@stdlib/stats-base-dists-kumaraswamy-quantile 0.0.7 → 0.2.0

package/NOTICE

@@ -1 +1 @@
-Copyright (c) 2016-2022 The Stdlib Authors.
+Copyright (c) 2016-2024 The Stdlib Authors.

package/README.md

@@ -18,6 +18,17 @@ limitations under the License.
 
 -->
 
+
+<details>
+  <summary>
+    About stdlib...
+  </summary>
+  <p>We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.</p>
+  <p>The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.</p>
+  <p>When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.</p>
+  <p>To join us in bringing numerical computing to the web, get started by checking us out on <a href="https://github.com/stdlib-js/stdlib">GitHub</a>, and please consider <a href="https://opencollective.com/stdlib">financially supporting stdlib</a>. We greatly appreciate your continued support!</p>
+</details>
+
 # Quantile Function
 
 [![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url] <!-- [![dependencies][dependencies-image]][dependencies-url] -->
@@ -204,7 +215,7 @@ See [LICENSE][stdlib-license].
 
 ## Copyright
 
-Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
+Copyright &copy; 2016-2024. The Stdlib [Authors][stdlib-authors].
 
 </section>
 
@@ -217,8 +228,8 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 [npm-image]: http://img.shields.io/npm/v/@stdlib/stats-base-dists-kumaraswamy-quantile.svg
 [npm-url]: https://npmjs.org/package/@stdlib/stats-base-dists-kumaraswamy-quantile
 
-[test-image]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml/badge.svg?branch=v0.0.7
-[test-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml?query=branch:v0.0.7
+[test-image]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml/badge.svg?branch=v0.2.0
+[test-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml?query=branch:v0.2.0
 
 [coverage-image]: https://img.shields.io/codecov/c/github/stdlib-js/stats-base-dists-kumaraswamy-quantile/main.svg
 [coverage-url]: https://codecov.io/github/stdlib-js/stats-base-dists-kumaraswamy-quantile?branch=main
@@ -231,7 +242,7 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 -->
 
 [chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
-[chat-url]: https://gitter.im/stdlib-js/stdlib/
+[chat-url]: https://app.gitter.im/#/room/#stdlib-js_stdlib:gitter.im
 
 [stdlib]: https://github.com/stdlib-js/stdlib
 
@@ -241,8 +252,11 @@ Copyright &copy; 2016-2022. The Stdlib [Authors][stdlib-authors].
 [es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
 
 [deno-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/tree/deno
+[deno-readme]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/blob/deno/README.md
 [umd-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/tree/umd
+[umd-readme]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/blob/umd/README.md
 [esm-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/tree/esm
+[esm-readme]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/blob/esm/README.md
 [branches-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/blob/main/branches.md
 
 [stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/main/LICENSE

package/SECURITY.md

@@ -0,0 +1,5 @@
+# Security
+
+> Policy for reporting security vulnerabilities.
+
+See the security policy [in the main project repository](https://github.com/stdlib-js/stdlib/security).

package/dist/index.d.ts

@@ -0,0 +1,3 @@
+/// <reference path="../docs/types/index.d.ts" />
+import quantile from '../docs/types/index';
+export = quantile;

package/dist/index.js

@@ -0,0 +1,7 @@
+"use strict";var a=function(e,r){return function(){return r||e((r={exports:{}}).exports,r),r.exports}};var c=a(function(F,s){
+var i=require('@stdlib/math-base-assert-is-nan/dist'),o=require('@stdlib/math-base-special-pow/dist');function y(e,r,t){return i(e)||i(r)||i(t)||r<=0||t<=0||e<0||e>1?NaN:o(1-o(1-e,1/t),1/r)}s.exports=y
+});var v=a(function(O,f){
+var l=require('@stdlib/utils-constant-function/dist'),u=require('@stdlib/math-base-assert-is-nan/dist'),q=require('@stdlib/math-base-special-pow/dist');function x(e,r){if(u(e)||u(r)||e<=0||r<=0)return l(NaN);return t;function t(n){return u(n)||n<0||n>1?NaN:q(1-q(1-n,1/r),1/e)}}f.exports=x
+});var w=require('@stdlib/utils-define-nonenumerable-read-only-property/dist'),N=c(),d=v();w(N,"factory",d);module.exports=N;
+/** @license Apache-2.0 */
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1,7 @@
+{
+  "version": 3,
+  "sources": ["../lib/main.js", "../lib/factory.js", "../lib/index.js"],
+  "sourcesContent": ["/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Evaluates the quantile function for a Kumaraswamy's double bounded distribution with first shape parameter `a` and second shape parameter `b` at a probability `p`.\n*\n* @param {Probability} p - input probability\n* @param {PositiveNumber} a - first shape parameter\n* @param {PositiveNumber} b - second shape parameter\n* @returns {number} evaluated quantile function\n*\n* @example\n* var y = quantile( 0.5, 1.0, 1.0 );\n* // returns 0.5\n*\n* @example\n* var y = quantile( 0.5, 2.0, 4.0 );\n* // returns ~0.399\n*\n* @example\n* var y = quantile( 0.2, 2.0, 2.0 );\n* // returns ~0.325\n*\n* @example\n* var y = quantile( 0.8, 4.0, 4.0 );\n* // returns ~0.759\n*\n* @example\n* var y = quantile( -0.5, 4.0, 2.0 );\n* // returns NaN\n*\n* @example\n* var y = quantile( 0.8, -1.0, 0.5 );\n* // returns NaN\n*\n* @example\n* var y = quantile( 0.8, 0.5, -1.0 );\n* // returns NaN\n*\n* @example\n* var y = quantile( NaN, 1.0, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = quantile( 0.1, NaN, 1.0 );\n* // returns NaN\n*\n* @example\n* var y = quantile( 0.1, 1.0, NaN );\n* // returns NaN\n*/\nfunction quantile( p, a, b ) {\n\tif (\n\t\tisnan( p ) ||\n\t\tisnan( a ) ||\n\t\tisnan( b ) ||\n\t\ta <= 0.0 ||\n\t\tb <= 0.0 ||\n\t\tp < 0.0 ||\n\t\tp > 1.0\n\t) {\n\t\treturn NaN;\n\t}\n\treturn pow( 1.0 - pow( 1.0-p, 1.0/b ), 1.0/a );\n}\n\n\n// EXPORTS //\n\nmodule.exports = quantile;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n// MODULES //\n\nvar constantFunction = require( '@stdlib/utils-constant-function' );\nvar isnan = require( '@stdlib/math-base-assert-is-nan' );\nvar pow = require( '@stdlib/math-base-special-pow' );\n\n\n// MAIN //\n\n/**\n* Returns a function for evaluating the quantile function for a Kumaraswamy's double bounded distribution with first shape parameter `a` and second shape parameter `b`.\n*\n* @param {PositiveNumber} a - first shape parameter\n* @param {PositiveNumber} b - second shape parameter\n* @returns {Function} quantile function\n*\n* @example\n* var quantile = factory( 0.5, 0.5 );\n*\n* var y = quantile( 0.8 );\n* // returns ~0.922\n*\n* y = quantile( 0.3 );\n* // returns ~0.26\n*/\nfunction factory( a, b ) {\n\tif (\n\t\tisnan( a ) ||\n\t\tisnan( b ) ||\n\t\ta <= 0.0 ||\n\t\tb <= 0.0\n\t) {\n\t\treturn constantFunction( NaN );\n\t}\n\treturn quantile;\n\n\t/**\n\t* Evaluates the quantile function for a Kumaraswamy's double bounded distribution.\n\t*\n\t* @private\n\t* @param {Probability} p - input probability\n\t* @returns {number} evaluated quantile function\n\t*\n\t* @example\n\t* var y = quantile( 2.0 );\n\t* // returns <number>\n\t*/\n\tfunction quantile( p ) {\n\t\tif ( isnan( p ) || p < 0.0 || p > 1.0 ) {\n\t\t\treturn NaN;\n\t\t}\n\t\treturn pow( 1.0 - pow( 1.0-p, 1.0/b ), 1.0/a );\n\t}\n}\n\n\n// EXPORTS //\n\nmodule.exports = factory;\n", "/**\n* @license Apache-2.0\n*\n* Copyright (c) 2018 The Stdlib Authors.\n*\n* Licensed under the Apache License, Version 2.0 (the \"License\");\n* you may not use this file except in compliance with the License.\n* You may obtain a copy of the License at\n*\n*    http://www.apache.org/licenses/LICENSE-2.0\n*\n* Unless required by applicable law or agreed to in writing, software\n* distributed under the License is distributed on an \"AS IS\" BASIS,\n* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n* See the License for the specific language governing permissions and\n* limitations under the License.\n*/\n\n'use strict';\n\n/**\n* Evaluate the quantile function for a Kumaraswamy's double bounded distribution.\n*\n* @module @stdlib/stats-base-dists-kumaraswamy-quantile\n*\n* @example\n* var quantile = require( '@stdlib/stats-base-dists-kumaraswamy-quantile' );\n*\n* var y = quantile( 0.5, 1.0, 1.0 );\n* // returns 0.5\n*\n* y = quantile( 0.5, 2.0, 4.0 );\n* // returns ~0.399\n*\n* @example\n* var factory = require( '@stdlib/stats-base-dists-kumaraswamy-quantile' ).factory;\n*\n* var quantile = factory( 0.5, 0.5 );\n*\n* var y = quantile( 0.8 );\n* // returns ~0.922\n*\n* y = quantile( 0.3 );\n* // returns ~0.26\n*/\n\n// MODULES //\n\nvar setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );\nvar main = require( './main.js' );\nvar factory = require( './factory.js' );\n\n\n// MAIN //\n\nsetReadOnly( main, 'factory', factory );\n\n\n// EXPORTS //\n\nmodule.exports = main;\n"],
+  "mappings": "uGAAA,IAAAA,EAAAC,EAAA,SAAAC,EAAAC,EAAA,cAsBA,IAAIC,EAAQ,QAAS,iCAAkC,EACnDC,EAAM,QAAS,+BAAgC,EAqDnD,SAASC,EAAUC,EAAGC,EAAGC,EAAI,CAC5B,OACCL,EAAOG,CAAE,GACTH,EAAOI,CAAE,GACTJ,EAAOK,CAAE,GACTD,GAAK,GACLC,GAAK,GACLF,EAAI,GACJA,EAAI,EAEG,IAEDF,EAAK,EAAMA,EAAK,EAAIE,EAAG,EAAIE,CAAE,EAAG,EAAID,CAAE,CAC9C,CAKAL,EAAO,QAAUG,IC9FjB,IAAAI,EAAAC,EAAA,SAAAC,EAAAC,EAAA,cAsBA,IAAIC,EAAmB,QAAS,iCAAkC,EAC9DC,EAAQ,QAAS,iCAAkC,EACnDC,EAAM,QAAS,+BAAgC,EAqBnD,SAASC,EAASC,EAAGC,EAAI,CACxB,GACCJ,EAAOG,CAAE,GACTH,EAAOI,CAAE,GACTD,GAAK,GACLC,GAAK,EAEL,OAAOL,EAAkB,GAAI,EAE9B,OAAOM,EAaP,SAASA,EAAUC,EAAI,CACtB,OAAKN,EAAOM,CAAE,GAAKA,EAAI,GAAOA,EAAI,EAC1B,IAEDL,EAAK,EAAMA,EAAK,EAAIK,EAAG,EAAIF,CAAE,EAAG,EAAID,CAAE,CAC9C,CACD,CAKAL,EAAO,QAAUI,IC9BjB,IAAIK,EAAc,QAAS,uDAAwD,EAC/EC,EAAO,IACPC,EAAU,IAKdF,EAAaC,EAAM,UAAWC,CAAQ,EAKtC,OAAO,QAAUD",
+  "names": ["require_main", "__commonJSMin", "exports", "module", "isnan", "pow", "quantile", "p", "a", "b", "require_factory", "__commonJSMin", "exports", "module", "constantFunction", "isnan", "pow", "factory", "a", "b", "quantile", "p", "setReadOnly", "main", "factory"]
+}

package/docs/types/index.d.ts

@@ -16,7 +16,7 @@
 * limitations under the License.
 */
 
-// TypeScript Version: 2.0
+// TypeScript Version: 4.1
 
 /**
 * Evaluates the quantile function for a Kumaraswamy's double bounded distribution.

package/lib/index.js

@@ -47,15 +47,15 @@
 // MODULES //
 
 var setReadOnly = require( '@stdlib/utils-define-nonenumerable-read-only-property' );
-var quantile = require( './quantile.js' );
+var main = require( './main.js' );
 var factory = require( './factory.js' );
 
 
 // MAIN //
 
-setReadOnly( quantile, 'factory', factory );
+setReadOnly( main, 'factory', factory );
 
 
 // EXPORTS //
 
-module.exports = quantile;
+module.exports = main;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@stdlib/stats-base-dists-kumaraswamy-quantile",
-  "version": "0.0.7",
+  "version": "0.2.0",
   "description": "Kumaraswamy's double bounded distribution quantile function.",
   "license": "Apache-2.0",
   "author": {
@@ -37,21 +37,22 @@
     "url": "https://github.com/stdlib-js/stdlib/issues"
   },
   "dependencies": {
-    "@stdlib/math-base-assert-is-nan": "^0.0.x",
-    "@stdlib/math-base-special-pow": "^0.0.x",
-    "@stdlib/utils-constant-function": "^0.0.x",
-    "@stdlib/utils-define-nonenumerable-read-only-property": "^0.0.x"
+    "@stdlib/math-base-assert-is-nan": "^0.2.0",
+    "@stdlib/math-base-special-pow": "^0.2.0",
+    "@stdlib/utils-constant-function": "^0.2.0",
+    "@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.0"
   },
   "devDependencies": {
-    "@stdlib/assert-is-number": "^0.0.x",
-    "@stdlib/bench": "^0.0.x",
-    "@stdlib/constants-float64-eps": "^0.0.x",
-    "@stdlib/constants-float64-ninf": "^0.0.x",
-    "@stdlib/constants-float64-pinf": "^0.0.x",
-    "@stdlib/random-base-randu": "^0.0.x",
+    "@stdlib/assert-is-number": "^0.1.1",
+    "@stdlib/constants-float64-eps": "^0.1.1",
+    "@stdlib/constants-float64-ninf": "^0.1.1",
+    "@stdlib/constants-float64-pinf": "^0.1.1",
+    "@stdlib/random-base-randu": "^0.1.0",
     "tape": "git+https://github.com/kgryte/tape.git#fix/globby",
     "istanbul": "^0.4.1",
-    "tap-spec": "5.x.x"
+    "tap-min": "git+https://github.com/Planeshifter/tap-min.git",
+    "@stdlib/bench-harness": "^0.2.0",
+    "@stdlib/bench": "^0.3.1"
   },
   "engines": {
     "node": ">=0.10.0",
@@ -86,7 +87,7 @@
     "continuous"
   ],
   "funding": {
-    "type": "patreon",
-    "url": "https://www.patreon.com/athan"
+    "type": "opencollective",
+    "url": "https://opencollective.com/stdlib"
   }
 }

package/docs/repl.txt

@@ -1,86 +0,0 @@
-
-{{alias}}( p, a, b )
-    Evaluates the quantile function for a Kumaraswamy's double bounded
-    distribution with first shape parameter `a` and second shape parameter `b`
-    at a probability `p`.
-
-    If `p < 0` or `p > 1`, the function returns `NaN`.
-
-    If provided `NaN` as any argument, the function returns `NaN`.
-
-    If `a <= 0` or `b <= 0`, the function returns `NaN`.
-
-    Parameters
-    ----------
-    p: number
-        Input probability.
-
-    a: number
-        First shape parameter.
-
-    b: number
-        Second shape parameter.
-
-    Returns
-    -------
-    out: number
-        Evaluated quantile function.
-
-    Examples
-    --------
-    > var y = {{alias}}( 0.5, 1.0, 1.0 )
-    0.5
-    > y = {{alias}}( 0.5, 2.0, 4.0 )
-    ~0.399
-    > y = {{alias}}( 0.2, 2.0, 2.0 )
-    ~0.325
-    > y = {{alias}}( 0.8, 4.0, 4.0 )
-    ~0.759
-
-    > y = {{alias}}( -0.5, 4.0, 2.0 )
-    NaN
-    > y = {{alias}}( 1.5, 4.0, 2.0 )
-    NaN
-
-    > y = {{alias}}( 2.0, -1.0, 0.5 )
-    NaN
-    > y = {{alias}}( 2.0, 0.5, -1.0 )
-    NaN
-
-    > y = {{alias}}( NaN, 1.0, 1.0 )
-    NaN
-    > y = {{alias}}( 0.0, NaN, 1.0 )
-    NaN
-    > y = {{alias}}( 0.0, 1.0, NaN )
-    NaN
-
-
-{{alias}}.factory( a, b )
-    Returns a function for evaluating the quantile function of a Kumaraswamy's
-    double bounded distribution with first shape parameter `a` and second shape
-    parameter `b`.
-
-    Parameters
-    ----------
-    a: number
-        First shape parameter.
-
-    b: number
-        Second shape parameter.
-
-    Returns
-    -------
-    quantile: Function
-        Quantile function.
-
-    Examples
-    --------
-    > var myQuantile = {{alias}}.factory( 0.5, 1.0 );
-    > var y = myQuantile( 0.8 )
-    ~0.64
-    > y = myQuantile( 0.3 )
-    ~0.09
-
-    See Also
-    --------
-

package/docs/types/test.ts

@@ -1,119 +0,0 @@
-/*
-* @license Apache-2.0
-*
-* Copyright (c) 2019 The Stdlib Authors.
-*
-* Licensed under the Apache License, Version 2.0 (the "License");
-* you may not use this file except in compliance with the License.
-* You may obtain a copy of the License at
-*
-*    http://www.apache.org/licenses/LICENSE-2.0
-*
-* Unless required by applicable law or agreed to in writing, software
-* distributed under the License is distributed on an "AS IS" BASIS,
-* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-* See the License for the specific language governing permissions and
-* limitations under the License.
-*/
-
-import quantile = require( './index' );
-
-
-// TESTS //
-
-// The function returns a number...
-{
-	quantile( 0.2, 0, 4 ); // $ExpectType number
-	quantile( 0.1, 2, 8 ); // $ExpectType number
-}
-
-// The compiler throws an error if the function is provided values other than three numbers...
-{
-	quantile( true, 3, 6 ); // $ExpectError
-	quantile( false, 2, 4 ); // $ExpectError
-	quantile( '5', 1, 2 ); // $ExpectError
-	quantile( [], 1, 2 ); // $ExpectError
-	quantile( {}, 2, 4 ); // $ExpectError
-	quantile( ( x: number ): number => x, 2, 4 ); // $ExpectError
-
-	quantile( 0.9, true, 12 ); // $ExpectError
-	quantile( 0.9, false, 12 ); // $ExpectError
-	quantile( 0.5, '5', 10 ); // $ExpectError
-	quantile( 0.8, [], 16 ); // $ExpectError
-	quantile( 0.9, {}, 18 ); // $ExpectError
-	quantile( 0.8, ( x: number ): number => x, 16 ); // $ExpectError
-
-	quantile( 0.9, 5, true ); // $ExpectError
-	quantile( 0.9, 5, false ); // $ExpectError
-	quantile( 0.5, 2, '5' ); // $ExpectError
-	quantile( 0.8, 4, [] ); // $ExpectError
-	quantile( 0.9, 4, {} ); // $ExpectError
-	quantile( 0.8, 5, ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the function is provided an unsupported number of arguments...
-{
-	quantile(); // $ExpectError
-	quantile( 0.2 ); // $ExpectError
-	quantile( 0.2, 0 ); // $ExpectError
-	quantile( 0.2, 0, 4, 1 ); // $ExpectError
-}
-
-// Attached to main export is a `factory` method which returns a function...
-{
-	quantile.factory( 0, 4 ); // $ExpectType Unary
-}
-
-// The `factory` method returns a function which returns a number...
-{
-	const fcn = quantile.factory( 0, 4 );
-	fcn( 0.2 ); // $ExpectType number
-}
-
-// The compiler throws an error if the function returned by the `factory` method is provided invalid arguments...
-{
-	const fcn = quantile.factory( 0, 4 );
-	fcn( true ); // $ExpectError
-	fcn( false ); // $ExpectError
-	fcn( '5' ); // $ExpectError
-	fcn( [] ); // $ExpectError
-	fcn( {} ); // $ExpectError
-	fcn( ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the function returned by the `factory` method is provided an unsupported number of arguments...
-{
-	const fcn = quantile.factory( 0, 4 );
-	fcn(); // $ExpectError
-	fcn( 0.2, 0 ); // $ExpectError
-	fcn( 0.2, 0, 1 ); // $ExpectError
-}
-
-// The compiler throws an error if the `factory` method is provided values other than two numbers...
-{
-	quantile.factory( true, 3 ); // $ExpectError
-	quantile.factory( false, 2 ); // $ExpectError
-	quantile.factory( '5', 1 ); // $ExpectError
-	quantile.factory( [], 1 ); // $ExpectError
-	quantile.factory( {}, 2 ); // $ExpectError
-	quantile.factory( ( x: number ): number => x, 2 ); // $ExpectError
-
-	quantile.factory( 9, true ); // $ExpectError
-	quantile.factory( 9, false ); // $ExpectError
-	quantile.factory( 5, '5' ); // $ExpectError
-	quantile.factory( 8, [] ); // $ExpectError
-	quantile.factory( 9, {} ); // $ExpectError
-	quantile.factory( 8, ( x: number ): number => x ); // $ExpectError
-
-	quantile.factory( [], true ); // $ExpectError
-	quantile.factory( {}, false ); // $ExpectError
-	quantile.factory( false, '5' ); // $ExpectError
-	quantile.factory( {}, [] ); // $ExpectError
-	quantile.factory( '5', ( x: number ): number => x ); // $ExpectError
-}
-
-// The compiler throws an error if the `factory` method is provided an unsupported number of arguments...
-{
-	quantile.factory( 0 ); // $ExpectError
-	quantile.factory( 0, 4, 8 ); // $ExpectError
-}