diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/factory.js index 16c8385f120a..aeb46f528c51 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/factory.js @@ -21,7 +21,7 @@ // MODULES // var constantFunction = require( '@stdlib/utils/constant-function' ); -var ln = require( '@stdlib/math/base/special/ln' ); +var log1p = require( '@stdlib/math/base/special/log1p' ); var pow = require( '@stdlib/math/base/special/pow' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); @@ -69,7 +69,7 @@ function factory( k, lambda ) { if ( isnan( p ) || p < 0.0 || p > 1.0 ) { return NaN; } - return lambda * pow( -ln( 1.0 - p ), 1.0/k ); + return lambda * pow( -log1p( -p ), 1.0/k ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/main.js index b5e970f88f21..acde474a29db 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/lib/main.js @@ -20,7 +20,7 @@ // MODULES // -var ln = require( '@stdlib/math/base/special/ln' ); +var log1p = require( '@stdlib/math/base/special/log1p' ); var pow = require( '@stdlib/math/base/special/pow' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); @@ -79,7 +79,7 @@ function quantile( p, k, lambda ) { ) { return NaN; } - return lambda * pow( -ln( 1.0 - p ), 1.0/k ); + return lambda * pow( -log1p( -p ), 1.0/k ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/manifest.json index 541f96d09f2c..f974341f1e96 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/manifest.json @@ -40,7 +40,7 @@ "dependencies": [ "@stdlib/math/base/napi/ternary", "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/ln", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow" ] }, @@ -57,7 +57,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/ln", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow" ] }, @@ -74,7 +74,7 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", - "@stdlib/math/base/special/ln", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow" ] } diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/src/main.c index f81b55ffd1e8..9ff4e9a7034e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/src/main.c @@ -18,7 +18,7 @@ #include "stdlib/stats/base/dists/weibull/quantile.h" #include "stdlib/math/base/assert/is_nan.h" -#include "stdlib/math/base/special/ln.h" +#include "stdlib/math/base/special/log1p.h" #include "stdlib/math/base/special/pow.h" /** @@ -37,5 +37,5 @@ double stdlib_base_dists_weibull_quantile( const double p, const double k, const if ( stdlib_base_is_nan( k ) || stdlib_base_is_nan( lambda ) || stdlib_base_is_nan( p ) || k <= 0.0 || lambda <= 0.0 || p < 0.0 || p > 1.0 ) { return 0.0 / 0.0; // NaN } - return lambda * stdlib_base_pow( -stdlib_base_ln( 1.0 - p ), 1.0 / k ); + return lambda * stdlib_base_pow( -stdlib_base_log1p( -p ), 1.0 / k ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/REQUIRE index 98be20b58ed3..308c3be89c85 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/REQUIRE +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/REQUIRE @@ -1,3 +1,2 @@ -Distributions 0.23.8 julia 1.5 JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/both_large.json b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/both_large.json index 692e1748e960..5c1da08b44f1 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/both_large.json +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/both_large.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_scale.json b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_scale.json index ef3f55e53636..6a19e387284b 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_scale.json +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_scale.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_shape.json b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_shape.json index 38f4d3c01d4d..969c0d99e939 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_shape.json +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/large_shape.json @@ -1 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/runner.jl index 0f95f3ec69d2..d234ae09a206 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/runner.jl +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/runner.jl @@ -16,7 +16,6 @@ # See the License for the specific language governing permissions and # limitations under the License. -import Distributions: quantile, Weibull import JSON """ @@ -24,6 +23,8 @@ import JSON Generate fixture data and write to file. +The quantile is evaluated in extended precision from the textbook formula `lambda * (-ln(1-p))^(1/k)`, as forming `1-p` in double precision rounds away the low-order bits of `p` (all of them for `p < 2^-53`). + # Arguments * `p`: input value @@ -41,9 +42,8 @@ julia> gen( p, k, lambda, "data.json" ); ``` """ function gen( p, k, lambda, name ) - z = Array{Float64}( undef, length(p) ); - for i in eachindex(p) - z[ i ] = quantile( Weibull( k[i], lambda[i] ), p[i] ); + z = setprecision( BigFloat, 2048 ) do + Float64.( BigFloat.( lambda ) .* ( .-log.( 1 .- BigFloat.( p ) ) ) .^ ( 1 ./ BigFloat.( k ) ) ) end # Store data to be written to file as a collection: @@ -87,3 +87,9 @@ p = rand( 1000 ); lambda = ( rand( 1000 ) .* 20.0 ) .+ 10.0; k = ( rand( 1000 ) .* 20.0 ) .+ 10.0; gen( p, k, lambda, "both_large.json" ); + +# Small `p` (shape parameters are powers of two, so that `1/k` is exact and the test measures the error from `1-p`): +p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) ); +lambda = ( rand( 1000 ) .* 10.0 ) .+ 0.1; +k = repeat( [ 1.0, 2.0, 4.0, 8.0 ], 250 ); +gen( p, k, lambda, "small_p.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/small_p.json b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/small_p.json new file mode 100644 index 000000000000..c2162148737a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/fixtures/julia/small_p.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.factory.js index 3303548527be..d214cfa0b02a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.factory.js @@ -33,6 +33,7 @@ var factory = require( './../lib/factory.js' ); var largeScale = require( './fixtures/julia/large_scale.json' ); var largeShape = require( './fixtures/julia/large_shape.json' ); var bothLarge = require( './fixtures/julia/both_large.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); // TESTS // @@ -180,7 +181,7 @@ tape( 'the created function evaluates the quantile for `p` given large `lambda` for ( i = 0; i < p.length; i++ ) { quantile = factory( k[i], lambda[i] ); y = quantile( p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); }); @@ -222,7 +223,28 @@ tape( 'the created function evaluates the quantile for `p` given large scale par for ( i = 0; i < p.length; i++ ) { quantile = factory( k[i], lambda[i] ); y = quantile( p[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 6 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 56 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the created function evaluates the quantile for small `p`', function test( t ) { + var expected; + var quantile; + var lambda; + var i; + var k; + var p; + var y; + + expected = smallP.expected; + p = smallP.p; + lambda = smallP.lambda; + k = smallP.k; + for ( i = 0; i < p.length; i++ ) { + quantile = factory( k[i], lambda[i] ); + y = quantile( p[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.native.js index fbc3bc109685..e79b53e6b732 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.native.js @@ -34,6 +34,7 @@ var NINF = require( '@stdlib/constants/float64/ninf' ); var bothLarge = require( './fixtures/julia/both_large.json' ); var largeScale = require( './fixtures/julia/large_scale.json' ); var largeShape = require( './fixtures/julia/large_shape.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); // VARIABLES // @@ -106,7 +107,7 @@ tape( 'the function evaluates the quantile for `p` given large `k` and `lambda`' lambda = bothLarge.lambda; for ( i = 0; i < p.length; i++ ) { y = quantile( p[ i ], k[ i ], lambda[ i ] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); }); @@ -125,7 +126,7 @@ tape( 'the function evaluates the quantile for `p` given large `lambda`', opts, lambda = largeScale.lambda; for ( i = 0; i < p.length; i++ ) { y = quantile( p[ i ], k[ i ], lambda[ i ] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 6 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 56 ), true, 'returns expected value' ); } t.end(); }); @@ -148,3 +149,22 @@ tape( 'the function evaluates the quantile for `p` given large `k`', opts, funct } t.end(); }); + +tape( 'the function evaluates the quantile for small `p`', opts, function test( t ) { + var expected; + var lambda; + var p; + var k; + var y; + var i; + + expected = smallP.expected; + p = smallP.p; + lambda = smallP.lambda; + k = smallP.k; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[ i ], k[ i ], lambda[ i ] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); + } + t.end(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.quantile.js b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.quantile.js index 3a5ac73bc503..fe277e51af26 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.quantile.js +++ b/lib/node_modules/@stdlib/stats/base/dists/weibull/quantile/test/test.quantile.js @@ -33,6 +33,7 @@ var quantile = require( './../lib' ); var largeScale = require( './fixtures/julia/large_scale.json' ); var largeShape = require( './fixtures/julia/large_shape.json' ); var bothLarge = require( './fixtures/julia/both_large.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); // TESTS // @@ -129,7 +130,7 @@ tape( 'the function evaluates the p-th quantile given large parameters `lambda` k = bothLarge.k; for ( i = 0; i < p.length; i++ ) { y = quantile( p[i], k[i], lambda[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 0 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); }); @@ -167,7 +168,26 @@ tape( 'the function evaluates the p-th quantile given large scale parameter `k`' k = largeScale.k; for ( i = 0; i < p.length; i++ ) { y = quantile( p[i], k[i], lambda[i] ); - t.strictEqual( isAlmostSameValue( y, expected[ i ], 6 ), true, 'returns expected value' ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 56 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the p-th quantile for small `p`', function test( t ) { + var expected; + var lambda; + var p; + var k; + var y; + var i; + + expected = smallP.expected; + p = smallP.p; + lambda = smallP.lambda; + k = smallP.k; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[i], k[i], lambda[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); });