Quantiles

Computes quantiles for numeric array.

Installation

$ npm install compute-quantiles

For use in the browser, use browserify.

Usage

To use the module,

var quantiles = require( 'compute-quantiles' );

quantiles( arr, num[, opts] )

Computes q-quantiles for a numeric array.

var unsorted = [ 4, 2, 5, 3 ];

var q = quantiles( unsorted, 2 );
// returns [ 2, 3.5, 5 ]

If the input array is already sorted in ascending order, set the sorted options flag to true.

var sorted = [ 2, 3, 4, 5 ];

var q = quantiles( sorted, 2, {'sorted': true} );
// returns [ 2, 3.5, 5 ];

Examples

var data = new Array( 1000 );

for ( var i = 0; i < data.length; i++ ) {
	data[ i ] = Math.random()*100;
}

console.log( quantiles( data, 10 ) );

To run the example code from the top-level application directory,

$ node ./examples/index.js

Notes

• This function returns the 0th and 100th quantiles; a.k.a., the min and the max. For example, when computing the median,

var data = new Array( 11 );

for ( var i = 0; i < data.length; i++ ) {
	data[ i ] = i+1;
}

console.log( quantiles( data, 2 ) );
// returns [ 1, 6, 11 ]

the function returns [1,6,11], where min = 1, max = 11, and median = 6. Accordingly, you should expect the output to be an array with length = q + 1, where q is the number of quantiles.

• If provided an unsorted input array, the function is O( q + N log(N) ), where q is the number of quantiles and N is the input array length. If the input array is already sorted in ascending order, the function is O( q ).

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:

$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:

$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,

$ make view-cov

License

MIT license.

Copyright

Copyright © 2014. Athan Reines.