From 39c45d47b59b76e0980bc65fc8f1e2e6e1c48dfb Mon Sep 17 00:00:00 2001 From: Neeraj Date: Tue, 28 Jul 2026 17:53:47 +0530 Subject: [PATCH 1/5] feat: add stats/base/dists/wald/quantile --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown_pkg_readmes status: passed - task: lint_markdown_docs status: na - task: lint_markdown status: na - task: lint_package_json status: passed - task: lint_repl_help status: passed - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: passed - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: missing_dependencies - task: lint_c_examples status: missing_dependencies - task: lint_c_benchmarks status: missing_dependencies - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: passed - task: lint_license_headers status: passed --- --- .../stats/base/dists/wald/quantile/README.md | 283 ++++++++++++++++++ .../wald/quantile/benchmark/benchmark.js | 95 ++++++ .../quantile/benchmark/benchmark.native.js | 71 +++++ .../dists/wald/quantile/benchmark/c/Makefile | 146 +++++++++ .../wald/quantile/benchmark/c/benchmark.c | 143 +++++++++ .../base/dists/wald/quantile/binding.gyp | 170 +++++++++++ .../base/dists/wald/quantile/docs/repl.txt | 79 +++++ .../dists/wald/quantile/docs/types/index.d.ts | 130 ++++++++ .../dists/wald/quantile/docs/types/test.ts | 119 ++++++++ .../dists/wald/quantile/examples/c/Makefile | 146 +++++++++ .../dists/wald/quantile/examples/c/example.c | 43 +++ .../dists/wald/quantile/examples/index.js | 33 ++ .../base/dists/wald/quantile/include.gypi | 53 ++++ .../stdlib/stats/base/dists/wald/quantile.h | 38 +++ .../base/dists/wald/quantile/lib/bisect.js | 88 ++++++ .../base/dists/wald/quantile/lib/factory.js | 77 +++++ .../base/dists/wald/quantile/lib/index.js | 51 ++++ .../base/dists/wald/quantile/lib/main.js | 96 ++++++ .../base/dists/wald/quantile/lib/native.js | 82 +++++ .../base/dists/wald/quantile/manifest.json | 84 ++++++ .../base/dists/wald/quantile/package.json | 69 +++++ .../base/dists/wald/quantile/src/Makefile | 70 +++++ .../base/dists/wald/quantile/src/addon.c | 22 ++ .../stats/base/dists/wald/quantile/src/main.c | 104 +++++++ .../wald/quantile/test/fixtures/julia/REQUIRE | 3 + .../quantile/test/fixtures/julia/data.json | 1 + .../quantile/test/fixtures/julia/runner.jl | 77 +++++ .../dists/wald/quantile/test/test.factory.js | 187 ++++++++++++ .../base/dists/wald/quantile/test/test.js | 38 +++ .../dists/wald/quantile/test/test.main.js | 158 ++++++++++ .../dists/wald/quantile/test/test.native.js | 167 +++++++++++ 31 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lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/example.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/index.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include/stdlib/stats/base/dists/wald/quantile.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/bisect.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/factory.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/index.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/main.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/manifest.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/addon.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/REQUIRE create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/runner.jl create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md new file mode 100644 index 000000000000..42b94f344290 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md @@ -0,0 +1,283 @@ + + +# Quantile Function + +> [Wald][wald-distribution] distribution [quantile function][quantile-function]. + +
+ +The [quantile function][quantile-function] for a [Wald][wald-distribution] random variable is + + + +```math +Q(p;\mu,\lambda) = \inf\left\{ x \in (0,\infty)\,:\,p \le F(x;\mu,\lambda) \right\} +``` + + + +for `0 <= p <= 1`, where `μ > 0` is the mean and `λ > 0` is the shape parameter and `F` is the cumulative distribution function (CDF). As the [Wald][wald-distribution] CDF does not have a closed-form inverse, the quantile function is evaluated numerically. + +
+ + + + + +
+ +## Usage + +```javascript +var quantile = require( '@stdlib/stats/base/dists/wald/quantile' ); +``` + +#### quantile( p, mu, lambda ) + +Evaluates the [quantile function][quantile-function] for a [Wald][wald-distribution] distribution with mean `mu` and shape parameter `lambda` at a probability `p`. + +```javascript +var y = quantile( 0.8, 1.0, 1.0 ); +// returns ~1.448 + +y = quantile( 0.5, 4.0, 2.0 ); +// returns ~2.057 +``` + +If provided a probability `p` outside the interval `[0,1]`, the function returns `NaN`. + +```javascript +var y = quantile( 1.9, 1.0, 1.0 ); +// returns NaN + +y = quantile( -0.1, 1.0, 1.0 ); +// returns NaN +``` + +If provided `NaN` as any argument, the function returns `NaN`. + +```javascript +var y = quantile( NaN, 1.0, 1.0 ); +// returns NaN + +y = quantile( 0.5, NaN, 1.0 ); +// returns NaN + +y = quantile( 0.5, 1.0, NaN ); +// returns NaN +``` + +If provided `mu <= 0`, the function returns `NaN`. + +```javascript +var y = quantile( 0.5, 0.0, 1.0 ); +// returns NaN + +y = quantile( 0.5, -1.0, 1.0 ); +// returns NaN +``` + +If provided `lambda < 0`, the function returns `NaN`. + +```javascript +var y = quantile( 0.5, 1.0, -1.0 ); +// returns NaN +``` + +#### quantile.factory( mu, lambda ) + +Returns a function for evaluating the [quantile function][quantile-function] of a [Wald][wald-distribution] distribution with mean `mu` and shape parameter `lambda`. + +```javascript +var myquantile = quantile.factory( 4.0, 2.0 ); + +var y = myquantile( 0.5 ); +// returns ~2.057 + +y = myquantile( 0.8 ); +// returns ~5.591 +``` + +
+ + + + + +
+ +
+ + + + + +
+ +## Examples + + + +```javascript +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/wald/quantile' ); + +var opts = { + 'dtype': 'float64' +}; +var p = uniform( 10, 0.0, 1.0, opts ); +var mu = uniform( 10, EPS, 10.0, opts ); +var lambda = uniform( 10, EPS, 10.0, opts ); + +logEachMap( 'p: %0.4f, μ: %0.4f, λ: %0.4f, Q(p;μ,λ): %0.4f', p, mu, lambda, quantile ); +``` + +
+ + + + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/wald/quantile.h" +``` + +#### stdlib_base_dists_wald_quantile( p, mu, lambda ) + +Evaluates the quantile function for a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. + +```c +double out = stdlib_base_dists_wald_quantile( 0.8, 1.0, 1.0 ); +// returns ~1.448 +``` + +The function accepts the following arguments: + +- **p**: `[in] double` input probability. +- **mu**: `[in] double` mean. +- **lambda**: `[in] double` shape parameter. + +```c +double stdlib_base_dists_wald_quantile( const double p, const double mu, const double lambda ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/wald/quantile.h" +#include +#include + +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 lambda; + double mu; + double p; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + mu = random_uniform( 0.1, 10.0 ); + lambda = random_uniform( 0.1, 10.0 ); + y = stdlib_base_dists_wald_quantile( p, mu, lambda ); + printf( "p: %.4f, μ: %.4f, λ: %.4f, Q(p;μ,λ): %.4f\n", p, mu, lambda, y ); + } +} +``` + +
+ + + +
+ + + + + +
+ +
+ + + + + +
+ +
+ + + + + +
+ +[wald-distribution]: https://en.wikipedia.org/wiki/Inverse_Gaussian_distribution + +[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function + +
+ + diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.js new file mode 100644 index 000000000000..253a9806fbc0 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.js @@ -0,0 +1,95 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 bench = require( '@stdlib/bench' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; +var quantile = require( './../lib' ); + + +// MAIN // + +bench( pkg, function benchmark( b ) { + var lambda; + var opts; + var mu; + var p; + var y; + var i; + + opts = { + 'dtype': 'float64' + }; + p = uniform( 100, 0.0, 1.0, opts ); + mu = uniform( 100, EPS, 10.0, opts ); + lambda = uniform( 100, EPS, 10.0, opts ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = quantile( p[ i % p.length ], mu[ i % mu.length ], lambda[ i % lambda.length ] ); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); + +bench( format( '%s:factory', pkg ), function benchmark( b ) { + var myquantile; + var lambda; + var opts; + var mu; + var p; + var y; + var i; + + opts = { + 'dtype': 'float64' + }; + p = uniform( 100, 0.0, 1.0, opts ); + + mu = 10.0; + lambda = 4.0; + myquantile = quantile.factory( mu, lambda ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = myquantile( p[ i % p.length ] ); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.native.js new file mode 100644 index 000000000000..62353d43386f --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/benchmark.native.js @@ -0,0 +1,71 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 resolve = require( 'path' ).resolve; +var bench = require( '@stdlib/bench' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// MAIN // + +bench( format( '%s::native', pkg ), opts, function benchmark( b ) { + var arrayOpts; + var lambda; + var mu; + var p; + var y; + var i; + + arrayOpts = { + 'dtype': 'float64' + }; + p = uniform( 100, 0.0, 1.0, arrayOpts ); + mu = uniform( 100, EPS, 10.0, arrayOpts ); + lambda = uniform( 100, EPS, 10.0, arrayOpts ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = quantile( p[ i % p.length ], mu[ i % mu.length ], lambda[ i % lambda.length ] ); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + } + b.toc(); + if ( isnan( y ) ) { + b.fail( 'should not return NaN' ); + } + b.pass( 'benchmark finished' ); + b.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile new file mode 100644 index 000000000000..a4bd7b38fd74 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := benchmark.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled benchmarks. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/benchmark.c new file mode 100644 index 000000000000..8b67425575e8 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/benchmark.c @@ -0,0 +1,143 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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/wald/quantile.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include +#include + +#define NAME "wald-quantile" +#define ITERATIONS 1000000 +#define REPEATS 3 + +/** +* Prints the TAP version. +*/ +static void print_version( void ) { + printf( "TAP version 13\n" ); +} + +/** +* Prints the TAP summary. +* +* @param total total number of tests +* @param passing total number of passing tests +*/ +static void print_summary( int total, int passing ) { + printf( "#\n" ); + printf( "1..%d\n", total ); // TAP plan + printf( "# total %d\n", total ); + printf( "# pass %d\n", passing ); + printf( "#\n" ); + printf( "# ok\n" ); +} + +/** +* Prints benchmarks results. +* +* @param elapsed elapsed time in seconds +*/ +static void print_results( double elapsed ) { + double rate = (double)ITERATIONS / elapsed; + printf( " ---\n" ); + printf( " iterations: %d\n", ITERATIONS ); + printf( " elapsed: %0.9f\n", elapsed ); + printf( " rate: %0.9f\n", rate ); + printf( " ...\n" ); +} + +/** +* Returns a clock time. +* +* @return clock time +*/ +static double tic( void ) { + struct timeval now; + gettimeofday( &now, NULL ); + return (double)now.tv_sec + (double)now.tv_usec/1.0e6; +} + +/** +* Generates a random number on the interval [min,max). +* +* @param min minimum value (inclusive) +* @param max maximum value (exclusive) +* @return random number +*/ +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +/** +* Runs a benchmark. +* +* @return elapsed time in seconds +*/ +static double benchmark( void ) { + double lambda[ 100 ]; + double mu[ 100 ]; + double p[ 100 ]; + double elapsed; + double t; + double y; + int i; + + for ( i = 0; i < 100; i++ ) { + p[ i ] = random_uniform( 0.0, 1.0 ); + mu[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); + lambda[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_wald_quantile( p[ i%100 ], mu[ i%100 ], lambda[ i%100 ] ); + if ( y != y ) { + printf( "should not return NaN\n" ); + break; + } + } + elapsed = tic() - t; + if ( y != y ) { + printf( "should not return NaN\n" ); + } + return elapsed; +} + +/** +* Main execution sequence. +*/ +int main( void ) { + double elapsed; + int i; + + // Use the current time to seed the random number generator: + srand( time( NULL ) ); + + print_version(); + for ( i = 0; i < REPEATS; i++ ) { + printf( "# c::%s\n", NAME ); + elapsed = benchmark(); + print_results( elapsed ); + printf( "ok %d benchmark finished\n", i+1 ); + } + print_summary( REPEATS, REPEATS ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp new file mode 100644 index 000000000000..68a1ca11d160 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp @@ -0,0 +1,170 @@ +# @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. + +# A `.gyp` file for building a Node.js native add-on. +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # List of files to include in this file: + 'includes': [ + './include.gypi', + ], + + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Target name should match the add-on export name: + 'addon_target_name%': 'addon', + + # Set variables based on the host OS: + 'conditions': [ + [ + 'OS=="win"', + { + # Define the object file suffix: + 'obj': 'obj', + }, + { + # Define the object file suffix: + 'obj': 'o', + } + ], # end condition (OS=="win") + ], # end conditions + }, # end variables + + # Define compile targets: + 'targets': [ + + # Target to generate an add-on: + { + # The target name should match the add-on export name: + 'target_name': '<(addon_target_name)', + + # Define dependencies: + 'dependencies': [], + + # Define directories which contain relevant include headers: + 'include_dirs': [ + # Local include directory: + '<@(include_dirs)', + ], + + # List of source files: + 'sources': [ + '<@(src_files)', + ], + + # Settings which should be applied when a target's object files are used as linker input: + 'link_settings': { + # Define libraries: + 'libraries': [ + '<@(libraries)', + ], + + # Define library directories: + 'library_dirs': [ + '<@(library_dirs)', + ], + }, + + # C/C++ compiler flags: + 'cflags': [ + # Enable commonly used warning options: + '-Wall', + + # Aggressive optimization: + '-O3', + ], + + # C specific compiler flags: + 'cflags_c': [ + # Specify the C standard to which a program is expected to conform: + '-std=c99', + ], + + # C++ specific compiler flags: + 'cflags_cpp': [ + # Specify the C++ standard to which a program is expected to conform: + '-std=c++11', + ], + + # Linker flags: + 'ldflags': [], + + # Apply conditions based on the host OS: + 'conditions': [ + [ + 'OS=="mac"', + { + # Linker flags: + 'ldflags': [ + '-undefined dynamic_lookup', + '-Wl,-no-pie', + '-Wl,-search_paths_first', + ], + }, + ], # end condition (OS=="mac") + [ + 'OS!="win"', + { + # C/C++ flags: + 'cflags': [ + # Generate platform-independent code: + '-fPIC', + ], + }, + ], # end condition (OS!="win") + ], # end conditions + }, # end target <(addon_target_name) + + # Target to copy a generated add-on to a standard location: + { + 'target_name': 'copy_addon', + + # Declare that the output of this target is not linked: + 'type': 'none', + + # Define dependencies: + 'dependencies': [ + # Require that the add-on be generated before building this target: + '<(addon_target_name)', + ], + + # Define a list of actions: + 'actions': [ + { + 'action_name': 'copy_addon', + 'message': 'Copying addon...', + + # Explicitly list the inputs in the command-line invocation below: + 'inputs': [], + + # Declare the expected outputs: + 'outputs': [ + '<(addon_output_dir)/<(addon_target_name).node', + ], + + # Define the command-line invocation: + 'action': [ + 'cp', + '<(PRODUCT_DIR)/<(addon_target_name).node', + '<(addon_output_dir)/<(addon_target_name).node', + ], + }, + ], # end actions + }, # end target copy_addon + ], # end targets +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt new file mode 100644 index 000000000000..4533c0397d01 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt @@ -0,0 +1,79 @@ + +{{alias}}( p, μ, λ ) + Evaluates the quantile function for a Wald distribution with mean `μ` and + shape parameter `λ` 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 provided `μ <= 0`, the function returns `NaN`. + + If provided `λ < 0`, the function returns `NaN`. + + Parameters + ---------- + p: number + Input probability. + + μ: number + Mean. + + λ: number + Shape parameter. + + Returns + ------- + out: number + Evaluated quantile function. + + Examples + -------- + > var y = {{alias}}( 0.8, 1.0, 1.0 ) + ~1.448 + > y = {{alias}}( 0.5, 4.0, 2.0 ) + ~2.057 + > y = {{alias}}( 1.1, 1.0, 1.0 ) + NaN + > y = {{alias}}( -0.2, 1.0, 1.0 ) + NaN + > y = {{alias}}( NaN, 1.0, 1.0 ) + NaN + > y = {{alias}}( 0.5, NaN, 1.0 ) + NaN + > y = {{alias}}( 0.5, 1.0, NaN ) + NaN + // Non-positive mean: + > y = {{alias}}( 0.5, 0.0, 1.0 ) + NaN + // Negative shape parameter: + > y = {{alias}}( 0.5, 1.0, -1.0 ) + NaN + + +{{alias}}.factory( μ, λ ) + Returns a function for evaluating the quantile function of a Wald + distribution with mean `μ` and shape parameter `λ`. + + Parameters + ---------- + μ: number + Mean. + + λ: number + Shape parameter. + + Returns + ------- + quantile: Function + Quantile function. + + Examples + -------- + > var myQuantile = {{alias}}.factory( 4.0, 2.0 ); + > var y = myQuantile( 0.5 ) + ~2.057 + + See Also + -------- + diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts new file mode 100644 index 000000000000..3b58eb6c9f7a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts @@ -0,0 +1,130 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2026 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. +*/ + +// TypeScript Version: 4.1 + +/** +* Evaluates the quantile function for a Wald distribution. +* +* ## Notes +* +* - If `p < 0` or `p > 1`, the function returns `NaN`. +* +* @param p - input value +* @returns evaluated quantile function +*/ +type Unary = ( p: number ) => number; + +/** +* Interface for the quantile function of a Wald distribution. +*/ +interface Quantile { + /** + * Evaluates the quantile function for a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. + * + * ## Notes + * + * - If `p < 0` or `p > 1`, the function returns `NaN`. + * - If provided `mu <= 0`, the function returns `NaN`. + * - If provided `lambda < 0`, the function returns `NaN`. + * + * @param p - input value + * @param mu - mean + * @param lambda - shape parameter + * @returns evaluated quantile function + * + * @example + * var y = quantile( 0.8, 1.0, 1.0 ); + * // returns ~1.448 + * + * @example + * var y = quantile( 0.5, 4.0, 2.0 ); + * // returns ~2.057 + * + * @example + * var y = quantile( 1.1, 1.0, 1.0 ); + * // returns NaN + * + * @example + * var y = quantile( -0.2, 1.0, 1.0 ); + * // returns NaN + * + * @example + * var y = quantile( NaN, 1.0, 1.0 ); + * // returns NaN + * + * @example + * var y = quantile( 0.5, NaN, 1.0 ); + * // returns NaN + * + * @example + * var y = quantile( 0.5, 1.0, NaN ); + * // returns NaN + * + * @example + * // Non-positive mean: + * var y = quantile( 0.5, 0.0, 1.0 ); + * // returns NaN + * + * @example + * // Negative shape parameter: + * var y = quantile( 0.5, 1.0, -1.0 ); + * // returns NaN + */ + ( p: number, mu: number, lambda: number ): number; + + /** + * Returns a function for evaluating the quantile function for a Wald distribution. + * + * @param mu - mean + * @param lambda - shape parameter + * @returns quantile function + * + * @example + * var myQuantile = quantile.factory( 4.0, 2.0 ); + * var y = myQuantile( 0.5 ); + * // returns ~2.057 + * + * y = myQuantile( 0.8 ); + * // returns ~5.591 + */ + factory( mu: number, lambda: number ): Unary; +} + +/** +* Wald distribution quantile function. +* +* @param p - input value +* @param mu - mean +* @param lambda - shape parameter +* @returns evaluated quantile function +* +* @example +* var y = quantile( 0.8, 1.0, 1.0 ); +* // returns ~1.448 +* +* var myQuantile = quantile.factory( 4.0, 2.0 ); +* y = myQuantile( 0.5 ); +* // returns ~2.057 +*/ +declare var quantile: Quantile; + + +// EXPORTS // + +export = quantile; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/test.ts b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/test.ts new file mode 100644 index 000000000000..afa5e5c9e8d1 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/test.ts @@ -0,0 +1,119 @@ +/* +* @license Apache-2.0 +* +* Copyright (c) 2026 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, 2, 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( 3, 4 ); // $ExpectType Unary +} + +// The `factory` method returns a function which returns a number... +{ + const fcn = quantile.factory( 3, 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( 3, 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( 3, 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 +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile new file mode 100644 index 000000000000..25ced822f96a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := example.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled examples. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/example.c new file mode 100644 index 000000000000..2922e0b26e9e --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/example.c @@ -0,0 +1,43 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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/wald/quantile.h" +#include "stdlib/constants/float64/eps.h" +#include +#include + +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 lambda; + double mu; + double p; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + mu = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); + lambda = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); + y = stdlib_base_dists_wald_quantile( p, mu, lambda ); + printf( "p: %.4f, μ: %.4f, λ: %.4f, Q(p;μ,λ): %.4f\n", p, mu, lambda, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/index.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/index.js new file mode 100644 index 000000000000..f5620fa51aa7 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/index.js @@ -0,0 +1,33 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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'; + +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( './../lib' ); + +var opts = { + 'dtype': 'float64' +}; +var p = uniform( 10, 0.0, 1.0, opts ); +var mu = uniform( 10, EPS, 10.0, opts ); +var lambda = uniform( 10, EPS, 10.0, opts ); + +logEachMap( 'p: %0.4f, μ: %0.4f, λ: %0.4f, Q(p;μ,λ): %0.4f', p, mu, lambda, quantile ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi new file mode 100644 index 000000000000..ecfaf82a3279 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi @@ -0,0 +1,53 @@ +# @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. + +# A GYP include file for building a Node.js native add-on. +# +# Main documentation: +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Source directory: + 'src_dir': './src', + + # Include directories: + 'include_dirs': [ + '= 1.0 ) { + return PINF; + } + // Establish an upper bound `b` such that `CDF(b) >= p`, while keeping `a` a lower bound for which `CDF(a) < p`: + a = 0.0; + b = mu; + n = 1; + while ( waldCDF( b, mu, lambda ) < p && n < MAX_ITERATIONS ) { + a = b; + b *= 2.0; + n += 1; + } + // Bisect the interval `[a,b]` until reaching the desired tolerance: + n = 1; + m = ( a + b ) / 2.0; + while ( n < MAX_ITERATIONS ) { + m = ( a + b ) / 2.0; + if ( b - a < TOLERANCE ) { + return m; + } + c = waldCDF( m, mu, lambda ); + if ( p > c ) { + a = m; + } else { + b = m; + } + n += 1; + } + return m; +} + + +// EXPORTS // + +module.exports = bisect; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/factory.js new file mode 100644 index 000000000000..8230d614fef1 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/factory.js @@ -0,0 +1,77 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 constantFunction = require( '@stdlib/utils/constant-function' ); +var degenerate = require( '@stdlib/stats/base/dists/degenerate/quantile' ).factory; +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var bisect = require( './bisect.js' ); + + +// MAIN // + +/** +* Returns a function for evaluating the quantile function for a Wald distribution. +* +* @param {PositiveNumber} mu - mean +* @param {NonNegativeNumber} lambda - shape parameter +* @returns {Function} quantile function +* +* @example +* var quantile = factory( 1.0, 1.0 ); +* var y = quantile( 0.8 ); +* // returns ~1.448 +* +* y = quantile( 0.5 ); +* // returns ~0.676 +*/ +function factory( mu, lambda ) { + if ( isnan( mu ) || isnan( lambda ) || mu <= 0.0 || lambda < 0.0 ) { + return constantFunction( NaN ); + } + if ( lambda === 0.0 ) { + return degenerate( mu ); + } + return quantile; + + /** + * Evaluates the quantile function for a Wald distribution. + * + * @private + * @param {Probability} p - input value + * @returns {NonNegativeNumber} evaluated quantile function + * + * @example + * var y = quantile( 0.3 ); + * // returns + */ + function quantile( p ) { + if ( isnan( p ) || p < 0.0 || p > 1.0 ) { + return NaN; + } + return bisect( p, mu, lambda ); + } +} + + +// EXPORTS // + +module.exports = factory; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/index.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/index.js new file mode 100644 index 000000000000..60e827992b3d --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/index.js @@ -0,0 +1,51 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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'; + +/** +* Wald distribution quantile function. +* +* @module @stdlib/stats/base/dists/wald/quantile +* +* @example +* var quantile = require( '@stdlib/stats/base/dists/wald/quantile' ); +* +* var y = quantile( 0.8, 1.0, 1.0 ); +* // returns ~1.448 +* +* var myQuantile = quantile.factory( 4.0, 2.0 ); +* y = myQuantile( 0.5 ); +* // returns ~2.057 +*/ + +// MODULES // + +var setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' ); +var main = require( './main.js' ); +var factory = require( './factory.js' ); + + +// MAIN // + +setReadOnly( main, 'factory', factory ); + + +// EXPORTS // + +module.exports = main; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/main.js new file mode 100644 index 000000000000..79910c27d9f7 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/main.js @@ -0,0 +1,96 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 isnan = require( '@stdlib/math/base/assert/is-nan' ); +var bisect = require( './bisect.js' ); + + +// MAIN // + +/** +* Evaluates the quantile function for a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. +* +* @param {Probability} p - input value +* @param {PositiveNumber} mu - mean +* @param {NonNegativeNumber} lambda - shape parameter +* @returns {NonNegativeNumber} evaluated quantile function +* +* @example +* var y = quantile( 0.8, 1.0, 1.0 ); +* // returns ~1.448 +* +* @example +* var y = quantile( 0.5, 4.0, 2.0 ); +* // returns ~2.057 +* +* @example +* var y = quantile( 1.1, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( -0.2, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( NaN, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( 0.5, NaN, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( 0.5, 1.0, NaN ); +* // returns NaN +* +* @example +* // Non-positive mean: +* var y = quantile( 0.5, 0.0, 1.0 ); +* // returns NaN +* +* @example +* // Negative shape parameter: +* var y = quantile( 0.5, 1.0, -1.0 ); +* // returns NaN +*/ +function quantile( p, mu, lambda ) { + if ( + isnan( p ) || + isnan( mu ) || + isnan( lambda ) || + mu <= 0.0 || + lambda < 0.0 || + p < 0.0 || + p > 1.0 + ) { + return NaN; + } + if ( lambda === 0.0 ) { + return mu; + } + return bisect( p, mu, lambda ); +} + + +// EXPORTS // + +module.exports = quantile; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/native.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/native.js new file mode 100644 index 000000000000..61e12065e2aa --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/native.js @@ -0,0 +1,82 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. +* +* @private +* @param {Probability} p - input value +* @param {PositiveNumber} mu - mean +* @param {NonNegativeNumber} lambda - shape parameter +* @returns {NonNegativeNumber} evaluated quantile function +* +* @example +* var y = quantile( 0.8, 1.0, 1.0 ); +* // returns ~1.448 +* +* @example +* var y = quantile( 0.5, 4.0, 2.0 ); +* // returns ~2.057 +* +* @example +* var y = quantile( 1.1, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( -0.2, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( NaN, 1.0, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( 0.5, NaN, 1.0 ); +* // returns NaN +* +* @example +* var y = quantile( 0.5, 1.0, NaN ); +* // returns NaN +* +* @example +* // Non-positive mean: +* var y = quantile( 0.5, 0.0, 1.0 ); +* // returns NaN +* +* @example +* // Negative shape parameter: +* var y = quantile( 0.5, 1.0, -1.0 ); +* // returns NaN +*/ +function quantile( p, mu, lambda ) { + return addon( p, mu, lambda ); +} + + +// EXPORTS // + +module.exports = quantile; diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/manifest.json new file mode 100644 index 000000000000..4e419a8500f9 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/manifest.json @@ -0,0 +1,84 @@ +{ + "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/stats/base/dists/wald/cdf", + "@stdlib/math/base/napi/ternary", + "@stdlib/math/base/assert/is-nan", + "@stdlib/constants/float64/pinf" + ] + }, + { + "task": "benchmark", + "wasm": false, + "src": [ + "./src/main.c" + ], + "include": [ + "./include" + ], + "libraries": [], + "libpath": [], + "dependencies": [ + "@stdlib/stats/base/dists/wald/cdf", + "@stdlib/math/base/assert/is-nan", + "@stdlib/constants/float64/pinf", + "@stdlib/constants/float64/eps" + ] + }, + { + "task": "examples", + "wasm": false, + "src": [ + "./src/main.c" + ], + "include": [ + "./include" + ], + "libraries": [], + "libpath": [], + "dependencies": [ + "@stdlib/stats/base/dists/wald/cdf", + "@stdlib/math/base/assert/is-nan", + "@stdlib/constants/float64/pinf", + "@stdlib/constants/float64/eps" + ] + } + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json new file mode 100644 index 000000000000..1e922f9ccad6 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json @@ -0,0 +1,69 @@ +{ + "name": "@stdlib/stats/base/dists/wald/quantile", + "version": "0.0.0", + "description": "Wald distribution quantile function.", + "license": "Apache-2.0", + "author": { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + }, + "contributors": [ + { + "name": "The Stdlib Authors", + "url": "https://github.com/stdlib-js/stdlib/graphs/contributors" + } + ], + "main": "./lib", + "gypfile": true, + "directories": { + "benchmark": "./benchmark", + "doc": "./docs", + "example": "./examples", + "include": "./include", + "lib": "./lib", + "src": "./src", + "test": "./test" + }, + "types": "./docs/types", + "scripts": {}, + "homepage": "https://github.com/stdlib-js/stdlib", + "repository": { + "type": "git", + "url": "git://github.com/stdlib-js/stdlib.git" + }, + "bugs": { + "url": "https://github.com/stdlib-js/stdlib/issues" + }, + "dependencies": {}, + "devDependencies": {}, + "engines": { + "node": ">=0.10.0", + "npm": ">2.7.0" + }, + "os": [ + "aix", + "darwin", + "freebsd", + "linux", + "macos", + "openbsd", + "sunos", + "win32", + "windows" + ], + "keywords": [ + "stdlib", + "stdmath", + "statistics", + "stats", + "distribution", + "dist", + "quantile", + "inverse", + "cdf", + "univariate", + "continuous", + "wald", + "inverse gaussian" + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile new file mode 100644 index 000000000000..7733b6180cb4 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile @@ -0,0 +1,70 @@ +#/ +# @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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + + +# RULES # + +#/ +# Removes generated files for building an add-on. +# +# @example +# make clean-addon +#/ +clean-addon: + $(QUIET) -rm -f *.o *.node + +.PHONY: clean-addon + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: clean-addon + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/addon.c b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/addon.c new file mode 100644 index 000000000000..8adc00a6fc16 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/addon.c @@ -0,0 +1,22 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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/wald/quantile.h" +#include "stdlib/math/base/napi/ternary.h" + +STDLIB_MATH_BASE_NAPI_MODULE_DDD_D( stdlib_base_dists_wald_quantile ) diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c new file mode 100644 index 000000000000..bf3aba9a794c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c @@ -0,0 +1,104 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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/wald/quantile.h" +#include "stdlib/stats/base/dists/wald/cdf.h" +#include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/constants/float64/pinf.h" + +static const double MAX_ITERATIONS = 1e4; +static const double TOLERANCE = 1e-12; + +/** +* Bisection method to find the quantile of a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. +* +* @param p input value +* @param mu mean +* @param lambda shape parameter +* @return evaluated quantile function +*/ +static double wald_bisect( const double p, const double mu, const double lambda ) { + double a; + double b; + double c; + double m; + double n; + + if ( p <= 0.0 ) { + return 0.0; + } + if ( p >= 1.0 ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + // Establish an upper bound `b` such that `CDF(b) >= p`, while keeping `a` a lower bound for which `CDF(a) < p`: + a = 0.0; + b = mu; + n = 1; + while ( stdlib_base_dists_wald_cdf( b, mu, lambda ) < p && n < MAX_ITERATIONS ) { + a = b; + b *= 2.0; + n += 1; + } + // Bisect the interval `[a,b]` until reaching the desired tolerance: + n = 1; + m = ( a + b ) / 2.0; + while ( n < MAX_ITERATIONS ) { + m = ( a + b ) / 2.0; + if ( b - a < TOLERANCE ) { + return m; + } + c = stdlib_base_dists_wald_cdf( m, mu, lambda ); + if ( p > c ) { + a = m; + } else { + b = m; + } + n += 1; + } + return m; +} + +/** +* Evaluates the quantile function for a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. +* +* @param p input value +* @param mu mean +* @param lambda shape parameter +* @return evaluated quantile function +* +* @example +* double y = stdlib_base_dists_wald_quantile( 0.8, 1.0, 1.0 ); +* // returns ~1.448 +*/ +double stdlib_base_dists_wald_quantile( const double p, const double mu, const double lambda ) { + if ( + stdlib_base_is_nan( p ) || + stdlib_base_is_nan( mu ) || + stdlib_base_is_nan( lambda ) || + mu <= 0.0 || + lambda < 0.0 || + p < 0.0 || + p > 1.0 + ) { + return 0.0 / 0.0; // NaN + } + if ( lambda == 0.0 ) { + return mu; + } + return wald_bisect( p, mu, lambda ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/REQUIRE new file mode 100644 index 000000000000..98be20b58ed3 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/REQUIRE @@ -0,0 +1,3 @@ +Distributions 0.23.8 +julia 1.5 +JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json new file mode 100644 index 000000000000..5996bcb796fd --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/runner.jl new file mode 100644 index 000000000000..db5f4e0e3161 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/runner.jl @@ -0,0 +1,77 @@ +#!/usr/bin/env julia +# +# @license Apache-2.0 +# +# Copyright (c) 2026 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 Distributions: quantile, InverseGaussian +import JSON + +""" + gen( p, mu, lambda, name ) + +Generate fixture data and write to file. + +# Arguments + +* `p`: input probability +* `mu`: mean +* `lambda`: shape parameter +* `name::AbstractString`: output filename + +# Examples + +``` julia +julia> p = rand( 1000 ); +julia> mu = rand( 1000 ) .* 10.0 .+ 0.1; +julia> lambda = rand( 1000 ) .* 10.0 .+ 0.1; +julia> gen( p, mu, lambda, "data.json" ); +``` +""" +function gen( p, mu, lambda, name ) + z = Array{Float64}( undef, length(p) ); + for i in eachindex(p) + z[ i ] = quantile( InverseGaussian( mu[i], lambda[i] ), p[i] ); + end + + # Store data to be written to file as a collection: + data = Dict([ + ("p", p), + ("mu", mu), + ("lambda", lambda), + ("expected", z) + ]); + + # Based on the script directory, create an output filepath: + filepath = joinpath( dir, name ); + + # Write the data to the output filepath as JSON: + outfile = open( filepath, "w" ); + write( outfile, JSON.json(data) ); + write( outfile, "\n" ); + close( outfile ); +end + +# Get the filename: +file = @__FILE__; + +# Extract the directory in which this file resides: +dir = dirname( file ); + +# Generate fixture data: +p = rand( 1000 ); +mu = ( rand( 1000 ) .* 10.0 ) .+ 0.1; +lambda = ( rand( 1000 ) .* 10.0 ) .+ 0.1; +gen( p, mu, lambda, "data.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js new file mode 100644 index 000000000000..19e69c7a5033 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js @@ -0,0 +1,187 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var factory = require( './../lib/factory.js' ); + + +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof factory, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'the function returns a function', function test( t ) { + var quantile = factory( 1.0, 1.0 ); + t.strictEqual( typeof quantile, 'function', 'returns expected value' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the returned function always returns `NaN`', function test( t ) { + var quantile; + + quantile = factory( NaN, 1.0 ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + quantile = factory( 1.0, NaN ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + quantile = factory( NaN, NaN ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a non-positive `mu`, the returned function always returns `NaN`', function test( t ) { + var quantile; + + quantile = factory( 0.0, 1.0 ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + quantile = factory( -1.0, 1.0 ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + quantile = factory( NINF, 1.0 ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a negative `lambda`, the returned function always returns `NaN`', function test( t ) { + var quantile; + + quantile = factory( 1.0, -1.0 ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + quantile = factory( 1.0, NINF ); + t.strictEqual( isnan( quantile( 0.5 ) ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `lambda` equals `0`, the returned function evaluates a degenerate distribution centered at `mu`', function test( t ) { + var quantile; + var y; + + quantile = factory( 2.0, 0.0 ); + + y = quantile( 0.3 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + y = quantile( 0.9 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'the returned function returns `NaN` if provided `NaN` for `p`', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0, 1.0 ); + + y = quantile( NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'the returned function returns `NaN` if provided `p < 0` or `p > 1`', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0, 1.0 ); + + y = quantile( -0.1 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 1.1 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( PINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'the returned function returns `0` if provided `p = 0`', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0, 1.0 ); + + y = quantile( 0.0 ); + t.strictEqual( y, 0.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'the returned function returns `Infinity` if provided `p = 1`', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0, 1.0 ); + + y = quantile( 1.0 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the returned function evaluates the Wald quantile for `p`, `mu`, and `lambda`', function test( t ) { + var expected; + var quantile; + var lambda; + var mu; + var p; + var y; + var i; + + expected = data.expected; + p = data.p; + mu = data.mu; + lambda = data.lambda; + for ( i = 0; i < p.length; i++ ) { + quantile = factory( mu[ i ], lambda[ i ] ); + y = quantile( p[ i ] ); + if ( y === expected[ i ] ) { + t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.js new file mode 100644 index 000000000000..ea2a910239b6 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.js @@ -0,0 +1,38 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 tape = require( 'tape' ); +var quantile = require( './../lib' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof quantile, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'attached to the main export is a factory method for generating `quantile` functions', function test( t ) { + t.strictEqual( typeof quantile.factory, 'function', 'exports a factory method' ); + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js new file mode 100644 index 000000000000..0e8e6b87e147 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js @@ -0,0 +1,158 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var quantile = require( './../lib' ); + + +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); + + +// TESTS // + +tape( 'main export is a function', function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof quantile, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', function test( t ) { + var y; + + y = quantile( NaN, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, NaN, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 1.0, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( NaN, NaN, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a non-positive `mu`, the function returns `NaN`', function test( t ) { + var y; + + y = quantile( 0.5, 0.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, -1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, NINF, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a negative `lambda`, the function returns `NaN`', function test( t ) { + var y; + + y = quantile( 0.5, 1.0, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 1.0, NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `lambda` equals `0`, the function evaluates a degenerate distribution centered at `mu`', function test( t ) { + var y; + + y = quantile( 0.3, 2.0, 0.0 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + y = quantile( 0.9, 2.0, 0.0 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p < 0` or `p > 1`, the function returns `NaN`', function test( t ) { + var y; + + y = quantile( -0.1, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 1.1, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( NINF, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( PINF, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p = 0`, the function returns `0`', function test( t ) { + var y; + + y = quantile( 0.0, 1.0, 1.0 ); + t.strictEqual( y, 0.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p = 1`, the function returns `Infinity`', function test( t ) { + var y; + + y = quantile( 1.0, 1.0, 1.0 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the function evaluates the Wald quantile for `p`, `mu`, and `lambda`', function test( t ) { + var expected; + var lambda; + var mu; + var p; + var y; + var i; + + expected = data.expected; + p = data.p; + mu = data.mu; + lambda = data.lambda; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[ i ], mu[ i ], lambda[ i ] ); + if ( y === expected[ i ] ) { + t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js new file mode 100644 index 000000000000..050e064b9c43 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js @@ -0,0 +1,167 @@ +/** +* @license Apache-2.0 +* +* Copyright (c) 2026 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 resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); + + +// TESTS // + +tape( 'main export is a function', opts, function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof quantile, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( NaN, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, NaN, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 1.0, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( NaN, NaN, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a non-positive `mu`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 0.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, -1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, NINF, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a negative `lambda`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 1.0, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 1.0, NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `lambda` equals `0`, the function evaluates a degenerate distribution centered at `mu`', opts, function test( t ) { + var y; + + y = quantile( 0.3, 2.0, 0.0 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + y = quantile( 0.9, 2.0, 0.0 ); + t.strictEqual( y, 2.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p < 0` or `p > 1`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( -0.1, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 1.1, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( NINF, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( PINF, 1.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p = 0`, the function returns `0`', opts, function test( t ) { + var y; + + y = quantile( 0.0, 1.0, 1.0 ); + t.strictEqual( y, 0.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p = 1`, the function returns `Infinity`', opts, function test( t ) { + var y; + + y = quantile( 1.0, 1.0, 1.0 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the function evaluates the Wald quantile for `p`, `mu`, and `lambda`', opts, function test( t ) { + var expected; + var lambda; + var mu; + var p; + var y; + var i; + + expected = data.expected; + p = data.p; + mu = data.mu; + lambda = data.lambda; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[ i ], mu[ i ], lambda[ i ] ); + if ( y === expected[ i ] ) { + t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } else { + t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + } + } + t.end(); +}); From 9c5be8741ea6ebaef4b3dd20a0e46f94e6d4cade Mon Sep 17 00:00:00 2001 From: stdlib-bot <82920195+stdlib-bot@users.noreply.github.com> Date: Tue, 28 Jul 2026 12:42:27 +0000 Subject: [PATCH 2/5] chore: update copyright years --- .../@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile | 2 +- .../@stdlib/stats/base/dists/wald/quantile/binding.gyp | 2 +- .../@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile | 2 +- .../@stdlib/stats/base/dists/wald/quantile/include.gypi | 2 +- .../@stdlib/stats/base/dists/wald/quantile/src/Makefile | 2 +- 5 files changed, 5 insertions(+), 5 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile index a4bd7b38fd74..979768abbcec 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/benchmark/c/Makefile @@ -1,7 +1,7 @@ #/ # @license Apache-2.0 # -# Copyright (c) 2025 The Stdlib Authors. +# Copyright (c) 2026 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. diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp index 68a1ca11d160..0d6508a12e99 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/binding.gyp @@ -1,6 +1,6 @@ # @license Apache-2.0 # -# Copyright (c) 2025 The Stdlib Authors. +# Copyright (c) 2026 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. diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile index 25ced822f96a..c8f8e9a1517b 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/examples/c/Makefile @@ -1,7 +1,7 @@ #/ # @license Apache-2.0 # -# Copyright (c) 2025 The Stdlib Authors. +# Copyright (c) 2026 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. diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi index ecfaf82a3279..bee8d41a2caf 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/include.gypi @@ -1,6 +1,6 @@ # @license Apache-2.0 # -# Copyright (c) 2025 The Stdlib Authors. +# Copyright (c) 2026 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. diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile index 7733b6180cb4..2caf905cedbe 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/Makefile @@ -1,7 +1,7 @@ #/ # @license Apache-2.0 # -# Copyright (c) 2025 The Stdlib Authors. +# Copyright (c) 2026 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. From 7128af5d2040578786b2737b2cc6139423965813 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Tue, 18 Aug 2026 23:11:06 -0500 Subject: [PATCH 3/5] fix: bisect until full convergence and regenerate fixtures --- .../@stdlib/stats/base/dists/wald/quantile/lib/bisect.js | 5 ++--- .../@stdlib/stats/base/dists/wald/quantile/src/main.c | 5 ++--- .../base/dists/wald/quantile/test/fixtures/julia/data.json | 2 +- .../stats/base/dists/wald/quantile/test/test.factory.js | 2 +- .../@stdlib/stats/base/dists/wald/quantile/test/test.main.js | 2 +- .../stats/base/dists/wald/quantile/test/test.native.js | 2 +- 6 files changed, 8 insertions(+), 10 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/bisect.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/bisect.js index 5fdb91ba7207..bfb11f7807c6 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/bisect.js +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/lib/bisect.js @@ -27,7 +27,6 @@ var PINF = require( '@stdlib/constants/float64/pinf' ); // VARIABLES // var MAX_ITERATIONS = 1e4; -var TOLERANCE = 1e-12; // MAIN // @@ -63,12 +62,12 @@ function bisect( p, mu, lambda ) { b *= 2.0; n += 1; } - // Bisect the interval `[a,b]` until reaching the desired tolerance: + // Bisect the interval `[a,b]` until it can no longer be halved in double-precision arithmetic: n = 1; m = ( a + b ) / 2.0; while ( n < MAX_ITERATIONS ) { m = ( a + b ) / 2.0; - if ( b - a < TOLERANCE ) { + if ( m <= a || m >= b ) { return m; } c = waldCDF( m, mu, lambda ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c index bf3aba9a794c..83d1d328db80 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/src/main.c @@ -22,7 +22,6 @@ #include "stdlib/constants/float64/pinf.h" static const double MAX_ITERATIONS = 1e4; -static const double TOLERANCE = 1e-12; /** * Bisection method to find the quantile of a Wald distribution with mean `mu` and shape parameter `lambda` at a probability `p`. @@ -54,12 +53,12 @@ static double wald_bisect( const double p, const double mu, const double lambda b *= 2.0; n += 1; } - // Bisect the interval `[a,b]` until reaching the desired tolerance: + // Bisect the interval `[a,b]` until it can no longer be halved in double-precision arithmetic: n = 1; m = ( a + b ) / 2.0; while ( n < MAX_ITERATIONS ) { m = ( a + b ) / 2.0; - if ( b - a < TOLERANCE ) { + if ( m <= a || m >= b ) { return m; } c = stdlib_base_dists_wald_cdf( m, mu, lambda ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json index 5996bcb796fd..2a0e8c871ac2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/fixtures/julia/data.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js index 19e69c7a5033..941ba9970a9c 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.factory.js @@ -180,7 +180,7 @@ tape( 'the returned function evaluates the Wald quantile for `p`, `mu`, and `lam if ( y === expected[ i ] ) { t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); } else { - t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + t.ok( isAlmostSameValue( y, expected[i], 90 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); } } t.end(); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js index 0e8e6b87e147..ab6ed0d4e172 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.main.js @@ -151,7 +151,7 @@ tape( 'the function evaluates the Wald quantile for `p`, `mu`, and `lambda`', fu if ( y === expected[ i ] ) { t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); } else { - t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + t.ok( isAlmostSameValue( y, expected[i], 90 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); } } t.end(); diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js index 050e064b9c43..b99149312a33 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/test/test.native.js @@ -160,7 +160,7 @@ tape( 'the function evaluates the Wald quantile for `p`, `mu`, and `lambda`', op if ( y === expected[ i ] ) { t.strictEqual( y, expected[ i ], 'p: '+p[ i ]+', mu: '+mu[ i ]+', lambda: '+lambda[ i ]+', y: '+y+', expected: '+expected[ i ] ); } else { - t.ok( isAlmostSameValue( y, expected[i], 1 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); + t.ok( isAlmostSameValue( y, expected[i], 90 ), 'within tolerance. p: '+p[ i ]+'. mu: '+mu[i]+'. lambda: '+lambda[i]+'. y: '+y+'. E: '+expected[ i ]+'.' ); } } t.end(); From 733e79c8cfc2bf850da6f5872037c6556fe831e8 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Tue, 18 Aug 2026 23:11:06 -0500 Subject: [PATCH 4/5] docs: document degenerate distribution case and update descriptions --- .../stats/base/dists/wald/quantile/README.md | 19 ++++++++++++++++--- .../base/dists/wald/quantile/docs/repl.txt | 10 ++++++++-- .../dists/wald/quantile/docs/types/index.d.ts | 5 +++++ 3 files changed, 29 insertions(+), 5 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md index 42b94f344290..81c75bb1ff2d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/README.md @@ -34,7 +34,7 @@ Q(p;\mu,\lambda) = \inf\left\{ x \in (0,\infty)\,:\,p \le F(x;\mu,\lambda) \righ -for `0 <= p <= 1`, where `μ > 0` is the mean and `λ > 0` is the shape parameter and `F` is the cumulative distribution function (CDF). As the [Wald][wald-distribution] CDF does not have a closed-form inverse, the quantile function is evaluated numerically. +for `0 <= p <= 1`, where `μ > 0` is the mean, `λ > 0` is the shape parameter, and `F` is the cumulative distribution function (CDF). As the [Wald][wald-distribution] CDF does not have a closed-form inverse, the quantile function is evaluated numerically. @@ -102,6 +102,16 @@ var y = quantile( 0.5, 1.0, -1.0 ); // returns NaN ``` +If `lambda = 0`, the function evaluates the [quantile function][quantile-function] of a [degenerate distribution][degenerate-distribution] centered at `mu`. + +```javascript +var y = quantile( 0.3, 8.0, 0.0 ); +// returns 8.0 + +y = quantile( 0.9, 8.0, 0.0 ); +// returns 8.0 +``` + #### quantile.factory( mu, lambda ) Returns a function for evaluating the [quantile function][quantile-function] of a [Wald][wald-distribution] distribution with mean `mu` and shape parameter `lambda`. @@ -221,6 +231,7 @@ double stdlib_base_dists_wald_quantile( const double p, const double mu, const d ```c #include "stdlib/stats/base/dists/wald/quantile.h" +#include "stdlib/constants/float64/eps.h" #include #include @@ -238,8 +249,8 @@ int main( void ) { for ( i = 0; i < 10; i++ ) { p = random_uniform( 0.0, 1.0 ); - mu = random_uniform( 0.1, 10.0 ); - lambda = random_uniform( 0.1, 10.0 ); + mu = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); + lambda = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 10.0 ); y = stdlib_base_dists_wald_quantile( p, mu, lambda ); printf( "p: %.4f, μ: %.4f, λ: %.4f, Q(p;μ,λ): %.4f\n", p, mu, lambda, y ); } @@ -278,6 +289,8 @@ int main( void ) { [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function +[degenerate-distribution]: https://en.wikipedia.org/wiki/Degenerate_distribution + diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt index 4533c0397d01..94f9dd9a4798 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/repl.txt @@ -17,7 +17,7 @@ Input probability. μ: number - Mean. + Mean parameter. λ: number Shape parameter. @@ -43,13 +43,19 @@ NaN > y = {{alias}}( 0.5, 1.0, NaN ) NaN + // Non-positive mean: > y = {{alias}}( 0.5, 0.0, 1.0 ) NaN + // Negative shape parameter: > y = {{alias}}( 0.5, 1.0, -1.0 ) NaN + // Degenerate distribution when `λ = 0.0`: + > y = {{alias}}( 0.5, 8.0, 0.0 ) + 8.0 + {{alias}}.factory( μ, λ ) Returns a function for evaluating the quantile function of a Wald @@ -58,7 +64,7 @@ Parameters ---------- μ: number - Mean. + Mean parameter. λ: number Shape parameter. diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts index 3b58eb6c9f7a..4bc26283d1dd 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/docs/types/index.d.ts @@ -85,6 +85,11 @@ interface Quantile { * // Negative shape parameter: * var y = quantile( 0.5, 1.0, -1.0 ); * // returns NaN + * + * @example + * // Degenerate distribution when `lambda = 0.0`: + * var y = quantile( 0.5, 8.0, 0.0 ); + * // returns 8.0 */ ( p: number, mu: number, lambda: number ): number; From b7ec6ae3c0bcfa9f13dfc60eb6acda692e32a7c7 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Tue, 18 Aug 2026 23:11:07 -0500 Subject: [PATCH 5/5] chore: update keywords --- .../@stdlib/stats/base/dists/wald/quantile/package.json | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json index 1e922f9ccad6..cf6c9b91cd1b 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json +++ b/lib/node_modules/@stdlib/stats/base/dists/wald/quantile/package.json @@ -58,12 +58,14 @@ "stats", "distribution", "dist", + "probability", "quantile", "inverse", "cdf", "univariate", "continuous", "wald", - "inverse gaussian" + "inverse gaussian", + "inverse-gaussian" ] }