016-2024. The Stdlib Authors.