@stdlib/stats-base-dists-kumaraswamy-quantile 0.2.2 → 0.3.0

package/NOTICE

@@ -1 +1 @@
-Copyright (c) 2016-2024 The Stdlib Authors.
+Copyright (c) 2016-2026 The Stdlib Authors.

package/README.md

@@ -158,22 +158,113 @@ y = myQuantile( 0.3 );
 <!-- eslint no-undef: "error" -->
 
 ```javascript
-var randu = require( '@stdlib/random-base-randu' );
+var uniform = require( '@stdlib/random-array-uniform' );
 var EPS = require( '@stdlib/constants-float64-eps' );
+var logEachMap = require( '@stdlib/console-log-each-map' );
 var quantile = require( '@stdlib/stats-base-dists-kumaraswamy-quantile' );
 
-var a;
-var b;
-var p;
-var y;
-var i;
-
-for ( i = 0; i < 10; i++ ) {
-    p = randu();
-    a = ( randu()*5.0 ) + EPS;
-    b = ( randu()*5.0 ) + EPS;
-    y = quantile( p, a, b );
-    console.log( 'p: %d, a: %d, b: %d, Q(p;a,b): %d', p.toFixed( 4 ), a.toFixed( 4 ), b.toFixed( 4 ), y.toFixed( 4 ) );
+var opts = {
+    'dtype': 'float64'
+};
+var p = uniform( 10, 0.0, 1.0, opts );
+var a = uniform( 10, EPS, 5.0, opts );
+var b = uniform( 10, EPS, 5.0, opts );
+
+logEachMap( 'p: %0.4f, a: %0.4f, b: %0.4f, Q(p;a,b): %0.4f', p, a, b, quantile );
+```
+
+</section>
+
+<!-- /.examples -->
+
+<!-- C interface documentation. -->
+
+* * *
+
+<section class="c">
+
+## C APIs
+
+<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
+
+<section class="intro">
+
+</section>
+
+<!-- /.intro -->
+
+<!-- C usage documentation. -->
+
+<section class="usage">
+
+### Usage
+
+```c
+#include "stdlib/stats/base/dists/kumaraswamy/quantile.h"
+```
+
+#### stdlib_base_dists_kumaraswamy_quantile( p, a, b )
+
+Evaluates the quantile function of a [Kumaraswamy's double bounded][kumaraswamy-distribution] distribution with parameters `a` (first shape parameter) and `b` (second shape parameter).
+
+```c
+double out = stdlib_base_dists_kumaraswamy_quantile( 0.5, 1.0, 1.0 );
+// returns 0.5
+```
+
+The function accepts the following arguments:
+
+-   **p**: `[in] double` probability.
+-   **a**: `[in] double` first shape parameter.
+-   **b**: `[in] double` second shape parameter.
+
+```c
+double stdlib_base_dists_kumaraswamy_quantile( const double p, const double a, const double b );
+```
+
+</section>
+
+<!-- /.usage -->
+
+<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
+
+<section class="notes">
+
+</section>
+
+<!-- /.notes -->
+
+<!-- C API usage examples. -->
+
+<section class="examples">
+
+### Examples
+
+```c
+#include "stdlib/stats/base/dists/kumaraswamy/quantile.h"
+#include "stdlib/constants/float64/eps.h"
+#include <stdlib.h>
+#include <stdio.h>
+
+static double random_uniform( const double min, const double max ) {
+    double v = (double)rand() / ( (double)RAND_MAX + 1.0 );
+    return min + ( v*(max-min) );
+}
+
+int main( void ) {
+    double p;
+    double a;
+    double b;
+    double y;
+    int i;
+
+    for ( i = 0; i < 25; i++ ) {
+        p = random_uniform( 0.0, 1.0 );
+        a = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
+        b = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
+        y = stdlib_base_dists_kumaraswamy_quantile( p, a, b );
+        printf( "p: %lf, a: %lf, b: %lf, Q(p;a,b): %lf\n", p, a, b, y );
+    }
 }
 ```
 
@@ -181,6 +272,10 @@ for ( i = 0; i < 10; i++ ) {
 
 <!-- /.examples -->
 
+</section>
+
+<!-- /.c -->
+
 <!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
 
 <section class="related">
@@ -215,7 +310,7 @@ See [LICENSE][stdlib-license].
 
 ## Copyright
 
-Copyright &copy; 2016-2024. The Stdlib [Authors][stdlib-authors].
+Copyright &copy; 2016-2026. The Stdlib [Authors][stdlib-authors].
 
 </section>
 
@@ -228,8 +323,8 @@ Copyright &copy; 2016-2024. 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=v0.2.2
-[test-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml?query=branch:v0.2.2
+[test-image]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml/badge.svg?branch=v0.3.0
+[test-url]: https://github.com/stdlib-js/stats-base-dists-kumaraswamy-quantile/actions/workflows/test.yml?query=branch:v0.3.0
 
 [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
@@ -241,8 +336,8 @@ Copyright &copy; 2016-2024. The Stdlib [Authors][stdlib-authors].
 
 -->
 
-[chat-image]: https://img.shields.io/gitter/room/stdlib-js/stdlib.svg
-[chat-url]: https://app.gitter.im/#/room/#stdlib-js_stdlib:gitter.im
+[chat-image]: https://img.shields.io/badge/zulip-join_chat-brightgreen.svg
+[chat-url]: https://stdlib.zulipchat.com
 
 [stdlib]: https://github.com/stdlib-js/stdlib
 

package/docs/types/index.d.ts

@@ -123,7 +123,7 @@ interface Quantile {
 * y = quantile( 0.5, 2.0, 4.0 );
 * // returns ~0.399
 *
-* var myQuantile = factory( 0.5, 0.5 );
+* var myQuantile = quantile.factory( 0.5, 0.5 );
 *
 * y = myQuantile( 0.8 );
 * // returns ~0.922

package/include/stdlib/stats/base/dists/kumaraswamy/quantile.h

@@ -0,0 +1,38 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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.
+*/
+
+#ifndef STDLIB_STATS_BASE_DISTS_KUMARASWAMY_QUANTILE_H
+#define STDLIB_STATS_BASE_DISTS_KUMARASWAMY_QUANTILE_H
+
+/*
+* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler.
+*/
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+/**
+* 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`.
+*/
+double stdlib_base_dists_kumaraswamy_quantile( const double p, const double a, const double b );
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // !STDLIB_STATS_BASE_DISTS_KUMARASWAMY_QUANTILE_H

package/lib/native.js

@@ -0,0 +1,84 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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.
+*/
+
+'use strict';
+
+// MODULES //
+
+var addon = require( './../src/addon.node' );
+
+
+// MAIN //
+
+/**
+* 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`.
+*
+* @private
+* @param {Probability} p - input probability
+* @param {PositiveNumber} a - first shape parameter
+* @param {PositiveNumber} b - second shape parameter
+* @returns {number} evaluated quantile function
+*
+* @example
+* var y = quantile( 0.5, 1.0, 1.0 );
+* // returns 0.5
+*
+* @example
+* var y = quantile( 0.5, 2.0, 4.0 );
+* // returns ~0.399
+*
+* @example
+* var y = quantile( 0.2, 2.0, 2.0 );
+* // returns ~0.325
+*
+* @example
+* var y = quantile( 0.8, 4.0, 4.0 );
+* // returns ~0.759
+*
+* @example
+* var y = quantile( -0.5, 4.0, 2.0 );
+* // returns NaN
+*
+* @example
+* var y = quantile( 0.8, -1.0, 0.5 );
+* // returns NaN
+*
+* @example
+* var y = quantile( 0.8, 0.5, -1.0 );
+* // returns NaN
+*
+* @example
+* var y = quantile( NaN, 1.0, 1.0 );
+* // returns NaN
+*
+* @example
+* var y = quantile( 0.1, NaN, 1.0 );
+* // returns NaN
+*
+* @example
+* var y = quantile( 0.1, 1.0, NaN );
+* // returns NaN
+*/
+function quantile( p, a, b ) {
+	return addon( p, a, b );
+}
+
+
+// EXPORTS //
+
+module.exports = quantile;

package/manifest.json

@@ -0,0 +1,81 @@
+{
+  "options": {
+    "task": "build",
+    "wasm": false
+  },
+  "fields": [
+    {
+      "field": "src",
+      "resolve": true,
+      "relative": true
+    },
+    {
+      "field": "include",
+      "resolve": true,
+      "relative": true
+    },
+    {
+      "field": "libraries",
+      "resolve": false,
+      "relative": false
+    },
+    {
+      "field": "libpath",
+      "resolve": true,
+      "relative": false
+    }
+  ],
+  "confs": [
+    {
+      "task": "build",
+      "wasm": false,
+      "src": [
+        "./src/main.c"
+      ],
+      "include": [
+        "./include"
+      ],
+      "libraries": [],
+      "libpath": [],
+      "dependencies": [
+        "@stdlib/math-base-napi-ternary",
+        "@stdlib/math-base-assert-is-nan",
+        "@stdlib/math-base-special-pow"
+      ]
+    },
+    {
+      "task": "benchmark",
+      "wasm": false,
+      "src": [
+        "./src/main.c"
+      ],
+      "include": [
+        "./include"
+      ],
+      "libraries": [],
+      "libpath": [],
+      "dependencies": [
+        "@stdlib/math-base-assert-is-nan",
+        "@stdlib/math-base-special-pow",
+        "@stdlib/constants-float64-eps"
+      ]
+    },
+    {
+      "task": "examples",
+      "wasm": false,
+      "src": [
+        "./src/main.c"
+      ],
+      "include": [
+        "./include"
+      ],
+      "libraries": [],
+      "libpath": [],
+      "dependencies": [
+        "@stdlib/math-base-assert-is-nan",
+        "@stdlib/math-base-special-pow",
+        "@stdlib/constants-float64-eps"
+      ]
+    }
+  ]
+}

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@stdlib/stats-base-dists-kumaraswamy-quantile",
-  "version": "0.2.2",
+  "version": "0.3.0",
   "description": "Kumaraswamy's double bounded distribution quantile function.",
   "license": "Apache-2.0",
   "author": {
@@ -14,9 +14,12 @@
     }
   ],
   "main": "./lib",
+  "gypfile": false,
   "directories": {
     "doc": "./docs",
+    "include": "./include",
     "lib": "./lib",
+    "src": "./src",
     "dist": "./dist"
   },
   "types": "./docs/types",
@@ -31,9 +34,11 @@
   },
   "dependencies": {
     "@stdlib/math-base-assert-is-nan": "^0.2.2",
-    "@stdlib/math-base-special-pow": "^0.2.1",
+    "@stdlib/math-base-napi-ternary": "^0.3.1",
+    "@stdlib/math-base-special-pow": "^0.3.0",
     "@stdlib/utils-constant-function": "^0.2.2",
-    "@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2"
+    "@stdlib/utils-define-nonenumerable-read-only-property": "^0.2.2",
+    "@stdlib/utils-library-manifest": "^0.2.3"
   },
   "devDependencies": {},
   "engines": {

package/src/addon.c

@@ -0,0 +1,22 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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.
+*/
+
+#include "stdlib/stats/base/dists/kumaraswamy/quantile.h"
+#include "stdlib/math/base/napi/ternary.h"
+
+STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_kumaraswamy_quantile )

package/src/main.c

@@ -0,0 +1,48 @@
+/**
+* @license Apache-2.0
+*
+* Copyright (c) 2025 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.
+*/
+
+#include "stdlib/stats/base/dists/kumaraswamy/quantile.h"
+#include "stdlib/math/base/assert/is_nan.h"
+#include "stdlib/math/base/special/pow.h"
+
+/**
+* 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`.
+*
+* @param p   input probability
+* @param a   first shape parameter
+* @param b   second shape parameter
+* @return    evaluated quantile function
+*
+* @example
+* var y = quantile( 0.5, 1.0, 1.0 );
+* // returns 0.5
+*/
+double stdlib_base_dists_kumaraswamy_quantile( const double p, const double a, const double b ) {
+	if (
+		stdlib_base_is_nan( p ) ||
+		stdlib_base_is_nan( a ) ||
+		stdlib_base_is_nan( b ) ||
+		a <= 0.0 ||
+		b <= 0.0 ||
+		p < 0.0 ||
+		p > 1.0
+	) {
+		return 0.0/0.0; // NaN
+	}
+	return stdlib_base_pow( 1.0 - stdlib_base_pow( 1.0-p, 1.0/b ), 1.0/a );
+}