Quantile Function

Wilcoxon signed rank test statistic quantile function.

Installation

npm install @stdlib/stats-base-dists-signrank-quantile

Usage

var quantile = require( '@stdlib/stats-base-dists-signrank-quantile' );

quantile( p, n )

Evaluates the quantile function for the Wilcoxon signed rank test statistic with n observations.

var y = quantile( 0.8, 5 );
// returns 11

y = quantile( 0.5, 3 );
// returns 3

If provided a probability p outside the interval [0,1], the function returns NaN.

var y = quantile( 1.9, 5 );
// returns NaN

y = quantile( -0.1, 5 );
// returns NaN

If provided NaN as any argument, the function returns NaN.

var y = quantile( NaN, 5 );
// returns NaN

y = quantile( 0.0, NaN);
// returns NaN

If not provided a positive integer for n, the function returns NaN.

var y = quantile( 0.4, -1.0 );
// returns NaN

y = quantile( 0.4, 3.7 );
// returns NaN

quantile.factory( n )

Returns a function for evaluating the quantile function of the Wilcoxon signed rank test statistic with n observations.

var myQuantile = quantile.factory( 8 );

var y = myQuantile( 0.4 );
// returns 16

y = myQuantile( 1.0 );
// returns 36

Examples

var randint = require( '@stdlib/random-base-discrete-uniform' );
var randu = require( '@stdlib/random-base-randu' );
var quantile = require( '@stdlib/stats-base-dists-signrank-quantile' );

var n;
var p;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    p = randu();
    n = randint( 1, 20 );
    y = quantile( p, n );
    console.log( 'p: %d, n: %d, Q(p;n): %d', p.toFixed( 4 ), n, y.toFixed( 4 ) );
}

Notice

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.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.