@stdlib/stats-base-dists-frechet-quantile 0.2.2 → 0.3.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/NOTICE +1 -1
- package/README.md +107 -5
- package/include/stdlib/stats/base/dists/frechet/quantile.h +38 -0
- package/lib/native.js +65 -0
- package/manifest.json +84 -0
- package/package.json +7 -2
- package/src/addon.c +22 -0
- package/src/main.c +55 -0
package/NOTICE
CHANGED
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@@ -1 +1 @@
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Copyright (c) 2016-
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Copyright (c) 2016-2026 The Stdlib Authors.
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package/README.md
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@@ -182,6 +182,108 @@ for ( i = 0; i < 100; i++ ) {
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<!-- /.examples -->
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<!-- C interface documentation. -->
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* * *
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<section class="c">
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## C APIs
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<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
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<section class="intro">
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</section>
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<!-- /.intro -->
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<!-- C usage documentation. -->
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<section class="usage">
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### Usage
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```c
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#include "stdlib/stats/base/dists/frechet/quantile.h"
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```
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#### stdlib_base_dists_frechet_quantile( p, alpha, s, m )
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Evaluates the [quantile function][quantile] for a [Fréchet][frechet-distribution] distribution with shape `alpha`, scale `s`, and location `m` at a probability `p`.
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```c
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double out = stdlib_base_dists_frechet_quantile( 0.5, 2.0, 3.0, 2.0 );
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// returns ~5.603
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```
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The function accepts the following arguments:
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- **p**: `[in] double` input probability.
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- **alpha**: `[in] double` shape parameter.
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- **s**: `[in] double` scale parameter.
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- **m**: `[in] double` location parameter.
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```c
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double stdlib_base_dists_frechet_quantile( const double p, const double alpha, const double s, const double m );
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```
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</section>
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<!-- /.usage -->
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<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
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<section class="notes">
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</section>
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<!-- /.notes -->
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<!-- C API usage examples. -->
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<section class="examples">
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### Examples
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```c
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#include "stdlib/stats/base/dists/frechet/quantile.h"
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#include "stdlib/constants/float64/eps.h"
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#include <stdlib.h>
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#include <stdio.h>
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static double random_uniform( const double min, const double max ) {
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double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
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return min + ( v*(max-min) );
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}
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int main( void ) {
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double alpha;
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double p;
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double s;
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double m;
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double y;
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int i;
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for ( i = 0; i < 10; i++ ) {
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p = random_uniform( 0.0, 1.0 );
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alpha = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
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s = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
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m = random_uniform( -2.0, 2.0 );
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y = stdlib_base_dists_frechet_quantile( p, alpha, s, m );
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printf( "p: %lf, α: %lf, s: %lf, m: %lf, Q(p;α,s,m): %lf\n", p, alpha, s, m, y );
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}
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}
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```
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</section>
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<!-- /.examples -->
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</section>
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<!-- /.c -->
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<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
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<section class="related">
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## Copyright
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Copyright © 2016-
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Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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</section>
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[npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-frechet-quantile.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-frechet-quantile
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[test-image]: https://github.com/stdlib-js/stats-base-dists-frechet-quantile/actions/workflows/test.yml/badge.svg?branch=v0.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-frechet-quantile/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-frechet-quantile/actions/workflows/test.yml/badge.svg?branch=v0.3.0
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[test-url]: https://github.com/stdlib-js/stats-base-dists-frechet-quantile/actions/workflows/test.yml?query=branch:v0.3.0
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[coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-frechet-quantile/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-frechet-quantile?branch=main
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-->
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[chat-image]: https://img.shields.io/
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[chat-url]: https://
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[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
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[chat-url]: https://stdlib.zulipchat.com
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[stdlib]: https://github.com/stdlib-js/stdlib
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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#ifndef STDLIB_STATS_BASE_DISTS_FRECHET_QUANTILE_H
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#define STDLIB_STATS_BASE_DISTS_FRECHET_QUANTILE_H
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/*
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* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
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*/
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#ifdef __cplusplus
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extern "C" {
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#endif
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/**
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* Evaluates the quantile function for a Fréchet distribution with shape `alpha`, scale `s`, and location `m` at a probability `p`.
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*/
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double stdlib_base_dists_frechet_quantile( const double p, const double alpha, const double s, const double m );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_FRECHET_QUANTILE_H
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package/lib/native.js
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2025 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var addon = require( './../src/addon.node' );
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// MAIN //
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/**
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* Evaluates the quantile function for a Fréchet distribution with shape `alpha`, scale `s`, and location `m` at a probability `p`.
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*
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* @private
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* @param {number} p - input probability
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* @param {PositiveNumber} alpha - shape parameter
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* @param {PositiveNumber} s - scale parameter
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* @param {number} m - location parameter
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* @returns {number} evaluated quantile function
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*
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* @example
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* var y = quantile( 0.5, 2.0, 3.0, 2.0 );
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* // returns ~5.603
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*
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* @example
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* var y = quantile( 0.2, 1.0, 3.0, -1.0 );
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* // returns ~0.864
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*
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* @example
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* var y = quantile( NaN, 2.0, 1.0, -1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( 0.1, NaN, 1.0, -1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( 0.1, -1.0, 1.0, 0.0 );
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* // returns NaN
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*/
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function quantile( p, alpha, s, m ) {
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return addon( p, alpha, s, m );
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}
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// EXPORTS //
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module.exports = quantile;
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package/manifest.json
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{
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"options": {
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"task": "build",
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"wasm": false
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},
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"fields": [
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"field": "src",
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"resolve": true,
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"relative": true
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},
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"resolve": true,
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"relative": true
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},
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"resolve": false,
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"relative": false
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},
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],
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"confs": [
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"dependencies": [
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"@stdlib/math-base-napi-quaternary",
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]
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82
|
+
}
|
|
83
|
+
]
|
|
84
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-frechet-quantile",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Fréchet distribution quantile function.",
|
|
5
5
|
"license": "Apache-2.0",
|
|
6
6
|
"author": {
|
|
@@ -14,9 +14,12 @@
|
|
|
14
14
|
}
|
|
15
15
|
],
|
|
16
16
|
"main": "./lib",
|
|
17
|
+
"gypfile": false,
|
|
17
18
|
"directories": {
|
|
18
19
|
"doc": "./docs",
|
|
20
|
+
"include": "./include",
|
|
19
21
|
"lib": "./lib",
|
|
22
|
+
"src": "./src",
|
|
20
23
|
"dist": "./dist"
|
|
21
24
|
},
|
|
22
25
|
"types": "./docs/types",
|
|
@@ -31,10 +34,12 @@
|
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
36
|
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
37
|
+
"@stdlib/math-base-napi-quaternary": "^0.2.3",
|
|
34
38
|
"@stdlib/math-base-special-ln": "^0.2.4",
|
|
35
39
|
"@stdlib/math-base-special-pow": "^0.3.0",
|
|
36
40
|
"@stdlib/utils-constant-function": "^0.2.2",
|
|
37
|
-
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2"
|
|
41
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
42
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
38
43
|
},
|
|
39
44
|
"devDependencies": {},
|
|
40
45
|
"engines": {
|
package/src/addon.c
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/stats/base/dists/frechet/quantile.h"
|
|
20
|
+
#include "stdlib/math/base/napi/quaternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDDD_D( stdlib_base_dists_frechet_quantile )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,55 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* @license Apache-2.0
|
|
3
|
+
*
|
|
4
|
+
* Copyright (c) 2025 The Stdlib Authors.
|
|
5
|
+
*
|
|
6
|
+
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
7
|
+
* you may not use this file except in compliance with the License.
|
|
8
|
+
* You may obtain a copy of the License at
|
|
9
|
+
*
|
|
10
|
+
* http://www.apache.org/licenses/LICENSE-2.0
|
|
11
|
+
*
|
|
12
|
+
* Unless required by applicable law or agreed to in writing, software
|
|
13
|
+
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
14
|
+
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
15
|
+
* See the License for the specific language governing permissions and
|
|
16
|
+
* limitations under the License.
|
|
17
|
+
*/
|
|
18
|
+
|
|
19
|
+
#include "stdlib/stats/base/dists/frechet/quantile.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/pow.h"
|
|
22
|
+
#include "stdlib/math/base/special/ln.h"
|
|
23
|
+
|
|
24
|
+
/**
|
|
25
|
+
* Evaluates the quantile function for a Fréchet distribution with shape `alpha`, scale `s`, and location `m` at a probability `p`.
|
|
26
|
+
*
|
|
27
|
+
* @param p input probability
|
|
28
|
+
* @param alpha shape parameter
|
|
29
|
+
* @param s scale parameter
|
|
30
|
+
* @param m location parameter
|
|
31
|
+
* @return evaluated quantile function
|
|
32
|
+
*
|
|
33
|
+
* @example
|
|
34
|
+
* double y = stdlib_base_dists_frechet_quantile( 0.5, 2.0, 3.0, 2.0 );
|
|
35
|
+
* // returns ~5.603
|
|
36
|
+
*
|
|
37
|
+
* @example
|
|
38
|
+
* double y = stdlib_base_dists_frechet_quantile( 0.2, 1.0, 3.0, -1.0 );
|
|
39
|
+
* // returns ~0.864
|
|
40
|
+
*/
|
|
41
|
+
double stdlib_base_dists_frechet_quantile( const double p, const double alpha, const double s, const double m ) {
|
|
42
|
+
if (
|
|
43
|
+
stdlib_base_is_nan( p ) ||
|
|
44
|
+
stdlib_base_is_nan( alpha ) ||
|
|
45
|
+
stdlib_base_is_nan( s ) ||
|
|
46
|
+
stdlib_base_is_nan( m ) ||
|
|
47
|
+
p < 0.0 ||
|
|
48
|
+
p > 1.0 ||
|
|
49
|
+
alpha <= 0.0 ||
|
|
50
|
+
s <= 0.0
|
|
51
|
+
) {
|
|
52
|
+
return 0.0/0.0; // NaN
|
|
53
|
+
}
|
|
54
|
+
return m + ( s * stdlib_base_pow( -stdlib_base_ln( p ), -1.0/alpha ) );
|
|
55
|
+
}
|