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Quantile Function

F distribution quantile function.

The quantile function for a F random variable is

$$Q(p;d_1,d_2) = \,\inf\left\{ x\in [0,+\infty) : p \le F(x;d_1,d_2) \right\}$$

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.

Installation

npm install @stdlib/stats-base-dists-f-quantile

Alternatively,

• To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
• If you are using Deno, visit the deno branch (see README for usage intructions).
• For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

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 ) );
}

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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.

Community

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License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.