diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/factory.js index bbced1d8348c..3a2bef9cad6a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/factory.js @@ -22,6 +22,8 @@ var constantFunction = require( '@stdlib/utils/constant-function' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); +var log1p = require( '@stdlib/math/base/special/log1p' ); var pow = require( '@stdlib/math/base/special/pow' ); @@ -69,7 +71,7 @@ function factory( a, b ) { if ( isnan( p ) || p < 0.0 || p > 1.0 ) { return NaN; } - return pow( 1.0 - pow( 1.0-p, 1.0/b ), 1.0/a ); + return pow( -expm1( log1p( -p ) / b ), 1.0/a ); } } diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/main.js index 1ef2f7aebea4..1f34b3dc05bc 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/lib/main.js @@ -21,6 +21,8 @@ // MODULES // var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var expm1 = require( '@stdlib/math/base/special/expm1' ); +var log1p = require( '@stdlib/math/base/special/log1p' ); var pow = require( '@stdlib/math/base/special/pow' ); @@ -86,7 +88,7 @@ function quantile( p, a, b ) { ) { return NaN; } - return pow( 1.0 - pow( 1.0-p, 1.0/b ), 1.0/a ); + return pow( -expm1( log1p( -p ) / b ), 1.0/a ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/manifest.json index 1948e3f70cb3..1f8b79db96c4 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/manifest.json +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/manifest.json @@ -40,6 +40,8 @@ "dependencies": [ "@stdlib/math/base/napi/ternary", "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow" ] }, @@ -56,6 +58,8 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow", "@stdlib/constants/float64/eps" ] @@ -73,6 +77,8 @@ "libpath": [], "dependencies": [ "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/expm1", + "@stdlib/math/base/special/log1p", "@stdlib/math/base/special/pow", "@stdlib/constants/float64/eps" ] diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/src/main.c index b0c17a860fc7..61404d3fb6ad 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/src/main.c @@ -18,6 +18,8 @@ #include "stdlib/stats/base/dists/kumaraswamy/quantile.h" #include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/math/base/special/expm1.h" +#include "stdlib/math/base/special/log1p.h" #include "stdlib/math/base/special/pow.h" /** @@ -44,5 +46,5 @@ double stdlib_base_dists_kumaraswamy_quantile( const double p, const double a, c ) { return 0.0/0.0; // NaN } - return stdlib_base_pow( 1.0 - stdlib_base_pow( 1.0-p, 1.0/b ), 1.0/a ); + return stdlib_base_pow( -stdlib_base_expm1( stdlib_base_log1p( -p ) / b ), 1.0/a ); } diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/REQUIRE b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/REQUIRE new file mode 100644 index 000000000000..308c3be89c85 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/REQUIRE @@ -0,0 +1,2 @@ +julia 1.5 +JSON 0.21 diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/data.json b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/data.json new file mode 100644 index 000000000000..3597a96b9520 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/data.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/runner.jl b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/runner.jl new file mode 100644 index 000000000000..8233ca1fd18b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/runner.jl @@ -0,0 +1,74 @@ +#!/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 JSON + +""" + gen( p, a, b, name ) + +Generate fixture data and write to file. + +The quantile is evaluated in extended precision from the textbook formula `(1 - (1-p)^(1/b))^(1/a)`, 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 probability +* `a`: first shape parameter +* `b`: second shape parameter +* `name::AbstractString`: output filename +""" +function gen( p, a, b, name ) + z = setprecision( BigFloat, 2048 ) do + Float64.( ( 1 .- ( 1 .- BigFloat.( p ) ) .^ ( 1 ./ BigFloat.( b ) ) ) .^ ( 1 ./ BigFloat.( a ) ) ) + end + + # Store data to be written to file as a collection: + data = Dict([ + ("p", p), + ("a", a), + ("b", b), + ("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 ); + +# Random values: +p = rand( 1000 ); +a = ( rand( 1000 ) .* 5.0 ) .+ 0.5; +b = ( rand( 1000 ) .* 5.0 ) .+ 0.5; +gen( p, a, b, "data.json" ); + +# Small `p` (`a` is a power of two, so that `1/a` is exact and the test measures the error from `1-p`): +p = exp10.( range( -300.0, stop = -1.0, length = 1000 ) ); +a = repeat( [ 1.0, 2.0, 4.0, 8.0 ], 250 ); +b = ( rand( 1000 ) .* 5.0 ) .+ 0.5; +gen( p, a, b, "small_p.json" ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/small_p.json b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/small_p.json new file mode 100644 index 000000000000..0a3aa9eb2342 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/fixtures/julia/small_p.json @@ -0,0 +1 @@ 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diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.factory.js index ee2a46cac231..1920019b9664 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.factory.js @@ -21,15 +21,19 @@ // MODULES // var tape = require( 'tape' ); -var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive; var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var randu = require( '@stdlib/random/base/randu' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var NINF = require( '@stdlib/constants/float64/ninf' ); -var EPS = require( '@stdlib/constants/float64/eps' ); var factory = require( './../lib/factory.js' ); +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); + + // TESTS // tape( 'main export is a function', function test( t ) { @@ -143,22 +147,44 @@ tape( 'if provided a nonpositive `a`, the created function always returns `NaN`' t.end(); }); -tape( 'the returned function evaluates the quantile function of a Kumaraswamy\'s double bounded distribution', function test( t ) { +tape( 'the created function evaluates the quantile for random `p`, `a` and `b`', function test( t ) { + var expected; var quantile; var a; var b; + var i; var p; var y; + + expected = data.expected; + p = data.p; + a = data.a; + b = data.b; + for ( i = 0; i < expected.length; i++ ) { + quantile = factory( a[i], b[i] ); + y = quantile( p[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the created function evaluates the quantile for small `p`', function test( t ) { + var expected; + var quantile; + var a; + var b; var i; + var p; + var y; - // TODO: Add fixtures - a = ( randu()*5.0 ) + EPS; - b = ( randu()*5.0 ) + EPS; - quantile = factory( a, b ); - for ( i = 0; i < 100; i++ ) { - p = randu(); - y = quantile( p, a, b ); - t.strictEqual( isNumber( y ), true, 'returns expected value' ); + expected = smallP.expected; + p = smallP.p; + a = smallP.a; + b = smallP.b; + for ( i = 0; i < expected.length; i++ ) { + quantile = factory( a[i], b[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/kumaraswamy/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.native.js index 271ff6a8c4cc..1a68d1fa9872 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.native.js @@ -23,12 +23,16 @@ var resolve = require( 'path' ).resolve; var tape = require( 'tape' ); var tryRequire = require( '@stdlib/utils/try-require' ); -var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive; var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var randu = require( '@stdlib/random/base/randu' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var NINF = require( '@stdlib/constants/float64/ninf' ); -var EPS = require( '@stdlib/constants/float64/eps' ); + + +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); // VARIABLES // @@ -119,20 +123,40 @@ tape( 'if provided a nonpositive `b`, the function returns `NaN`', opts, functio t.end(); }); -tape( 'the function evaluates the quantile function of a Kumaraswamy\'s double bounded distribution', opts, function test( t ) { +tape( 'the function evaluates the quantile for random `p`, `a` and `b`', opts, function test( t ) { + var expected; var a; var b; + var i; var p; var y; + + expected = data.expected; + p = data.p; + a = data.a; + b = data.b; + for ( i = 0; i < expected.length; i++ ) { + y = quantile( p[i], a[i], b[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile for small `p`', opts, function test( t ) { + var expected; + var a; + var b; var i; + var p; + var y; - // TODO: Add fixtures - for ( i = 0; i < 100; i++ ) { - p = randu(); - a = ( randu()*5.0 ) + EPS; - b = ( randu()*5.0 ) + EPS; - y = quantile( p, a, b ); - t.strictEqual( isNumber( y ), true, 'returns expected value' ); + expected = smallP.expected; + p = smallP.p; + a = smallP.a; + b = smallP.b; + for ( i = 0; i < expected.length; i++ ) { + y = quantile( p[i], a[i], b[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); }); diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.quantile.js b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.quantile.js index f23bd9fbd2c9..dcf239013d19 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.quantile.js +++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/test/test.quantile.js @@ -21,15 +21,19 @@ // MODULES // var tape = require( 'tape' ); -var isNumber = require( '@stdlib/assert/is-number' ).isPrimitive; var isnan = require( '@stdlib/math/base/assert/is-nan' ); -var randu = require( '@stdlib/random/base/randu' ); +var isAlmostSameValue = require( '@stdlib/assert/is-almost-same-value' ); var PINF = require( '@stdlib/constants/float64/pinf' ); var NINF = require( '@stdlib/constants/float64/ninf' ); -var EPS = require( '@stdlib/constants/float64/eps' ); var quantile = require( './../lib' ); +// FIXTURES // + +var data = require( './fixtures/julia/data.json' ); +var smallP = require( './fixtures/julia/small_p.json' ); + + // TESTS // tape( 'main export is a function', function test( t ) { @@ -110,20 +114,40 @@ tape( 'if provided a nonpositive `b`, the function returns `NaN`', function test t.end(); }); -tape( 'the function evaluates the quantile function of a Kumaraswamy\'s double bounded distribution', function test( t ) { +tape( 'the function evaluates the quantile for random `p`, `a` and `b`', function test( t ) { + var expected; var a; var b; + var i; var p; var y; + + expected = data.expected; + p = data.p; + a = data.a; + b = data.b; + for ( i = 0; i < expected.length; i++ ) { + y = quantile( p[i], a[i], b[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 3 ), true, 'returns expected value' ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile for small `p`', function test( t ) { + var expected; + var a; + var b; var i; + var p; + var y; - // TODO: Add fixtures - for ( i = 0; i < 100; i++ ) { - p = randu(); - a = ( randu()*5.0 ) + EPS; - b = ( randu()*5.0 ) + EPS; - y = quantile( p, a, b ); - t.strictEqual( isNumber( y ), true, 'returns expected value' ); + expected = smallP.expected; + p = smallP.p; + a = smallP.a; + b = smallP.b; + for ( i = 0; i < expected.length; i++ ) { + y = quantile( p[i], a[i], b[i] ); + t.strictEqual( isAlmostSameValue( y, expected[ i ], 1 ), true, 'returns expected value' ); } t.end(); });