diff --git a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/README.md index c007c064502e..a7a07a0ab581 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/README.md @@ -152,6 +152,105 @@ for ( i = 0; i < 10; i++ ) { + + +
+ + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/normal/quantile.h" +``` + +#### stdlib_base_dists_normal_quantile( p, mu, sigma ) + +Evaluates the [quantile function][quantile-function] for a [normal][normal-distribution] distribution with parameters `mu` (mean) and `sigma` (standard deviation). + +```c +double y = stdlib_base_dists_normal_quantile( 0.8, 0.0, 1.0 ); +// returns ~0.842 +``` + +The function accepts the following arguments: + +- **p**: `[in] double` probability. +- **mu**: `[in] double` mean. +- **sigma**: `[in] double` standard deviation. + +```c +double stdlib_base_dists_normal_quantile( const double p, const double mu, const double sigma ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/normal/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 sigma; + double mu; + double p; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + mu = random_uniform( -5.0, 5.0 ); + sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 ); + y = stdlib_base_dists_normal_quantile( p, mu, sigma ); + printf( "p:%.4f, µ: %.4f, σ: %.4f, Q(p;µ,σ): %.4f\n", p, mu, sigma, y ); + } +} +``` + +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.js b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.js index a1545d665809..2235c1e24879 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.js +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.js @@ -21,7 +21,8 @@ // MODULES // var bench = require( '@stdlib/bench' ); -var randu = require( '@stdlib/random/base/randu' ); +var Float64Array = require( '@stdlib/array/float64' ); +var uniform = require( '@stdlib/random/base/uniform' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); var EPS = require( '@stdlib/constants/float64/eps' ); var pkg = require( './../package.json' ).name; @@ -32,17 +33,25 @@ var quantile = require( './../lib' ); bench( pkg, function benchmark( b ) { var sigma; + var len; var mu; var p; var y; var i; + len = 100; + p = new Float64Array( len ); + mu = new Float64Array( len ); + sigma = new Float64Array( len ); + for ( i = 0; i < len; i++ ) { + p[ i ] = uniform( 0.0, 1.0 ); + mu[ i ] = uniform( -50.0, 50.0 ); + sigma[ i ] = uniform( EPS, 20.0 ); + } + b.tic(); for ( i = 0; i < b.iterations; i++ ) { - p = randu(); - mu = ( randu()*100.0 ) - 50.0; - sigma = ( randu()*20.0 ) + EPS; - y = quantile( p, mu, sigma ); + y = quantile( p[ i%len ], mu[ i%len ], sigma[ i%len ] ); if ( isnan( y ) ) { b.fail( 'should not return NaN' ); } @@ -69,7 +78,7 @@ bench( pkg+':factory', function benchmark( b ) { b.tic(); for ( i = 0; i < b.iterations; i++ ) { - p = randu(); + p = uniform( 0.0, 1.0 ); y = myquantile( p ); if ( isnan( y ) ) { b.fail( 'should not return NaN' ); diff --git a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.native.js new file mode 100644 index 000000000000..ff9114616d7b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/benchmark.native.js @@ -0,0 +1,74 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var resolve = require( 'path' ).resolve; +var bench = require( '@stdlib/bench' ); +var Float64Array = require( '@stdlib/array/float64' ); +var uniform = require( '@stdlib/random/base/uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// MAIN // + +bench( pkg+'::native', opts, function benchmark( b ) { + var sigma; + var len; + var mu; + var p; + var y; + var i; + + len = 100; + p = new Float64Array( len ); + mu = new Float64Array( len ); + sigma = new Float64Array( len ); + for ( i = 0; i < len; i++ ) { + p[ i ] = uniform( 0.0, 1.0 ); + mu[ i ] = uniform( -50.0, 50.0 ); + sigma[ i ] = uniform( EPS, 20.0 ); + } + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = quantile( p[ i%len ], mu[ i % len ], sigma[ i % len ] ); + 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/normal/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/c/Makefile new file mode 100644 index 000000000000..a4bd7b38fd74 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/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/normal/quantile/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/c/benchmark.c new file mode 100644 index 000000000000..06efcf2aaca6 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/benchmark/c/benchmark.c @@ -0,0 +1,143 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/normal/quantile.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include +#include + +#define NAME "normal-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 elapsed; + double p[ 100 ]; + double mu[ 100 ]; + double sigma[ 100 ]; + double y; + double t; + int i; + + for ( i = 0; i < 100; i++ ) { + p[ i ] = random_uniform( 0.0, 1.0 ); + mu[ i ] = random_uniform( -50.0, 50.0 ); + sigma[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_normal_quantile( p[ i%100 ], mu[ i%100 ], sigma[ 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/normal/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/binding.gyp new file mode 100644 index 000000000000..68a1ca11d160 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/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/normal/quantile/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/examples/c/Makefile new file mode 100644 index 000000000000..25ced822f96a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/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/normal/quantile/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/examples/c/example.c new file mode 100644 index 000000000000..65bc5c6a1a2c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/examples/c/example.c @@ -0,0 +1,43 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/normal/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 sigma; + double mu; + double p; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + mu = random_uniform( -5.0, 5.0 ); + sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 ); + y = stdlib_base_dists_normal_quantile( p, mu, sigma ); + printf( "p:%.4f, µ: %.4f, σ: %.4f, Q(p;µ,σ): %.4f\n", p, mu, sigma, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/include.gypi new file mode 100644 index 000000000000..ecfaf82a3279 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/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 0.0/0.0; // NaN + } + if ( sigma == 0.0 ) { + return mu; + } + return mu + ( ( sigma * stdlib_base_sqrt( 2.0 ) ) * stdlib_base_erfinv( ( 2.0 * p ) - 1.0 ) ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/test/test.native.js new file mode 100644 index 000000000000..2930d3e142e0 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/normal/quantile/test/test.native.js @@ -0,0 +1,148 @@ +/** +* @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. +*/ + +'use strict'; + +// MODULES // + +var resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var abs = require( '@stdlib/math/base/special/abs' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var tryRequire = require( '@stdlib/utils/try-require' ); + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// FIXTURES // + +var data = require( './fixtures/r/data.json' ); +var i; +for ( i = 0; i < data.expected.length; i++ ) { + if ( data.expected[ i ] === 'Inf' ) { + data.expected[ i ] = PINF; + } + if ( data.expected[ i ] === '-Inf' ) { + data.expected[ i ] = NINF; + } +} + + +// 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 = quantile( NaN, 0.0, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = quantile( 0.0, NaN, 1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + y = quantile( 0.0, 1.0, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + t.end(); +}); + +tape( 'if provided a number outside `[0,1]` for `p` and a valid `mu` and `sigma`, the function returns `NaN`', opts, function test( t ) { + var y = quantile( 1.1, 0.0, 1.0 ); + t.equal( isnan( y ), true, 'returns true' ); + y = quantile( -0.1, 0.0, 1.0 ); + t.equal( isnan( y ), true, 'returns true' ); + t.end(); +}); + +tape( 'if provided a negative `sigma`, the function always returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 2.0, 0.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 0.0, 0.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 2.0, 0.0, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 2.0, PINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 2.0, NINF, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 2.0, NaN, NINF ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `sigma` 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.equal( y, 2.0, 'returns mu for p inside [0,1]' ); + + y = quantile( 0.9, 2.0, 0.0 ); + t.equal( y, 2.0, 'returns mu for p inside [0,1]' ); + + y = quantile( 1.1, 2.0, 0.0 ); + t.equal( isnan( y ), true, 'returns NaN for p outside [0,1]' ); + + y = quantile( -0.1, 2.0, 0.0 ); + t.equal( isnan( y ), true, 'returns NaN for p outside [0,1]' ); + + t.end(); +}); + +tape( 'the function evaluates the quantile for `x` given parameters `mu` and `sigma`', opts, function test( t ) { + var expected; + var delta; + var sigma; + var tol; + var mu; + var x; + var y; + var i; + + expected = data.expected; + x = data.x; + mu = data.mu; + sigma = data.sigma; + for ( i = 0; i < x.length; i++ ) { + y = quantile( x[i], mu[i], sigma[i] ); + if ( y === expected[i] ) { + t.equal( y, expected[i], 'x: '+x[i]+', mu:'+mu[i]+', sigma: '+sigma[i]+', y: '+y+', expected: '+expected[i] ); + } else { + delta = abs( y - expected[ i ] ); + tol = 2100.0 * EPS * abs( expected[ i ] ); + t.ok( delta <= tol, 'within tolerance. x: '+x[ i ]+'. mu: '+mu[i]+'. sigma: '+sigma[i]+'. y: '+y+'. E: '+expected[ i ]+'. Δ: '+delta+'. tol: '+tol+'.' ); + } + } + t.end(); +});