diff --git a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/README.md
index 70cc0a76d47f..9a3c96526e98 100644
--- a/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/README.md
+++ b/lib/node_modules/@stdlib/stats/base/dists/kumaraswamy/quantile/README.md
@@ -139,7 +139,7 @@ y = myQuantile( 0.3 );
```javascript
-var randu = require( '@stdlib/random/base/randu' );
+var uniform = require( '@stdlib/random/array/uniform' );
var EPS = require( '@stdlib/constants/float64/eps' );
var quantile = require( '@stdlib/stats/base/dists/kumaraswamy/quantile' );
@@ -149,12 +149,13 @@ var p;
var y;
var i;
-for ( i = 0; i < 10; i++ ) {
- p = randu();
- a = ( randu()*5.0 ) + EPS;
- b = ( randu()*5.0 ) + EPS;
- y = quantile( p, a, b );
- console.log( 'p: %d, a: %d, b: %d, Q(p;a,b): %d', p.toFixed( 4 ), a.toFixed( 4 ), b.toFixed( 4 ), y.toFixed( 4 ) );
+p = uniform( 10, 0.0, 1.0 );
+a = uniform( 10, EPS, 5.0 );
+b = uniform( 10, EPS, 5.0 );
+
+for ( i = 0; i < p.length; i++ ) {
+ y = quantile( p[ i ], a[ i ], b[ i ] );
+ console.log( 'p: %d, a: %d, b: %d, Q(p;a,b): %d', p[ i ].toFixed( 4 ), a[ i ].toFixed( 4 ), b[ i ].toFixed( 4 ), y.toFixed( 4 ) );
}
```
@@ -162,6 +163,106 @@ for ( i = 0; i < 10; i++ ) {
+
+
+* * *
+
+
+
+## C APIs
+
+
+
+
+
+
+
+
+
+
+
+### Usage
+
+```c
+#include "stdlib/stats/base/dists/kumaraswamy/quantile.h"
+```
+
+#### stdlib_base_dists_kumaraswamy_quantile( p, a, b )
+
+Evaluates the quantile function of a Kumaraswamy's double bounded distribution.
+
+```c
+double out = stdlib_base_dists_kumaraswamy_quantile( 0.5, 1.0, 1.0 );
+// returns 0.5
+```
+
+The function accepts the following arguments:
+
+- **p**: `[in] double` probability.
+- **a**: `[in] double` first shape parameter.
+- **b**: `[in] double` second shape parameter.
+
+```c
+double stdlib_base_dists_kumaraswamy_quantile( const double p, const
+double a, const double b );
+```
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+### Examples
+
+```c
+#include "stdlib/stats/base/dists/kumaraswamy/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 p;
+ double a;
+ double b;
+ double y;
+ int i;
+
+ for ( i = 0; i < 25; i++ ) {
+ p = random_uniform( 0.0, 1.0 );
+ a = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
+ b = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 5.0 );
+ y = stdlib_base_dists_kumaraswamy_quantile( p, a, b );
+ printf( "p: %lf, a: %lf, b: %lf, Q(p;a,b): %lf\n", p, a, b, y );
+ }
+}
+```
+
+
+
+
+
+
+
+
+