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index.d.ts
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index.d.ts
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/*
* @license Apache-2.0
*
* Copyright (c) 2019 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.
*/
// TypeScript Version: 2.0
/**
* Evaluates the quantile function for a lognormal distribution.
*
* ## Notes
*
* - If `p < 0` or `p > 1`, the function returns `NaN`.
*
* @param p - input value
* @returns evaluated quantile function
*/
type Unary = ( p: number ) => number;
/**
* Interface for the quantile function of a lognormal distribution.
*/
interface Quantile {
/**
* Evaluates the quantile function for a lognormal distribution with location parameter `mu` and scale parameter `sigma` at a probability `p`.
*
* ## Notes
*
* - If `p < 0` or `p > 1`, the function returns `NaN`.
* - If provided `sigma <= 0`, the function returns `NaN`.
*
* @param p - input value
* @param mu - location parameter
* @param sigma - scale parameter
* @returns evaluated quantile function
*
* @example
* var y = quantile( 0.8, 0.0, 1.0 );
* // returns ~2.32
*
* @example
* var y = quantile( 0.5, 4.0, 2.0 );
* // returns ~54.598
*
* @example
* var y = quantile( 1.1, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( -0.2, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( NaN, 0.0, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.0, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = quantile( 0.0, 0.0, NaN );
* // returns NaN
*
* @example
* // Negative scale parameter:
* var y = quantile( 0.5, 0.0, -1.0 );
* // returns NaN
*/
( p: number, mu: number, sigma: number ): number;
/**
* Returns a function for evaluating the quantile function for a lognormal distribution with location parameter `mu` and scale parameter `sigma`.
*
* @param mu - location parameter
* @param sigma - scale parameter
* @returns quantile function
*
* @example
* var myquantile = quantile.factory( 4.0, 2.0 );
* var y = myquantile( 0.5 );
* // returns ~54.598
*
* y = myquantile( 0.8 );
* // returns ~293.901
*/
factory( mu: number, sigma: number ): Unary;
}
/**
* Lognormal distribution quantile function.
*
* @param p - input value
* @param mu - mean
* @param sigma - standard deviation
* @returns evaluated quantile function
*
* @example
* var y = quantile( 0.8, 0.0, 1.0 );
* // returns ~2.32
*
* y = quantile( 0.5, 4.0, 2.0 );
* // returns ~54.598
*
* var myquantile = quantile.factory( 4.0, 2.0 );
*
* y = myquantile( 0.2 );
* // returns ~10.143
*
* y = myquantile( 0.8 );
* // returns ~293.901
*/
declare var quantile: Quantile;
// EXPORTS //
export = quantile;