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Quantile Function

Wilcoxon signed rank test statistic quantile function.

Usage

var quantile = require( '@stdlib/stats/base/dists/signrank/quantile' );

quantile( p, n )

Evaluates the quantile function for the Wilcoxon signed rank test statistic with n observations.

var y = quantile( 0.8, 5 );
// returns 11

y = quantile( 0.5, 3 );
// returns 3

If provided a probability p outside the interval [0,1], the function returns NaN.

var y = quantile( 1.9, 5 );
// returns NaN

y = quantile( -0.1, 5 );
// returns NaN

If provided NaN as any argument, the function returns NaN.

var y = quantile( NaN, 5 );
// returns NaN

y = quantile( 0.0, NaN);
// returns NaN

If not provided a positive integer for n, the function returns NaN.

var y = quantile( 0.4, -1.0 );
// returns NaN

y = quantile( 0.4, 3.7 );
// returns NaN

quantile.factory( n )

Returns a function for evaluating the quantile function of the Wilcoxon signed rank test statistic with n observations.

var myQuantile = quantile.factory( 8 );

var y = myQuantile( 0.4 );
// returns 16

y = myQuantile( 1.0 );
// returns 36

Examples

var randint = require( '@stdlib/random/base/discrete-uniform' );
var randu = require( '@stdlib/random/base/randu' );
var quantile = require( '@stdlib/stats/base/dists/signrank/quantile' );

var n;
var p;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    p = randu();
    n = randint( 1, 20 );
    y = quantile( p, n );
    console.log( 'p: %d, n: %d, Q(p;n): %d', p.toFixed( 4 ), n, y.toFixed( 4 ) );
}

C APIs

Usage

#include "stdlib/stats/base/dists/signrank/quantile.h"

stdlib_base_dists_signrank_quantile( p, n )

Evaluates the quantile function of the Wilcoxon signed rank test statistic with n observations.

double out = stdlib_base_dists_signrank_quantile( 0.8, 5 );
// returns 11.0

The function accepts the following arguments:

  • p: [in] double probability value.
  • n: [in] int32_t number of observations.
double stdlib_base_dists_signrank_quantile( const double p, const int32_t n );

Examples

#include "stdlib/stats/base/dists/signrank/quantile.h"
#include "stdlib/math/base/special/ceil.h"
#include <stdlib.h>
#include <stdio.h>
#include <stdint.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 ) {
    int32_t n;
    double p;
    double y;
    int i;

    for ( i = 0; i < 10; i++ ) {
        p = random_uniform( 0.0, 1.0 );
        n = (int32_t)stdlib_base_ceil( random_uniform( 1.0, 20.0 ) );
        y = stdlib_base_dists_signrank_quantile( p, n );
        printf( "p: %lf, n: %d, f(x;n): %lf\n", p, n, y );
    }
}