diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md index 7d5dd0491907..c4d8136662b9 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md @@ -128,6 +128,106 @@ for ( i = 0; i < 10; i++ ) { + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/studentized_range/quantile.h" +``` + +#### stdlib_base_dists_studentized_range_quantile( p, r, v, nranges ) + +Evaluates the quantile function for a studentized range distribution. + +```c +double out = stdlib_base_dists_studentized_range_quantile( 0.5, 3.0, 2.0, 1 ); +// returns ~1.908 +``` + +The function accepts the following arguments: + +- **p**: `[in] double` input probability. +- **r**: `[in] double` sample size for range (must be >= 2). +- **v**: `[in] double` degrees of freedom (must be >= 2). +- **nranges**: `[in] int32_t` number of groups whose maximum range is considered. + +```c +double stdlib_base_dists_studentized_range_quantile( const double p, const double r, const double v, const int32_t nranges ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/studentized_range/quantile.h" +#include +#include + +static double random_double( void ) { + int r = rand(); + return (double)r / ( (double)RAND_MAX + 1.0 ); +} + +int main( void ) { + double p; + double r; + double v; + double y; + int i; + + r = 3.0; + v = 5.0; + + for ( i = 0; i < 25; i++ ) { + p = random_double(); + y = stdlib_base_dists_studentized_range_quantile( p, r, v, 1 ); + printf( "p: %lf, r: %lf, v: %lf, Q(p;r,v): %lf\n", p, r, v, y ); + } +} +``` + +
+ + + +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js new file mode 100644 index 000000000000..e756e4fbb9e5 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js @@ -0,0 +1,65 @@ +/** +* @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 randu = require( '@stdlib/random/base/randu' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +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 r; + var v; + var p; + var y; + var i; + + r = 3.0; + v = 5.0; + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + p = randu(); + y = quantile( p, r, v ); + 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/studentized-range/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/Makefile new file mode 100644 index 000000000000..81a6bc2a1f01 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/Makefile @@ -0,0 +1,44 @@ +#/ +# @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. +#/ + +# TARGETS # + +# Run benchmark. +# +# This target runs a benchmark. + +benchmark: benchmark.out + -$< | $( BENCHMARK_FILTER ) + +.PHONY: benchmark + +# Generate a benchmark executable. +# +# This target generates a benchmark executable. + +benchmark.out: benchmark.c + $(QUIET) $(CC) $(CFLAGS) -o $@ $(INCLUDE) -I $(ROOT_DIR)/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include $< $(LIBPATH) $(LIBRARIES) + +# Clean. +# +# This target removes generated files. + +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c new file mode 100644 index 000000000000..6524daa5e7ce --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c @@ -0,0 +1,129 @@ +/** +* @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/studentized_range/quantile.h" +#include +#include +#include +#include + +#define NAME "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 ); + 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 pseudorandom double on the interval [0,1]. +* +* @return pseudorandom double +*/ +static double rand_double( void ) { + int r = rand(); + return (double)r / ( (double)RAND_MAX + 1.0 ); +} + +/** +* Runs a benchmark. +* +* @return elapsed time in seconds +*/ +static double benchmark( void ) { + double elapsed; + double p; + double y; + double t; + int i; + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + p = rand_double(); + y = stdlib_base_dists_studentized_range_quantile( p, 3.0, 5.0, 1 ); + 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; + + 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/studentized-range/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/binding.gyp new file mode 100644 index 000000000000..b2bac172133a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/binding.gyp @@ -0,0 +1,21 @@ +{ + "targets": [ + { + "target_name": "addon", + "sources": [ + "src/addon.cpp", + "src/quantile.c" + ], + "include_dirs": [ + "include", + " +#include + +static double random_double( void ) { + int r = rand(); + return (double)r / ( (double)RAND_MAX + 1.0 ); +} + +int main( void ) { + double p; + double r; + double v; + double y; + int i; + + r = 3.0; + v = 5.0; + + for ( i = 0; i < 25; i++ ) { + p = random_double(); + y = stdlib_base_dists_studentized_range_quantile( p, r, v, 1 ); + printf( "p: %lf, r: %lf, v: %lf, Q(p;r,v): %lf\n", p, r, v, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi new file mode 100644 index 000000000000..90a35bf32131 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi @@ -0,0 +1,5 @@ +{ + "includes": [ + "binding.gyp" + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include/stdlib/stats/base/dists/studentized_range/quantile.h b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include/stdlib/stats/base/dists/studentized_range/quantile.h new file mode 100644 index 000000000000..ab3465764ef5 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include/stdlib/stats/base/dists/studentized_range/quantile.h @@ -0,0 +1,40 @@ +/** +* @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. +*/ + +#ifndef STDLIB_STATS_BASE_DISTS_STUDENTIZED_RANGE_QUANTILE_H +#define STDLIB_STATS_BASE_DISTS_STUDENTIZED_RANGE_QUANTILE_H + +#include + +/* +* If C++, prevent name mangling so that the compiler emits a binary file having undecorated names, thus mirroring the behavior of a C compiler. +*/ +#ifdef __cplusplus +extern "C" { +#endif + +/** +* Evaluates the quantile function for a studentized range distribution. +*/ +double stdlib_base_dists_studentized_range_quantile( const double p, const double r, const double v, const int32_t nranges ); + +#ifdef __cplusplus +} +#endif + +#endif // !STDLIB_STATS_BASE_DISTS_STUDENTIZED_RANGE_QUANTILE_H diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/lib/native.js b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/lib/native.js new file mode 100644 index 000000000000..2c03ffd7daef --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/lib/native.js @@ -0,0 +1,60 @@ +/** +* @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 addon = require( './../src/addon.node' ); + + +// MAIN // + +/** +* Evaluates the quantile function for a studentized range distribution. +* +* @private +* @param {Probability} p - input probability +* @param {PositiveNumber} r - sample size for range (must be >= 2) +* @param {PositiveNumber} v - degrees of freedom (must be >= 2) +* @param {PositiveInteger} [nranges=1] - number of groups whose maximum range is considered +* @returns {number} evaluated quantile function +* +* @example +* var y = quantile( 0.5, 3.0, 2.0 ); +* // returns ~1.908 +* +* @example +* var y = quantile( 0.9, 17.0, 2.0 ); +* // returns ~11.237 +* +* @example +* var y = quantile( 0.5, 3.0, 2.0, 2 ); +* // returns ~2.549 +*/ +function quantile( p, r, v, nranges ) { + if ( nranges === void 0 ) { + return addon( p, r, v, 1 ); + } + return addon( p, r, v, nranges ); +} + + +// EXPORTS // + +module.exports = quantile; diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/manifest.json b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/manifest.json new file mode 100644 index 000000000000..ca78a4e483c6 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/manifest.json @@ -0,0 +1,45 @@ +{ + "options": {}, + "fields": [ + { + "field": "src", + "resolve": true, + "relative": true + }, + { + "field": "include", + "resolve": true, + "relative": true + }, + { + "field": "libraries", + "resolve": false, + "relative": false + }, + { + "field": "libpath", + "resolve": true, + "relative": false + } + ], + "confs": [ + { + "src": [ + "./src/quantile.c" + ], + "include": [ + "./include" + ], + "libraries": [], + "libpath": [], + "dependencies": [ + "@stdlib/stats/base/dists/studentized-range/cdf", + "@stdlib/math/base/assert/is-nan", + "@stdlib/math/base/special/abs", + "@stdlib/math/base/special/ln", + "@stdlib/math/base/special/sqrt", + "@stdlib/constants/float64/pinf" + ] + } + ] +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/addon.cpp b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/addon.cpp new file mode 100644 index 000000000000..3a8b72c5d3b1 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/addon.cpp @@ -0,0 +1,116 @@ +/** +* @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/studentized_range/quantile.h" +#include +#include +#include + +/** +* Add-on namespace. +*/ +namespace stdlib_stats_base_dists_studentized_range_quantile { + + /** + * Evaluates the quantile function for a studentized range distribution. + * + * @param env environment under which the function is invoked + * @param info callback data + * @return function result + */ + napi_value node_quantile( napi_env env, napi_callback_info info ) { + napi_status status; + + size_t argc = 4; + napi_value argv[ 4 ]; + status = napi_get_cb_info( env, info, &argc, argv, nullptr, nullptr ); + assert( status == napi_ok ); + + if ( argc < 3 ) { + napi_throw_error( env, nullptr, "invalid invocation. Must provide at least 3 arguments." ); + return nullptr; + } + + napi_valuetype vtype0; + status = napi_typeof( env, argv[ 0 ], &vtype0 ); + assert( status == napi_ok ); + if ( vtype0 != napi_number ) { + napi_throw_type_error( env, nullptr, "invalid argument. First argument must be a number." ); + return nullptr; + } + + napi_valuetype vtype1; + status = napi_typeof( env, argv[ 1 ], &vtype1 ); + assert( status == napi_ok ); + if ( vtype1 != napi_number ) { + napi_throw_type_error( env, nullptr, "invalid argument. Second argument must be a number." ); + return nullptr; + } + + napi_valuetype vtype2; + status = napi_typeof( env, argv[ 2 ], &vtype2 ); + assert( status == napi_ok ); + if ( vtype2 != napi_number ) { + napi_throw_type_error( env, nullptr, "invalid argument. Third argument must be a number." ); + return nullptr; + } + + double p; + status = napi_get_value_double( env, argv[ 0 ], &p ); + assert( status == napi_ok ); + + double r; + status = napi_get_value_double( env, argv[ 1 ], &r ); + assert( status == napi_ok ); + + double v; + status = napi_get_value_double( env, argv[ 2 ], &v ); + assert( status == napi_ok ); + + int32_t nranges = 1; + if ( argc == 4 ) { + napi_valuetype vtype3; + status = napi_typeof( env, argv[ 3 ], &vtype3 ); + assert( status == napi_ok ); + if ( vtype3 != napi_number ) { + napi_throw_type_error( env, nullptr, "invalid argument. Fourth argument must be a number." ); + return nullptr; + } + status = napi_get_value_int32( env, argv[ 3 ], &nranges ); + assert( status == napi_ok ); + } + + napi_value v_out; + double out = stdlib_base_dists_studentized_range_quantile( p, r, v, nranges ); + status = napi_create_double( env, out, &v_out ); + assert( status == napi_ok ); + + return v_out; + } + + napi_value Init( napi_env env, napi_value exports ) { + napi_status status; + napi_value fcn; + status = napi_create_function( env, "exports", NAPI_AUTO_LENGTH, node_quantile, NULL, &fcn ); + assert( status == napi_ok ); + return fcn; + } + + NODE_API_MODULE( NODE_GYP_MODULE_NAME, Init ) + +} // end namespace stdlib_stats_base_dists_studentized_range_quantile diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/quantile.c b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/quantile.c new file mode 100644 index 000000000000..65ab310066d8 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/quantile.c @@ -0,0 +1,273 @@ +/** +* @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/studentized_range/quantile.h" +#include "stdlib/stats/base/dists/studentized_range/cdf.h" +#include "stdlib/math/base/assert/is_nan.h" +#include "stdlib/math/base/special/abs.h" +#include "stdlib/math/base/special/ln.h" +#include "stdlib/math/base/special/sqrt.h" +#include "stdlib/constants/float64/pinf.h" +#include + +// Constants for PCUT and JMAX +static const double PCUT = 1.0e-8; +static const int32_t JMAX = 28; + +// Constants for qtrngo +static const double VMAX = 120.0; +static const double c1 = 0.8843; +static const double c2 = 0.2368; +static const double c3 = 1.214; +static const double c4 = 1.208; +static const double c5 = 1.4142; + +// Coefficients for apnorminv - P close to 0.5 +static const double a0 = 3.3871328727963666080; +static const double a1 = 1.3314166789178437745e2; +static const double a2 = 1.9715909503065514427e3; +static const double a3 = 1.3731693765509461125e4; +static const double a4 = 4.5921953931549871457e4; +static const double a5 = 6.7265770927008700853e4; +static const double a6 = 3.3430575583588128105e4; +static const double a7 = 2.5090809287301226727e3; +static const double b1 = 4.2313330701600911252e1; +static const double b2 = 6.8718700749205790830e2; +static const double b3 = 5.3941960214247511077e3; +static const double b4 = 2.1213794301586595867e4; +static const double b5 = 3.9307895800092710610e4; +static const double b6 = 2.8729085735721942674e4; +static const double b7 = 5.2264952788528545610e3; + +// Coefficients for apnorminv - P not close to 0, 0.5 or 1 +static const double c0_apn = 1.42343711074968357734; +static const double c1_apn = 4.63033784615654529590; +static const double c2_apn = 5.76949722146069140550; +static const double c3_apn = 3.64784832476320460504; +static const double c4_apn = 1.27045825245236838258; +static const double c5_apn = 2.41780725177450611770e-1; +static const double c6_apn = 2.27238449892691845833e-2; +static const double c7_apn = 7.74545014278341407640e-4; +static const double d1 = 2.05319162663775882187; +static const double d2 = 1.67638483018380384940; +static const double d3 = 6.89767334985100004550e-1; +static const double d4 = 1.48103976427480074590e-1; +static const double d5 = 1.51986665636164571966e-2; +static const double d6 = 5.47593808499534494600e-4; +static const double d7 = 1.05075007164441684324e-9; + +// Coefficients for apnorminv - P near 0 or 1 +static const double e0 = 6.65790464350110377720; +static const double e1 = 5.46378491116411436990; +static const double e2 = 1.78482653991729133580; +static const double e3 = 2.96560571828504891230e-1; +static const double e4 = 2.65321895265761230930e-2; +static const double e5 = 1.24266094738807843860e-3; +static const double e6 = 2.71155556874348757815e-5; +static const double e7 = 2.01033439929228813265e-7; +static const double f1 = 5.99832206555887937690e-1; +static const double f2 = 1.36929880922735805310e-1; +static const double f3 = 1.48753612908506148525e-2; +static const double f4 = 7.86869131145613259100e-4; +static const double f5 = 1.84631831751005468180e-5; +static const double f6 = 1.42151175831644588870e-7; +static const double f7 = 2.04426310338993978564e-15; + +/** +* Returns the normal deviate Z corresponding to a given lower tail area of p. +* +* @private +* @param p lower tail area +* @return normal deviate +*/ +static double apnorminv( const double p ) { + double ppnd; + double q; + double r; + + q = p - 0.5; + if ( stdlib_base_abs( q ) <= 0.425 ) { + r = 0.180625 - ( q * q ); + ppnd = q * (((((((a7 * r + a6) * r + a5) * r + a4) * r + a3) * r + a2) * r + a1) * r + a0) / + (((((((b7 * r + b6) * r + b5) * r + b4) * r + b3) * r + b2) * r + b1) * r + 1.0); + } else { + if ( q < 0.0 ) { + r = p; + } else { + r = 1.0 - p; + } + if ( r <= 0.0 ) { + ppnd = 0.0; + } else { + r = stdlib_base_sqrt( -stdlib_base_ln( r ) ); + if ( r <= 5.0 ) { + r -= 1.6; + ppnd = (((((((c7_apn * r + c6_apn) * r + c5_apn) * r + c4_apn) * r + c3_apn) * r + c2_apn) * r + c1_apn) * r + c0_apn) / + (((((((d7 * r + d6) * r + d5) * r + d4) * r + d3) * r + d2) * r + d1) * r + 1.0); + } else { + r -= 5.0; + ppnd = (((((((e7 * r + e6) * r + e5) * r + e4) * r + e3) * r + e2) * r + e1) * r + e0) / + (((((((f7 * r + f6) * r + f5) * r + f4) * r + f3) * r + f2) * r + f1) * r + 1.0); + } + if ( q < 0.0 ) { + ppnd = -ppnd; + } + } + } + return ppnd; +} + +/** +* Calculates an initial percentile from the studentized range distribution. +* +* @private +* @param p quantile +* @param v degrees of freedom +* @param r number of samples +* @return initial percentile +*/ +static double qtrngo( const double p, const double v, const double r ) { + double t; + double q; + + t = apnorminv( 0.5 + ( 0.5 * p ) ); + if ( v < VMAX ) { + t += ( ( t * t * t ) + t ) / v / 4.0; + } + q = c1 - ( c2 * t ); + if ( v < VMAX ) { + q -= ( c3 / v ) + ( c4 * t / v ); + } + return t * ( ( q * stdlib_base_ln( r - 1.0 ) ) + c5 ); +} + +/** +* Evaluates the quantile function for a studentized range distribution. +* +* ## References +* +* - Ferreira, D. F., Demetrico, C. G. B., Manly, B. F. J., and Machado, A. de A. 2007. "Quantis da distribuição do máximo da amplitude estudentizada." _Rev. Mat. Est._, São Paulo, 25 (1): 117-135. +* +* @param p input probability +* @param r sample size for range (must be >= 2) +* @param v degrees of freedom (must be >= 2) +* @param nranges number of groups whose maximum range is considered +* @return evaluated quantile function +* +* @example +* double y = stdlib_base_dists_studentized_range_quantile( 0.5, 3.0, 2.0, 1 ); +* // returns ~1.908 +*/ +double stdlib_base_dists_studentized_range_quantile( const double p, const double r, const double v, const int32_t nranges ) { + double aux; + double e1; + double e2; + double q1; + double q2; + double p1; + double p2; + int32_t j; + + // Validate inputs + if ( + stdlib_base_is_nan( r ) || + stdlib_base_is_nan( v ) || + r < 2.0 || + v < 2.0 + ) { + return 0.0 / 0.0; // NaN + } + if ( stdlib_base_is_nan( p ) || p < 0.0 || p > 1.0 ) { + return 0.0 / 0.0; // NaN + } + if ( p == 0.0 ) { + return 0.0; + } + if ( p == 1.0 ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + if ( nranges < 1 ) { + return 0.0 / 0.0; // NaN + } + + // Initial guess + q1 = qtrngo( p, v, r ); + + // Find lower bound + while ( 1 ) { + p1 = stdlib_base_dists_studentized_range_cdf( q1, r, v, nranges ); + if ( p1 > p ) { + q1 -= 0.4; + } + if ( q1 < 0.0 ) { + q1 = 0.1; + } + if ( p1 < p ) { + break; + } + } + + aux = q1; + if ( stdlib_base_abs( p1 - p ) < PCUT ) { + return 0.0 / 0.0; // NaN + } + + // Find upper bound + q2 = q1 + 0.5; + while ( 1 ) { + p2 = stdlib_base_dists_studentized_range_cdf( q2, r, v, nranges ); + if ( p2 < p ) { + q2 += 0.4; + } + if ( q2 < 0.0 ) { + q2 = 1.0; + } + if ( p2 > p ) { + break; + } + } + + if ( q2 < q1 ) { + q2 = q1 + 0.01; + } + + // Iterative refinement using regula falsi method + j = 2; + while ( j <= JMAX ) { + p2 = stdlib_base_dists_studentized_range_cdf( q2, r, v, nranges ); + e1 = p1 - p; + e2 = p2 - p; + if ( e2 - e1 != 0.0 ) { + aux = ( ( e2 * q1 ) - ( e1 * q2 ) ) / ( e2 - e1 ); + } + if ( stdlib_base_abs( e1 ) < stdlib_base_abs( e2 ) ) { + if ( stdlib_base_abs( p1 - p ) < PCUT * 5.0 ) { + j = JMAX + 2; + } + q1 = aux; + p1 = stdlib_base_dists_studentized_range_cdf( q1, r, v, nranges ); + } else { + q1 = q2; + p1 = p2; + q2 = aux; + } + j += 1; + } + + return aux; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js new file mode 100644 index 000000000000..7e4661e0357a --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js @@ -0,0 +1,158 @@ +/** +* @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 tryRequire = require( '@stdlib/utils/try-require' ); + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// 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; + + y = quantile( NaN, 3.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 0.5, NaN, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 0.5, 3.0, NaN ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided a number outside `[0,1]` for `p` and valid `r` and `v`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( -0.1, 3.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 1.1, 3.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `r < 2`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 1.5, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 0.5, -1.0, 2.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `v < 2`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 3.0, 1.5 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + y = quantile( 0.5, 3.0, -1.0 ); + t.equal( isnan( y ), true, 'returns NaN' ); + + t.end(); +}); + +tape( 'if provided `p = 0`, the function returns `0`', opts, function test( t ) { + var y = quantile( 0.0, 3.0, 2.0 ); + t.equal( y, 0.0, 'returns 0' ); + t.end(); +}); + +tape( 'if provided `p = 1`, the function returns `+infinity`', opts, function test( t ) { + var y = quantile( 1.0, 3.0, 2.0 ); + t.equal( y, PINF, 'returns +infinity' ); + t.end(); +}); + +tape( 'the function evaluates the quantile function', opts, function test( t ) { + var delta; + var tol; + var y; + + // Test case: p = 0.5, r = 3, v = 2 + y = quantile( 0.5, 3.0, 2.0 ); + t.equal( typeof y, 'number', 'returns a number' ); + t.equal( y > 0, true, 'returns positive value' ); + + // Test case: p = 0.9, r = 17, v = 2 + y = quantile( 0.9, 17.0, 2.0 ); + t.equal( typeof y, 'number', 'returns a number' ); + t.equal( y > 0, true, 'returns positive value' ); + + // Test with nranges parameter + y = quantile( 0.5, 3.0, 2.0, 2 ); + t.equal( typeof y, 'number', 'returns a number' ); + t.equal( y > 0, true, 'returns positive value' ); + + // Test monotonicity: quantile should increase with p + var y1 = quantile( 0.3, 5.0, 10.0 ); + var y2 = quantile( 0.7, 5.0, 10.0 ); + t.equal( y2 > y1, true, 'quantile increases with p' ); + + t.end(); +}); + +tape( 'the function returns values consistent with the JavaScript implementation', opts, function test( t ) { + var jsQuantile = require( './../lib/main.js' ); + var delta; + var tol; + var y1; + var y2; + + // Test several values + y1 = quantile( 0.5, 3.0, 5.0 ); + y2 = jsQuantile( 0.5, 3.0, 5.0 ); + tol = 1e-6; + delta = abs( y1 - y2 ); + t.equal( delta < tol, true, 'native and JS implementations are close for p=0.5, r=3, v=5' ); + + y1 = quantile( 0.8, 4.0, 10.0 ); + y2 = jsQuantile( 0.8, 4.0, 10.0 ); + delta = abs( y1 - y2 ); + t.equal( delta < tol, true, 'native and JS implementations are close for p=0.8, r=4, v=10' ); + + t.end(); +});