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<!--

@license Apache-2.0

Copyright (c) 2026 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.

-->

# Quantile Function

> [Half-normal][halfnormal-distribution] distribution [quantile function][quantile-function].

<section class="intro">

The [quantile function][quantile-function] for a [Half-normal][halfnormal-distribution] random variable is

<!-- <equation class="equation" label="eq:halfnormal_quantile_function" align="center" raw="Q(p;\sigma) = \sigma\sqrt{2}\,\operatorname{erf}^{-1}(p)" alt="Quantile function for a Half-normal distribution."> -->

```math
Q(p;\sigma) = \sigma\sqrt{2}\,\mathop{\mathrm{erf}}^{-1}(p)
```

<!-- <div class="equation" align="center" data-raw-text="Q(p;\sigma) = \sigma\sqrt{2}\,\operatorname{erf}^{-1}(p)" data-equation="eq:halfnormal_quantile_function">
<img src="https://cdn.jsdelivr.net/gh/stdlib-js/stdlib@bb29798d6de5a1de3c633e038f832c3c04207865/lib/node_modules/@stdlib/stats/base/dists/halfnormal/quantile/docs/img/equation_halfnormal_quantile_function.svg" alt="Quantile function for a Half-normal distribution.">
<br>
</div> -->

<!-- </equation> -->

for `0 <= p < 1`, where `σ > 0` is the scale parameter.

</section>

<!-- /.intro -->

<section class="usage">

## Usage

```javascript
var quantile = require( '@stdlib/stats/base/dists/halfnormal/quantile' );
```

#### quantile( p, sigma )

Evaluates the [quantile function][quantile-function] for a [Half-normal][halfnormal-distribution] distribution with scale parameter `sigma`.

```javascript
var y = quantile( 0.5, 1.0 );
// returns ~0.674

y = quantile( 0.8, 2.0 );
// returns ~2.563
```

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

```javascript
var y = quantile( 1.9, 1.0 );
// returns NaN

y = quantile( -0.1, 1.0 );
// returns NaN
```

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

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

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

If provided `sigma < 0`, the function returns `NaN`.

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

If provided `sigma = 0`, the function evaluates the [quantile function][quantile-function] of a [degenerate distribution][degenerate-distribution] centered at `0`.

```javascript
var y = quantile( 0.3, 0.0 );
// returns 0.0

y = quantile( 0.9, 0.0 );
// returns 0.0
```

#### quantile.factory( sigma )

Returns a function for evaluating the [quantile function][quantile-function] of a [Half-normal][halfnormal-distribution] distribution with parameter `sigma`.

```javascript
var myquantile = quantile.factory( 4.0 );

var y = myquantile( 0.2 );
// returns ~1.013

y = myquantile( 0.8 );
// returns ~5.126
```

</section>

<!-- /.usage -->

<section class="examples">

## Examples

<!-- eslint no-undef: "error" -->

```javascript
var uniform = require( '@stdlib/random/array/uniform' );
var logEachMap = require( '@stdlib/console/log-each-map' );
var quantile = require( '@stdlib/stats/base/dists/halfnormal/quantile' );

var opts = {
'dtype': 'float64'
};
var sigma = uniform( 10, 0.0, 20.0, opts );
var p = uniform( 10, 0.0, 1.0, opts );

logEachMap( 'p: %lf, σ: %lf, Q(p;σ): %lf', p, sigma, quantile );
```

</section>

<!-- /.examples -->

<!-- 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/halfnormal/quantile.h"
```

#### stdlib_base_dists_halfnormal_quantile( p, sigma )

Evaluates the [quantile function][quantile-function] for a [Half-normal][halfnormal-distribution] distribution with parameter `sigma` (scale).

```c
double y = stdlib_base_dists_halfnormal_quantile( 0.8, 1.0 );
// returns ~1.282
```

The function accepts the following arguments:

- **p**: `[in] double` probability.
- **sigma**: `[in] double` scale parameter.

```c
double stdlib_base_dists_halfnormal_quantile( const double p, const double sigma );
```

</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/halfnormal/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 sigma;
double p;
double y;
int i;

for ( i = 0; i < 10; i++ ) {
p = random_uniform( 0.0, 1.0 );
sigma = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 20.0 );
y = stdlib_base_dists_halfnormal_quantile( p, sigma );
printf( "p:%lf, σ: %lf, Q(p;σ): %lf\n", p, sigma, y );
}
}
```

</section>

<!-- /.examples -->

</section>

<!-- /.c -->

<!-- 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="references">

</section>

<!-- /.references -->

<!-- Section for related `stdlib` packages. Do not manually edit this section, as it is automatically populated. -->

<section class="related">

</section>

<!-- /.related -->

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

<section class="links">

[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function

[halfnormal-distribution]: https://en.wikipedia.org/wiki/Half-normal_distribution

[degenerate-distribution]: https://en.wikipedia.org/wiki/Degenerate_distribution

</section>

<!-- /.links -->
Original file line number Diff line number Diff line change
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/**
* @license Apache-2.0
*
* Copyright (c) 2026 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 bench = require( '@stdlib/bench' );
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;
var quantile = require( './../lib' );


// MAIN //

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

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

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

bench( pkg+':factory', function benchmark( b ) {
var myquantile;
var sigma;
var len;
var p;
var y;
var i;

sigma = 4.0;
myquantile = quantile.factory( sigma );
len = 100;
p = new Float64Array( len );
for ( i = 0; i < len; i++ ) {
p[ i ] = uniform( 0.0, 1.0 );
}

b.tic();
for ( i = 0; i < b.iterations; i++ ) {
y = myquantile( p[ 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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