Quantile
The Quantile object contains methods for computing 'Finv', the "inverse" Cumulative Distribution Functions (iCDF's) for popular sampling distributions: StandardNormal, StudentT, ChiSquare and Fisher. For a given CDF F and probability/quantile p, compute x such that F(x) = p. The iCDF may be thought of as giving value of x for which the area under the curve from -infinity to x of the probability density function (pdf) is equal to p.
Attributes
- Graph
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- Supertypes
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class Objecttrait Matchableclass Any
- Self type
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Quantile.type
Members list
Value members
Concrete methods
Check whether the probability p is out of range (giving -0.0) or extreme, either close to 0 (giving -infinity) or 1 (giving +infinity). Return (true, special-value) for these cases.
Check whether the probability p is out of range (giving -0.0) or extreme, either close to 0 (giving -infinity) or 1 (giving +infinity). Return (true, special-value) for these cases.
Value parameters
- p
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the p-th quantile, e.g., .95 (95%)
- x_min
-
the smallest value in the distribution's domain
Attributes
Compute the p-th quantile for "ChiSquare distribution" function using bisection search of the CDF. FIX: need a faster algorithm
Compute the p-th quantile for "ChiSquare distribution" function using bisection search of the CDF. FIX: need a faster algorithm
Value parameters
- p
-
the p-th quantile, e.g., .95 (95%)
- pr
-
parameter for the degrees of freedom
Attributes
Compute the p-th quantile for "ChiSquare distribution" function.
Compute the p-th quantile for "ChiSquare distribution" function.
Value parameters
- df
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the degrees of freedom
- p
-
the p-th quantile, e.g., .95 (95%)
Attributes
Compute the p-th quantile for the Empirical distribution function.
Compute the p-th quantile for the Empirical distribution function.
Value parameters
- eCDF
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the empirical CDF
- p
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the p-th quantile, e.g., .95 (95%)
Attributes
Compute the p-th quantile for the Empirical distribution function.
Compute the p-th quantile for the Empirical distribution function.
Value parameters
- data
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parameters as data
- p
-
the p-th quantile, e.g., .95 (95%)
Attributes
Compute the p-th quantile for the Exponential distribution function.
Compute the p-th quantile for the Exponential distribution function.
Value parameters
- p
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the p-th quantile, e.g., .95 (95%)
- pr
-
parameter for the rate
Attributes
Compute the p-th quantile for "Fisher (F) distribution" function using bisection search of the CDF. FIX: need a faster algorithm
Compute the p-th quantile for "Fisher (F) distribution" function using bisection search of the CDF. FIX: need a faster algorithm
Value parameters
- p
-
the p-th quantile, e.g., .95 (95%)
- pr
-
parameters for the degrees of freedom (numerator, denominator)
Attributes
Compute the p-th quantile for "Fisher (F) distribution" function.
Compute the p-th quantile for "Fisher (F) distribution" function.
Value parameters
- df
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the pair of degrees of freedom ('df1' and 'df2')
- p
-
the p-th quantile, e.g., .95 (95%)
Attributes
Compute the p-th quantile for the "standard normal distribution" function.
Compute the p-th quantile for the "standard normal distribution" function.
Value parameters
- p
-
the p-th quantile, e.g., .95 (95%)
- pr
-
parameter for the distribution (currently not used)
Attributes
- See also
Compute the p-th quantile for "Student's t" distribution function.
Compute the p-th quantile for "Student's t" distribution function.
Value parameters
- p
-
the p-th quantile, e.g., 95 (95%)
- pr
-
parameter for the degrees of freedom
Attributes
- See also
Compute the p-th quantile for "Student's t" distribution function.
Compute the p-th quantile for "Student's t" distribution function.
Value parameters
- df
-
the degrees of freedom
- p
-
the p-th quantile, e.g., 95 (95%)
Attributes
It is a transliteration of the 'STUDTP' function given in Appendix C
Compute the p-th quantile for "Student's t" distribution function. This algorithm is less accurate than the one above.
It is a transliteration of the 'STUDTP' function given in Appendix C
Value parameters
- p
-
the p-th quantile, e.g., 95 (95%)
- pr
-
parameter for the degrees of freedom
Attributes
- See also
Test the given iCDF with name 'icdf'
Test the given iCDF with name 'icdf'
Value parameters
- icdf
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the name of the inverse CDF to test
Attributes
Test the given iCDF fi over a range of p values for the given parameters e.g., degrees of freedom 'df'.
Test the given iCDF fi over a range of p values for the given parameters e.g., degrees of freedom 'df'.
Value parameters
- fi
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the iCDF 'Finv(.)'
- name
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the name of iCDF 'Finv(.)'
- pr
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the parameters for the distribution, e.g., degrees of freedom
Attributes
Compute the p-th quantile for the Uniform distribution function.
Compute the p-th quantile for the Uniform distribution function.
Value parameters
- p
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the p-th quantile, e.g., .95 (95%)
- pr
-
parameters for the end-points of the
Uniformdistribution