Interface Quantile

Callable

• __call(p: number, mu: number, c: number): number

• Evaluates the quantile function for a Lévy distribution with location parameter mu and scale parameter c at a probability p.

  Notes

  • If p < 0 or p > 1, the function returns NaN.
  • If provided c <= 0, the function returns NaN.

  Parameters

  • p: number

    input value

  • mu: number

    location parameter

  • c: number

    scale parameter

  Returns number

  evaluated quantile function

  Example

  var y = quantile( 0.8, 0.0, 1.0 );
  // returns ~15.58

  Example

  var y = quantile( 0.5, 4.0, 2.0 );
  // returns ~8.396

  Example

  var y = quantile( 1.1, 0.0, 1.0 );
  // returns NaN

  Example

  var y = quantile( -0.2, 0.0, 1.0 );
  // returns NaN

  Example

  var y = quantile( NaN, 0.0, 1.0 );
  // returns NaN

  Example

  var y = quantile( 0.0, NaN, 1.0 );
  // returns NaN

  Example

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

  Example

  // Negative scale parameter:
  var y = quantile( 0.5, 0.0, -1.0 );
  // returns NaN