Quantile Function

Student's t distribution quantile function.

The quantile function for a Student's t random variable is

for 0 <= p <= 1, where v > 0 is the degrees of freedom.

Installation

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

Usage

var quantile = require( '@stdlib/stats-base-dists-t-quantile' );

quantile( p, v )

Evaluates the quantile function for a Student's t distribution with degrees of freedom v.

var y = quantile( 0.8, 1.0 );
// returns ~1.376

y = quantile( 0.1, 1.0 );
// returns ~-3.078

y = quantile( 0.5, 0.1 );
// returns 0.0

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

var y = quantile( 1.9, 1.0 );
// returns NaN

y = quantile( -0.1, 1.0 );
// returns NaN

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

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

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

If provided v <= 0, the function returns NaN.

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

y = quantile( 0.4, 0.0 );
// returns NaN

quantile.factory( v )

Returns a function for evaluating the quantile function of an Student's t distribution with degrees of freedom v.

var myquantile = quantile.factory( 4.0 );

var y = myquantile( 0.2 );
// returns ~-0.941

y = myquantile( 0.9 );
// returns ~1.533

Examples

var randu = require( '@stdlib/random-base-randu' );
var quantile = require( '@stdlib/stats-base-dists-t-quantile' );

var v;
var p;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    p = randu();
    v = randu() * 10.0;
    y = quantile( p, v );
    console.log( 'p: %d, v: %d, Q(p;v): %d', p.toFixed( 4 ), v.toFixed( 4 ), 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.