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@stdlib/stats-base-dists-normal-quantile
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Normal distribution quantile function.
The quantile function for a normal random variable is
for 0 <= p <= 1
, where µ
is the mean and σ
is the standard deviation.
npm install @stdlib/stats-base-dists-normal-quantile
var quantile = require( '@stdlib/stats-base-dists-normal-quantile' );
Evaluates the quantile function for a normal distribution with parameters mu
(mean) and sigma
(standard deviation).
var y = quantile( 0.5, 0.0, 1.0 );
// returns 0.0
y = quantile( 0.2, 4.0, 2.0 );
// returns ~2.317
If provided a probability p
outside the interval [0,1]
, the function returns NaN
.
var y = quantile( 1.9, 0.0, 1.0 );
// returns NaN
y = quantile( -0.1, 0.0, 1.0 );
// returns NaN
If provided NaN
as any argument, the function returns NaN
.
var y = quantile( NaN, 0.0, 1.0 );
// returns NaN
y = quantile( 0.0, NaN, 1.0 );
// returns NaN
y = quantile( 0.0, 0.0, NaN );
// returns NaN
If provided sigma < 0
, the function returns NaN
.
var y = quantile( 0.4, 0.0, -1.0 );
// returns NaN
If provided sigma = 0
, the function evaluates the quantile function of a degenerate distribution centered at mu
.
var y = quantile( 0.3, 8.0, 0.0 );
// returns 8.0
y = quantile( 0.9, 8.0, 0.0 );
// returns 8.0
Returns a function for evaluating the quantile function of a normal distribution with parameters mu
and sigma
.
var myquantile = quantile.factory( 10.0, 2.0 );
var y = myquantile( 0.2 );
// returns ~8.317
y = myquantile( 0.8 );
// returns ~11.683
var randu = require( '@stdlib/random-base-randu' );
var quantile = require( '@stdlib/stats-base-dists-normal-quantile' );
var sigma;
var mu;
var p;
var y;
var i;
for ( i = 0; i < 10; i++ ) {
p = randu();
mu = (randu() * 10.0) - 5.0;
sigma = randu() * 20.0;
y = quantile( p, mu, sigma );
console.log( 'p: %d, µ: %d, σ: %d, Q(p;µ,σ): %d', p, mu, sigma, y );
}
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.
0.2.2 (2024-07-28)
No changes reported for this release.
</section> <!-- /.release --> <section class="release" id="v0.2.1">FAQs
Normal distribution quantile function.
The npm package @stdlib/stats-base-dists-normal-quantile receives a total of 4,254 weekly downloads. As such, @stdlib/stats-base-dists-normal-quantile popularity was classified as popular.
We found that @stdlib/stats-base-dists-normal-quantile demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 0 open source maintainers collaborating on the project.
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