@stdlib/stats-base-dists-gumbel-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 +114 -18
- package/include/stdlib/stats/base/dists/gumbel/quantile.h +38 -0
- package/lib/native.js +81 -0
- package/manifest.json +81 -0
- package/package.json +8 -3
- package/src/addon.c +22 -0
- package/src/main.c +47 -0
package/NOTICE
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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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@@ -145,21 +145,113 @@ y = myquantile( 0.8 );
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<!-- eslint no-undef: "error" -->
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```javascript
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var
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var uniform = require( '@stdlib/random-array-uniform' );
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var logEachMap = require( '@stdlib/console-log-each-map' );
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var EPS = require( '@stdlib/constants-float64-eps' );
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var quantile = require( '@stdlib/stats-base-dists-gumbel-quantile' );
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var
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var opts = {
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'dtype': 'float64'
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};
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var beta = uniform( 100, EPS, 10.0, opts );
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var mu = uniform( 100, -5.0, 5.0, opts );
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var p = uniform( 100, 0.0, 1.0, opts );
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logEachMap( 'p: %0.4f, µ: %0.4f, β: %0.4f, Q(p;µ,β): %0.4f', p, mu, beta, quantile );
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```
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</section>
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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/gumbel/quantile.h"
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```
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#### stdlib_base_dists_gumbel_quantile( p, mu, beta )
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Evaluates the [quantile-function][quantile-function] of a [gumbel-distribution][gumbel-distribution] with parameter probability `p`, location parameter `mu`, and scale parameter `beta`.
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```c
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double y = stdlib_base_dists_gumbel_quantile( 0.8, 0.0, 1.0 );
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// returns ~1.5
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```
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The function accepts the following arguments:
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- **p**: `[in] double` probability.
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- **mu**: `[in] double` location parameter.
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- **beta**: `[in] double` scale parameter.
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```c
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double stdlib_base_dists_gumbel_quantile( const double p, const double mu, const double beta );
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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/gumbel/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 beta;
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double mu;
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double p;
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double y;
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int i;
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for ( i = 0; i < 25; i++ ) {
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p = random_uniform( 0.0, 1.0 );
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mu = random_uniform( -5.0, 5.0 );
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beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
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y = stdlib_base_dists_gumbel_quantile( p, mu, beta );
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printf( "p: %lf, µ: %lf, β: %lf, Q(p;µ,β): %lf\n", p, mu, beta, y );
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}
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}
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```
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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-gumbel-quantile.svg
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[npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-gumbel-quantile
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[test-image]: https://github.com/stdlib-js/stats-base-dists-gumbel-quantile/actions/workflows/test.yml/badge.svg?branch=v0.
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[test-url]: https://github.com/stdlib-js/stats-base-dists-gumbel-quantile/actions/workflows/test.yml?query=branch:v0.
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[test-image]: https://github.com/stdlib-js/stats-base-dists-gumbel-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-gumbel-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-gumbel-quantile/main.svg
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[coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-gumbel-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_GUMBEL_QUANTILE_H
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#define STDLIB_STATS_BASE_DISTS_GUMBEL_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 Gumbel distribution with location `mu` and scale `beta`.
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*/
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double stdlib_base_dists_gumbel_quantile( const double p, const double mu, const double beta );
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#ifdef __cplusplus
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}
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#endif
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#endif // !STDLIB_STATS_BASE_DISTS_GUMBEL_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 Gumbel distribution with location parameter `mu` and scale parameter `beta`.
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*
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* @private
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* @param {Probability} p - input value
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* @param {number} mu - location parameter
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* @param {PositiveNumber} beta - scale parameter
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* @returns {number} quantile function value
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*
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* @example
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* var y = quantile( 0.8, 0.0, 1.0 );
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* // returns ~1.5
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*
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* @example
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* var y = quantile( 0.5, 4.0, 2.0 );
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* // returns ~4.733
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*
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* @example
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* var y = quantile( 0.5, 4.0, 4.0 );
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* // returns ~5.466
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*
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* @example
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* var y = quantile( 1.1, 0.0, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( -0.2, 0.0, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( NaN, 0.0, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( 0.0, NaN, 1.0 );
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* // returns NaN
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*
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* @example
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* var y = quantile( 0.0, 0.0, NaN );
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* // returns NaN
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*
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* @example
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* // Negative scale parameter:
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* var y = quantile( 0.5, 0.0, -1.0 );
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* // returns NaN
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*/
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function quantile( p, mu, beta ) {
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return addon( p, mu, beta );
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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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"fields": [
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"relative": true
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"relative": true
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},
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"confs": [
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"libraries": [],
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"libpath": [],
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|
40
|
+
"dependencies": [
|
|
41
|
+
"@stdlib/math-base-napi-ternary",
|
|
42
|
+
"@stdlib/math-base-assert-is-nan",
|
|
43
|
+
"@stdlib/math-base-special-ln"
|
|
44
|
+
]
|
|
45
|
+
},
|
|
46
|
+
{
|
|
47
|
+
"task": "benchmark",
|
|
48
|
+
"wasm": false,
|
|
49
|
+
"src": [
|
|
50
|
+
"./src/main.c"
|
|
51
|
+
],
|
|
52
|
+
"include": [
|
|
53
|
+
"./include"
|
|
54
|
+
],
|
|
55
|
+
"libraries": [],
|
|
56
|
+
"libpath": [],
|
|
57
|
+
"dependencies": [
|
|
58
|
+
"@stdlib/math-base-assert-is-nan",
|
|
59
|
+
"@stdlib/constants-float64-eps",
|
|
60
|
+
"@stdlib/math-base-special-ln"
|
|
61
|
+
]
|
|
62
|
+
},
|
|
63
|
+
{
|
|
64
|
+
"task": "examples",
|
|
65
|
+
"wasm": false,
|
|
66
|
+
"src": [
|
|
67
|
+
"./src/main.c"
|
|
68
|
+
],
|
|
69
|
+
"include": [
|
|
70
|
+
"./include"
|
|
71
|
+
],
|
|
72
|
+
"libraries": [],
|
|
73
|
+
"libpath": [],
|
|
74
|
+
"dependencies": [
|
|
75
|
+
"@stdlib/math-base-assert-is-nan",
|
|
76
|
+
"@stdlib/constants-float64-eps",
|
|
77
|
+
"@stdlib/math-base-special-ln"
|
|
78
|
+
]
|
|
79
|
+
}
|
|
80
|
+
]
|
|
81
|
+
}
|
package/package.json
CHANGED
|
@@ -1,6 +1,6 @@
|
|
|
1
1
|
{
|
|
2
2
|
"name": "@stdlib/stats-base-dists-gumbel-quantile",
|
|
3
|
-
"version": "0.
|
|
3
|
+
"version": "0.3.0",
|
|
4
4
|
"description": "Gumbel 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",
|
|
@@ -31,9 +34,11 @@
|
|
|
31
34
|
},
|
|
32
35
|
"dependencies": {
|
|
33
36
|
"@stdlib/math-base-assert-is-nan": "^0.2.2",
|
|
34
|
-
"@stdlib/math-base-
|
|
37
|
+
"@stdlib/math-base-napi-ternary": "^0.3.1",
|
|
38
|
+
"@stdlib/math-base-special-ln": "^0.2.4",
|
|
35
39
|
"@stdlib/utils-constant-function": "^0.2.2",
|
|
36
|
-
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2"
|
|
40
|
+
"@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
|
|
41
|
+
"@stdlib/utils-library-manifest": "^0.2.3"
|
|
37
42
|
},
|
|
38
43
|
"devDependencies": {},
|
|
39
44
|
"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/gumbel/quantile.h"
|
|
20
|
+
#include "stdlib/math/base/napi/ternary.h"
|
|
21
|
+
|
|
22
|
+
STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_gumbel_quantile )
|
package/src/main.c
ADDED
|
@@ -0,0 +1,47 @@
|
|
|
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/gumbel/quantile.h"
|
|
20
|
+
#include "stdlib/math/base/assert/is_nan.h"
|
|
21
|
+
#include "stdlib/math/base/special/ln.h"
|
|
22
|
+
|
|
23
|
+
/**
|
|
24
|
+
* Evaluates the quantile function for a Gumbel distribution with location `mu` and scale `beta`.
|
|
25
|
+
*
|
|
26
|
+
* @param p probability
|
|
27
|
+
* @param mu location parameter
|
|
28
|
+
* @param beta scale parameter
|
|
29
|
+
* @return evaluated quantile
|
|
30
|
+
*
|
|
31
|
+
* @example
|
|
32
|
+
* double y = stdlib_base_dists_gumbel_quantile( 0.8, 0.0, 1.0 );
|
|
33
|
+
* // returns ~1.5
|
|
34
|
+
*/
|
|
35
|
+
double stdlib_base_dists_gumbel_quantile( const double p, const double mu, const double beta ) {
|
|
36
|
+
if (
|
|
37
|
+
stdlib_base_is_nan( p ) ||
|
|
38
|
+
stdlib_base_is_nan( mu ) ||
|
|
39
|
+
stdlib_base_is_nan( beta ) ||
|
|
40
|
+
beta <= 0.0 ||
|
|
41
|
+
p < 0.0 ||
|
|
42
|
+
p > 1.0
|
|
43
|
+
) {
|
|
44
|
+
return 0.0 / 0.0; // NaN
|
|
45
|
+
}
|
|
46
|
+
return mu - beta * stdlib_base_ln( -stdlib_base_ln( p ) );
|
|
47
|
+
}
|