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@stdlib/stats-base-dists-chisquare-quantile
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Chi-squared distribution quantile function.
The quantile function for a chi-squared 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.
npm install @stdlib/stats-base-dists-chisquare-quantile
var quantile = require( '@stdlib/stats-base-dists-chisquare-quantile' );
Evaluates the quantile function for a chi-squared distribution with degrees of freedom k
.
var y = quantile( 0.8, 1.0 );
// returns ~1.642
y = quantile( 0.5, 4.0 );
// returns ~3.357
y = quantile( 0.8, 0.1 );
// returns ~0.014
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-squared distribution with degrees of freedom k
.
var myquantile = quantile.factory( 0.4 );
var y = myquantile( 0.9 );
// returns ~1.21
y = myquantile( 1.0 );
// returns Infinity
var randu = require( '@stdlib/random-base-randu' );
var quantile = require( '@stdlib/stats-base-dists-chisquare-quantile' );
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 ) );
}
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.
FAQs
Chi-squared distribution quantile function.
The npm package @stdlib/stats-base-dists-chisquare-quantile receives a total of 10,432 weekly downloads. As such, @stdlib/stats-base-dists-chisquare-quantile popularity was classified as popular.
We found that @stdlib/stats-base-dists-chisquare-quantile demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 4 open source maintainers collaborating on the project.
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