@stdlib/stats-base-dists-f-quantile
v0.2.3TypeScript
F distribution quantile function.
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Published by The Stdlib Authors
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About stdlib...
Quantile Function
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> [F][f-distribution] distribution [quantile function][quantile-function].
The [quantile function][quantile-function] for a [F][f-distribution] random variable is
for 0 <= p < 1, where d1 is the numerator degrees of freedom, d2 is the denominator degrees of freedom and F the cumulative distribution function (CDF) of the F distribution.
Installation
``bash`
npm install @stdlib/stats-base-dists-f-quantile
Usage
`javascript`
var quantile = require( '@stdlib/stats-base-dists-f-quantile' );
#### quantile( p, d1, d2 )
Evaluates the [quantile function][quantile-function] for a [F][f-distribution] distribution with parameters d1 (numerator degrees of freedom) and d2 (denominator degrees of freedom).
`javascript
var y = quantile( 0.5, 1.0, 1.0 );
// returns 1.0
y = quantile( 0.2, 4.0, 2.0 );
// returns ~0.405
y = quantile( 0.8, 4.0, 2.0 );
// returns ~4.236
`
If provided a probability p outside the interval [0,1], the function returns NaN.
`javascript
var y = quantile( 1.9, 1.0, 1.0 );
// returns NaN
y = quantile( -0.1, 1.0, 1.0 );
// returns NaN
`
If provided NaN as any argument, the function returns NaN.
`javascript
var y = quantile( NaN, 1.0, 1.0 );
// returns NaN
y = quantile( 0.0, NaN, 1.0 );
// returns NaN
y = quantile( 0.0, 1.0, NaN );
// returns NaN
`
If provided d1 <= 0, the function returns NaN.
`javascript
var y = quantile( 0.4, -1.0, 1.0 );
// returns NaN
y = quantile( 0.4, 0.0, 1.0 );
// returns NaN
`
If provided d2 <= 0, the function returns NaN.
`javascript
var y = quantile( 0.4, 1.0, -1.0 );
// returns NaN
y = quantile( 0.4, 1.0, 0.0 );
// returns NaN
`
#### quantile.factory( d1, d2 )
Returns a function for evaluating the quantile function of an [F][f-distribution] distribution with parameters d1 (numerator degrees of freedom) and d2 (denominator degrees of freedom).
`javascript
var myquantile = quantile.factory( 10.0, 2.0 );
var y = myquantile( 0.2 );
// returns ~0.527
y = myquantile( 0.8 );
// returns ~4.382
`
Examples
`javascript
var uniform = require( '@stdlib/random-array-uniform' );
var logEachMap = require( '@stdlib/console-log-each-map' );
var quantile = require( '@stdlib/stats-base-dists-f-quantile' );
var opts = {
'dtype': 'float64'
};
var p = uniform( 10, 0.0, 1.0, opts );
var d1 = uniform( 10, 0.0, 10.0, opts );
var d2 = uniform( 10, 0.0, 10.0, opts );
logEachMap( 'p: %0.4f, d1: %0.4f, d2: %0.4f, Q(p;d1,d2): %0.4f', p, d1, d2, quantile );
`
*
Notice
This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
#### Community
[![Chat][chat-image]][chat-url]
---
License
See [LICENSE][stdlib-license].
Copyright
Copyright © 2016-2026. The Stdlib [Authors][stdlib-authors].
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[test-url]: https://github.com/stdlib-js/stats-base-dists-f-quantile/actions/workflows/test.yml?query=branch:v0.2.3
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[stdlib]: https://github.com/stdlib-js/stdlib
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[umd]: https://github.com/umdjs/umd
[es-module]: https://developer.mozilla.org/en-US/docs/Web/JavaScript/Guide/Modules
[deno-url]: https://github.com/stdlib-js/stats-base-dists-f-quantile/tree/deno
[deno-readme]: https://github.com/stdlib-js/stats-base-dists-f-quantile/blob/deno/README.md
[umd-url]: https://github.com/stdlib-js/stats-base-dists-f-quantile/tree/umd
[umd-readme]: https://github.com/stdlib-js/stats-base-dists-f-quantile/blob/umd/README.md
[esm-url]: https://github.com/stdlib-js/stats-base-dists-f-quantile/tree/esm
[esm-readme]: https://github.com/stdlib-js/stats-base-dists-f-quantile/blob/esm/README.md
[branches-url]: https://github.com/stdlib-js/stats-base-dists-f-quantile/blob/main/branches.md
[stdlib-license]: https://raw.githubusercontent.com/stdlib-js/stats-base-dists-f-quantile/main/LICENSE
[f-distribution]: https://en.wikipedia.org/wiki/F_distribution
[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function