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108 changes: 101 additions & 7 deletions lib/node_modules/@stdlib/stats/base/dists/gumbel/quantile/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -126,7 +126,8 @@ y = myquantile( 0.8 );
<!-- eslint no-undef: "error" -->

```javascript
var randu = require( '@stdlib/random/base/randu' );
var uniform = require( '@stdlib/random/base/uniform' );
var EPS = require( '@stdlib/constants/float64/eps' );
var quantile = require( '@stdlib/stats/base/dists/gumbel/quantile' );

var beta;
Expand All @@ -136,9 +137,9 @@ var y;
var i;

for ( i = 0; i < 100; i++ ) {
p = randu();
mu = randu() * 10.0;
beta = randu() * 10.0;
p = uniform( 0.0, 1.0 );
mu = uniform( -5.0, 5.0 );
beta = uniform( EPS, 10.0 );
y = quantile( p, mu, beta );
console.log( 'p: %d, µ: %d, β: %d, Q(p;µ,β): %d', p.toFixed( 4 ), mu.toFixed( 4 ), beta.toFixed( 4 ), y.toFixed( 4 ) );
}
Expand All @@ -148,13 +149,106 @@ for ( i = 0; i < 100; i++ ) {

<!-- /.examples -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->
<!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="related">
<section class="references">

<!-- C interface documentation. -->

* * *

<section class="c">

## C APIs

<!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->

<section class="intro">

</section>

<!-- /.intro -->

<!-- C usage documentation. -->

<section class="usage">

### Usage

```c
#include "stdlib/stats/base/dists/gumbel/quantile.h"
```

#### stdlib_base_dists_gumbel_quantile( p, mu, beta )

<!-- Evaluates the [probability density function][pdf] (PDF) of a [lognormal][lognormal-distribution] distribution with parameters input value `x`, location parameter `mu` and scale parameter `beta`. -->

Evaluates the [quantile-function][quantile-function] of a [gumbel-distribution][gumbel-distribution] with parameter probability `p`, location parameter `mu` and scale parameter `beta`.

```c
double y = stdlib_base_dists_gumbel_quantile( 0.8, 0.0, 1.0 );
// returns ~1.5
```

The function accepts the following arguments:

- **p**: `[in] double` probability
- **mu**: `[in] double` location parameter.
- **beta**: `[in] double` scale parameter.

```c
double stdlib_base_dists_gumbel_quantile( const double p, const double mu, const double beta );
```

</section>

<!-- /.usage -->

<!-- C API usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

<section class="notes">

</section>

<!-- /.notes -->

<!-- C API usage examples. -->

<section class="examples">

### Examples

```c
#include "stdlib/stats/base/dists/gumbel/quantile.h"
#include "stdlib/constants/float64/eps.h"
#include <stdlib.h>
#include <stdio.h>

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 mu;
double beta;
double y;
int i;

for ( i = 0; i < 25; i++ ) {
p = random_uniform( 0.0, 1.0 );
mu = random_uniform( -5.0, 5.0 );
beta = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
y = stdlib_base_dists_gumbel_quantile( p, mu, beta );
printf( "p: %lf, mu: %lf, beta: %lf, Q(p;mu,beta): %lf\n", p, mu, beta, y );
}
}
```

</section>

<!-- /.related -->
<!-- /.references -->

<!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -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;
Expand All @@ -32,17 +33,25 @@ var quantile = require( './../lib' );

bench( pkg, function benchmark( b ) {
var beta;
var len;
var mu;
var p;
var y;
var i;

len = 100;
p = new Float64Array( len );
mu = new Float64Array( len );
beta = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
p[ i ] = uniform( 0.0, 1.0 );
mu[ i ] = uniform( -50.0, 50.0 );
beta[ i ] = uniform( EPS, 20.0 );
}

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
p = randu();
mu = ( randu()*100.0 ) - 50.0;
beta = ( randu()*20.0 ) + EPS;
y = quantile( p, mu, beta );
y = quantile( p[ i % len ], mu[ i % len ], beta[ i % len ] );
if ( isnan( y ) ) {
b.fail( 'should not return NaN' );
}
Expand All @@ -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' );
Expand Down
Original file line number Diff line number Diff line change
@@ -0,0 +1,74 @@
/**
* @license Apache-2.0
*
* Copyright (c) 2024 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 tryRequire = require( '@stdlib/utils/try-require' );
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;


// VARIABLES //

var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) );
var opts = {
'skip': ( quantile instanceof Error )
};


// MAIN //

bench( pkg+'::native', opts, function benchmark( b ) {
var beta;
var len;
var mu;
var p;
var y;
var i;

len = 100;
p = new Float64Array( len );
mu = new Float64Array( len );
beta = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
p[ i ] = uniform( 0.0, 1.0 );
mu[ i ] = uniform( -50.0, 50.0 );
beta[ i ] = uniform( EPS, 20.0 );
}

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
y = quantile( p[ i % len ], mu[ i % len ], beta[ 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();
});
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