From b3f41ac20b2c51d10354687bee74293ed975d86c Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Thu, 27 Aug 2026 22:48:10 -0500 Subject: [PATCH 1/2] feat: add C implementation for `stats/base/dists/negative-binomial/quantile` Co-Authored-By: Claude Fable 5 --- type: pre_commit_static_analysis_report description: Results of running static analysis checks when committing changes. report: - task: lint_filenames status: passed - task: lint_editorconfig status: passed - task: lint_markdown_pkg_readmes status: passed - task: lint_markdown_docs status: na - task: lint_markdown status: na - task: lint_package_json status: passed - task: lint_repl_help status: na - task: lint_javascript_src status: passed - task: lint_javascript_cli status: na - task: lint_javascript_examples status: na - task: lint_javascript_tests status: passed - task: lint_javascript_benchmarks status: passed - task: lint_python status: na - task: lint_r status: na - task: lint_c_src status: passed - task: lint_c_examples status: passed - task: lint_c_benchmarks status: passed - task: lint_c_tests_fixtures status: na - task: lint_shell status: na - task: lint_typescript_declarations status: passed - task: lint_typescript_tests status: na - task: lint_license_headers status: passed --- --- .../negative-binomial/quantile/README.md | 108 ++++++++++ .../quantile/benchmark/benchmark.native.js | 72 +++++++ .../quantile/benchmark/c/Makefile | 146 +++++++++++++ .../quantile/benchmark/c/benchmark.c | 143 +++++++++++++ .../negative-binomial/quantile/binding.gyp | 170 ++++++++++++++++ .../quantile/examples/c/Makefile | 146 +++++++++++++ .../quantile/examples/c/example.c | 44 ++++ .../negative-binomial/quantile/include.gypi | 53 +++++ .../base/dists/negative-binomial/quantile.h | 38 ++++ .../negative-binomial/quantile/lib/native.js | 96 +++++++++ .../negative-binomial/quantile/manifest.json | 98 +++++++++ .../negative-binomial/quantile/package.json | 3 + .../negative-binomial/quantile/src/Makefile | 70 +++++++ .../negative-binomial/quantile/src/addon.c | 22 ++ .../negative-binomial/quantile/src/main.c | 121 +++++++++++ .../test/{test.quantile.js => test.main.js} | 0 .../quantile/test/test.native.js | 192 ++++++++++++++++++ 17 files changed, 1522 insertions(+) create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/benchmark.native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/benchmark.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/binding.gyp create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/example.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/include.gypi create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/include/stdlib/stats/base/dists/negative-binomial/quantile.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/manifest.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/addon.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/main.c rename lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/{test.quantile.js => test.main.js} (100%) create mode 100644 lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md index efedc6e0212d..892ea475d535 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md @@ -166,6 +166,114 @@ logEachMap( 'k: %0.4f, r: %0.4f, p: %0.4f, Q(k;r,p): %0.4f', k, r, p, quantile ) + + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/negative-binomial/quantile.h" +``` + +#### stdlib_base_dists_negative_binomial_quantile( k, r, p ) + +Evaluates the [quantile function][quantile-function] for a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p` at a probability `k`. + +```c +double out = stdlib_base_dists_negative_binomial_quantile( 0.9, 20.0, 0.2 ); +// returns 106.0 +``` + +The function accepts the following arguments: + +- **k**: `[in] double` input probability. +- **r**: `[in] double` number of successes until experiment is stopped. +- **p**: `[in] double` success probability. + +```c +double stdlib_base_dists_negative_binomial_quantile( const double k, const double r, const double p ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/negative-binomial/quantile.h" +#include "stdlib/math/base/special/ceil.h" +#include "stdlib/constants/float64/eps.h" +#include +#include + +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 k; + double r; + double p; + double y; + int i; + + for ( i = 0; i < 25; i++ ) { + k = random_uniform( 0.0, 1.0 ); + r = stdlib_base_ceil( random_uniform( 1.0, 100.0 ) ); + p = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 1.0 ); + y = stdlib_base_dists_negative_binomial_quantile( k, r, p ); + printf( "k: %lf, r: %lf, p: %lf, Q(k;r,p): %lf\n", k, r, p, y ); + } + + return 0; +} +``` + +
+ + + +
+ + + + + +
+ +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/benchmark.native.js new file mode 100644 index 000000000000..7812bdc5892c --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/benchmark.native.js @@ -0,0 +1,72 @@ +/** +* @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 resolve = require( 'path' ).resolve; +var bench = require( '@stdlib/bench' ); +var tryRequire = require( '@stdlib/utils/try-require' ); +var uniform = require( '@stdlib/random/array/uniform' ); +var discreteUniform = require( '@stdlib/random/array/discrete-uniform' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var EPS = require( '@stdlib/constants/float64/eps' ); +var format = require( '@stdlib/string/format' ); +var pkg = require( './../package.json' ).name; + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// MAIN // + +bench( format( '%s::native', pkg ), opts, function benchmark( b ) { + var arrayOpts; + var r; + var p; + var k; + var y; + var i; + + arrayOpts = { + 'dtype': 'float64' + }; + r = discreteUniform( 100, 1, 100, arrayOpts ); + p = uniform( 100, EPS, 1.0, arrayOpts ); + k = uniform( 100, 0.0, 1.0, arrayOpts ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = quantile( k[ i % k.length ], r[ i % r.length ], p[ i % p.length ] ); + 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(); +}); diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/Makefile new file mode 100644 index 000000000000..979768abbcec --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := benchmark.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled benchmarks. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/benchmark.c new file mode 100644 index 000000000000..3c89073b282b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/benchmark/c/benchmark.c @@ -0,0 +1,143 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/negative-binomial/quantile.h" +#include "stdlib/math/base/special/ceil.h" +#include "stdlib/constants/float64/eps.h" +#include +#include +#include +#include + +#define NAME "negative-binomial-quantile" +#define ITERATIONS 1000000 +#define REPEATS 3 + +/** +* Prints the TAP version. +*/ +static void print_version( void ) { + printf( "TAP version 13\n" ); +} + +/** +* Prints the TAP summary. +* +* @param total total number of tests +* @param passing total number of passing tests +*/ +static void print_summary( int total, int passing ) { + printf( "#\n" ); + printf( "1..%d\n", total ); // TAP plan + printf( "# total %d\n", total ); + printf( "# pass %d\n", passing ); + printf( "#\n" ); + printf( "# ok\n" ); +} + +/** +* Prints benchmarks results. +* +* @param elapsed elapsed time in seconds +*/ +static void print_results( double elapsed ) { + double rate = (double)ITERATIONS / elapsed; + printf( " ---\n" ); + printf( " iterations: %d\n", ITERATIONS ); + printf( " elapsed: %0.9f\n", elapsed ); + printf( " rate: %0.9f\n", rate ); + printf( " ...\n" ); +} + +/** +* Returns a clock time. +* +* @return clock time +*/ +static double tic( void ) { + struct timeval now; + gettimeofday( &now, NULL ); + return (double)now.tv_sec + (double)now.tv_usec/1.0e6; +} + +/** +* Generates a random number on the interval [min,max). +* +* @param min minimum value (inclusive) +* @param max maximum value (exclusive) +* @return random number +*/ +static double random_uniform( const double min, const double max ) { + double v = (double)rand() / ( (double)RAND_MAX + 1.0 ); + return min + ( v*(max-min) ); +} + +/** +* Runs a benchmark. +* +* @return elapsed time in seconds +*/ +static double benchmark( void ) { + double elapsed; + double r[ 100 ]; + double p[ 100 ]; + double k[ 100 ]; + double y; + double t; + int i; + + for ( i = 0; i < 100; i++ ) { + r[ i ] = stdlib_base_ceil( random_uniform( 1.0, 100.0 ) ); + p[ i ] = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 1.0 ); + k[ i ] = random_uniform( 0.0, 1.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_negative_binomial_quantile( k[ i % 100 ], r[ i % 100 ], p[ i % 100 ] ); + if ( y != y ) { + printf( "should not return NaN\n" ); + break; + } + } + elapsed = tic() - t; + if ( y != y ) { + printf( "should not return NaN\n" ); + } + return elapsed; +} + +/** +* Main execution sequence. +*/ +int main( void ) { + double elapsed; + int i; + + // Use the current time to seed the random number generator: + srand( time( NULL ) ); + + print_version(); + for ( i = 0; i < REPEATS; i++ ) { + printf( "# c::%s\n", NAME ); + elapsed = benchmark(); + print_results( elapsed ); + printf( "ok %d benchmark finished\n", i+1 ); + } + print_summary( REPEATS, REPEATS ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/binding.gyp new file mode 100644 index 000000000000..0d6508a12e99 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/binding.gyp @@ -0,0 +1,170 @@ +# @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. + +# A `.gyp` file for building a Node.js native add-on. +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # List of files to include in this file: + 'includes': [ + './include.gypi', + ], + + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Target name should match the add-on export name: + 'addon_target_name%': 'addon', + + # Set variables based on the host OS: + 'conditions': [ + [ + 'OS=="win"', + { + # Define the object file suffix: + 'obj': 'obj', + }, + { + # Define the object file suffix: + 'obj': 'o', + } + ], # end condition (OS=="win") + ], # end conditions + }, # end variables + + # Define compile targets: + 'targets': [ + + # Target to generate an add-on: + { + # The target name should match the add-on export name: + 'target_name': '<(addon_target_name)', + + # Define dependencies: + 'dependencies': [], + + # Define directories which contain relevant include headers: + 'include_dirs': [ + # Local include directory: + '<@(include_dirs)', + ], + + # List of source files: + 'sources': [ + '<@(src_files)', + ], + + # Settings which should be applied when a target's object files are used as linker input: + 'link_settings': { + # Define libraries: + 'libraries': [ + '<@(libraries)', + ], + + # Define library directories: + 'library_dirs': [ + '<@(library_dirs)', + ], + }, + + # C/C++ compiler flags: + 'cflags': [ + # Enable commonly used warning options: + '-Wall', + + # Aggressive optimization: + '-O3', + ], + + # C specific compiler flags: + 'cflags_c': [ + # Specify the C standard to which a program is expected to conform: + '-std=c99', + ], + + # C++ specific compiler flags: + 'cflags_cpp': [ + # Specify the C++ standard to which a program is expected to conform: + '-std=c++11', + ], + + # Linker flags: + 'ldflags': [], + + # Apply conditions based on the host OS: + 'conditions': [ + [ + 'OS=="mac"', + { + # Linker flags: + 'ldflags': [ + '-undefined dynamic_lookup', + '-Wl,-no-pie', + '-Wl,-search_paths_first', + ], + }, + ], # end condition (OS=="mac") + [ + 'OS!="win"', + { + # C/C++ flags: + 'cflags': [ + # Generate platform-independent code: + '-fPIC', + ], + }, + ], # end condition (OS!="win") + ], # end conditions + }, # end target <(addon_target_name) + + # Target to copy a generated add-on to a standard location: + { + 'target_name': 'copy_addon', + + # Declare that the output of this target is not linked: + 'type': 'none', + + # Define dependencies: + 'dependencies': [ + # Require that the add-on be generated before building this target: + '<(addon_target_name)', + ], + + # Define a list of actions: + 'actions': [ + { + 'action_name': 'copy_addon', + 'message': 'Copying addon...', + + # Explicitly list the inputs in the command-line invocation below: + 'inputs': [], + + # Declare the expected outputs: + 'outputs': [ + '<(addon_output_dir)/<(addon_target_name).node', + ], + + # Define the command-line invocation: + 'action': [ + 'cp', + '<(PRODUCT_DIR)/<(addon_target_name).node', + '<(addon_output_dir)/<(addon_target_name).node', + ], + }, + ], # end actions + }, # end target copy_addon + ], # end targets +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/Makefile new file mode 100644 index 000000000000..c8f8e9a1517b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/Makefile @@ -0,0 +1,146 @@ +#/ +# @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. +#/ + +# VARIABLES # + +ifndef VERBOSE + QUIET := @ +else + QUIET := +endif + +# Determine the OS ([1][1], [2][2]). +# +# [1]: https://en.wikipedia.org/wiki/Uname#Examples +# [2]: http://stackoverflow.com/a/27776822/2225624 +OS ?= $(shell uname) +ifneq (, $(findstring MINGW,$(OS))) + OS := WINNT +else +ifneq (, $(findstring MSYS,$(OS))) + OS := WINNT +else +ifneq (, $(findstring CYGWIN,$(OS))) + OS := WINNT +else +ifneq (, $(findstring Windows_NT,$(OS))) + OS := WINNT +endif +endif +endif +endif + +# Define the program used for compiling C source files: +ifdef C_COMPILER + CC := $(C_COMPILER) +else + CC := gcc +endif + +# Define the command-line options when compiling C files: +CFLAGS ?= \ + -std=c99 \ + -O3 \ + -Wall \ + -pedantic + +# Determine whether to generate position independent code ([1][1], [2][2]). +# +# [1]: https://gcc.gnu.org/onlinedocs/gcc/Code-Gen-Options.html#Code-Gen-Options +# [2]: http://stackoverflow.com/questions/5311515/gcc-fpic-option +ifeq ($(OS), WINNT) + fPIC ?= +else + fPIC ?= -fPIC +endif + +# List of includes (e.g., `-I /foo/bar -I /beep/boop/include`): +INCLUDE ?= + +# List of source files: +SOURCE_FILES ?= + +# List of libraries (e.g., `-lopenblas -lpthread`): +LIBRARIES ?= + +# List of library paths (e.g., `-L /foo/bar -L /beep/boop`): +LIBPATH ?= + +# List of C targets: +c_targets := example.out + + +# RULES # + +#/ +# Compiles source files. +# +# @param {string} [C_COMPILER] - C compiler (e.g., `gcc`) +# @param {string} [CFLAGS] - C compiler options +# @param {(string|void)} [fPIC] - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} [INCLUDE] - list of includes (e.g., `-I /foo/bar -I /beep/boop/include`) +# @param {string} [SOURCE_FILES] - list of source files +# @param {string} [LIBPATH] - list of library paths (e.g., `-L /foo/bar -L /beep/boop`) +# @param {string} [LIBRARIES] - list of libraries (e.g., `-lopenblas -lpthread`) +# +# @example +# make +# +# @example +# make all +#/ +all: $(c_targets) + +.PHONY: all + +#/ +# Compiles C source files. +# +# @private +# @param {string} CC - C compiler (e.g., `gcc`) +# @param {string} CFLAGS - C compiler options +# @param {(string|void)} fPIC - compiler flag determining whether to generate position independent code (e.g., `-fPIC`) +# @param {string} INCLUDE - list of includes (e.g., `-I /foo/bar`) +# @param {string} SOURCE_FILES - list of source files +# @param {string} LIBPATH - list of library paths (e.g., `-L /foo/bar`) +# @param {string} LIBRARIES - list of libraries (e.g., `-lopenblas`) +#/ +$(c_targets): %.out: %.c + $(QUIET) $(CC) $(CFLAGS) $(fPIC) $(INCLUDE) -o $@ $(SOURCE_FILES) $< $(LIBPATH) -lm $(LIBRARIES) + +#/ +# Runs compiled examples. +# +# @example +# make run +#/ +run: $(c_targets) + $(QUIET) ./$< + +.PHONY: run + +#/ +# Removes generated files. +# +# @example +# make clean +#/ +clean: + $(QUIET) -rm -f *.o *.out + +.PHONY: clean diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/example.c new file mode 100644 index 000000000000..3c1e1967093e --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/examples/c/example.c @@ -0,0 +1,44 @@ +/** +* @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. +*/ + +#include "stdlib/stats/base/dists/negative-binomial/quantile.h" +#include "stdlib/math/base/special/ceil.h" +#include "stdlib/constants/float64/eps.h" +#include +#include + +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 k; + double r; + double p; + double y; + int i; + + for ( i = 0; i < 25; i++ ) { + k = random_uniform( 0.0, 1.0 ); + r = stdlib_base_ceil( random_uniform( 1.0, 100.0 ) ); + p = random_uniform( STDLIB_CONSTANT_FLOAT64_EPS, 1.0 ); + y = stdlib_base_dists_negative_binomial_quantile( k, r, p ); + printf( "k: %lf, r: %lf, p: %lf, Q(k;r,p): %lf\n", k, r, p, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/include.gypi new file mode 100644 index 000000000000..bee8d41a2caf --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/include.gypi @@ -0,0 +1,53 @@ +# @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. + +# A GYP include file for building a Node.js native add-on. +# +# Main documentation: +# +# [1]: https://gyp.gsrc.io/docs/InputFormatReference.md +# [2]: https://gyp.gsrc.io/docs/UserDocumentation.md +{ + # Define variables to be used throughout the configuration for all targets: + 'variables': { + # Source directory: + 'src_dir': './src', + + # Include directories: + 'include_dirs': [ + ' 0.0 && stdlib_base_dists_negative_binomial_cdf( x - 1.0, r, p ) >= k ) { + x -= 1.0; + } + return x; +} + +/** +* Performs a search to the right. +* +* @param x starting guess +* @param k probability +* @param r number of successes until experiment is stopped +* @param p success probability +* @return `k` quantile of the specified distribution +*/ +static double search_right( double x, const double k, const double r, const double p ) { + x += 1.0; + while ( stdlib_base_dists_negative_binomial_cdf( x, r, p ) < k ) { + x += 1.0; + } + return x; +} + +/** +* Evaluates the quantile function for a negative binomial distribution with number of successes until experiment is stopped `r` and success probability `p` at a probability `k`. +* +* @param k input probability +* @param r number of successes until experiment is stopped +* @param p success probability +* @return evaluated quantile +* +* @example +* double y = stdlib_base_dists_negative_binomial_quantile( 0.9, 20.0, 0.2 ); +* // returns 106.0 +*/ +double stdlib_base_dists_negative_binomial_quantile( const double k, const double r, const double p ) { + double sigmaInv; + double guess; + double sigma; + double corr; + double mu; + double x2; + double x; + double q; + + if ( + stdlib_base_is_nan( r ) || + stdlib_base_is_nan( p ) || + stdlib_base_is_nan( k ) || + r <= 0.0 || + p < 0.0 || + p > 1.0 || + k < 0.0 || + k > 1.0 + ) { + return 0.0 / 0.0; // NaN + } + if ( k == 0.0 ) { + return 0.0; + } + if ( k == 1.0 ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + q = 1.0 - p; + mu = ( r * q ) / p; + sigma = stdlib_base_sqrt( r * q ) / p; + sigmaInv = 1.0 / sigma; + + // Cornish-Fisher expansion: + if ( k < 0.5 ) { + x = -stdlib_base_erfcinv( 2.0 * k ) * STDLIB_CONSTANT_FLOAT64_SQRT2; + } else { + x = stdlib_base_erfcinv( 2.0 * ( 1.0 - k ) ) * STDLIB_CONSTANT_FLOAT64_SQRT2; + } + x2 = x * x; + + // Skewness correction: + corr = x + ( sigmaInv * ( x2 - 1.0 ) / 6.0 ); + guess = stdlib_base_round( mu + ( sigma * corr ) ); + if ( stdlib_base_dists_negative_binomial_cdf( guess, r, p ) >= k ) { + return search_left( guess, k, r, p ); + } + return search_right( guess, k, r, p ); +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.quantile.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js similarity index 100% rename from lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.quantile.js rename to lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js new file mode 100644 index 000000000000..190c8ad166d2 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js @@ -0,0 +1,192 @@ +/** +* @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 resolve = require( 'path' ).resolve; +var tape = require( 'tape' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var NINF = require( '@stdlib/constants/float64/ninf' ); +var tryRequire = require( '@stdlib/utils/try-require' ); + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// FIXTURES // + +var smallSmall = require( './fixtures/julia/small_small.json' ); +var smallHigh = require( './fixtures/julia/small_high.json' ); +var highSmall = require( './fixtures/julia/high_small.json' ); +var highHigh = require( './fixtures/julia/high_high.json' ); + + +// TESTS // + +tape( 'main export is a function', opts, function test( t ) { + t.ok( true, __filename ); + t.strictEqual( typeof quantile, 'function', 'main export is a function' ); + t.end(); +}); + +tape( 'if provided `NaN` for any parameter, the function returns `NaN`', opts, function test( t ) { + var y = quantile( NaN, 20, 0.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + y = quantile( 0.0, NaN, 0.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + y = quantile( 0.0, 20, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + t.end(); +}); + +tape( 'if provided a number outside `[0,1]` for `k` and a valid `r` and `p`, the function returns `NaN`', opts, function test( t ) { + var y = quantile( 1.1, 20, 0.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + y = quantile( -0.1, 20, 0.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + t.end(); +}); + +tape( 'if provided a `r` which is not a positive number, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, NINF, 0.8 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, -2.0, 0.8 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, -0.5, 0.8 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a success probability `p` outside `[0,1]`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 20, 1.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 20, -1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 20, NINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 20, PINF ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a valid `r` and `p`, the function accurately computes the 0% and 100% quantiles', opts, function test( t ) { + var y; + + y = quantile( 1.0, 20, 0.5 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + y = quantile( 0.0, 20, 0.5 ); + t.strictEqual( y, 0.0, 'returns expected value' ); + + t.end(); +}); + +tape( 'the function evaluates the quantile for `x` given large parameters `r` and `p`', opts, function test( t ) { + var expected; + var r; + var k; + var p; + var y; + var i; + + expected = highHigh.expected; + k = highHigh.k; + r = highHigh.r; + p = highHigh.p; + for ( i = 0; i < k.length; i++ ) { + y = quantile( k[ i ], r[ i ], p[ i ] ); + t.strictEqual( y, expected[ i ], 'k: '+k[ i ]+', r: '+r[ i ]+', p: '+p[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile for `x` given large parameter `r` and small `p`', opts, function test( t ) { + var expected; + var r; + var k; + var p; + var y; + var i; + + expected = highSmall.expected; + k = highSmall.k; + r = highSmall.r; + p = highSmall.p; + for ( i = 0; i < k.length; i++ ) { + y = quantile( k[ i ], r[ i ], p[ i ] ); + t.strictEqual( y, expected[ i ], 'k: '+k[ i ]+', r: '+r[ i ]+', p: '+p[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile for `x` given small `r` and large `p`', opts, function test( t ) { + var expected; + var r; + var k; + var p; + var y; + var i; + + expected = smallHigh.expected; + k = smallHigh.k; + r = smallHigh.r; + p = smallHigh.p; + for ( i = 0; i < k.length; i++ ) { + y = quantile( k[ i ], r[ i ], p[ i ] ); + t.strictEqual( y, expected[ i ], 'k: '+k[ i ]+', r: '+r[ i ]+', p: '+p[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile for `x` given small `r` and `p`', opts, function test( t ) { + var expected; + var r; + var k; + var p; + var y; + var i; + + expected = smallSmall.expected; + k = smallSmall.k; + r = smallSmall.r; + p = smallSmall.p; + for ( i = 0; i < k.length; i++ ) { + y = quantile( k[ i ], r[ i ], p[ i ] ); + t.strictEqual( y, expected[ i ], 'k: '+k[ i ]+', r: '+r[ i ]+', p: '+p[ i ]+', y: '+y+', expected: '+expected[ i ] ); + } + t.end(); +}); From 6d86f290b72538871942dc379c8f25fd5d70fc50 Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Fri, 28 Aug 2026 03:29:54 -0700 Subject: [PATCH 2/2] fix: prevent non-terminating searches in `stats/base/dists/negative-binomial/quantile` PR-URL: https://github.com/stdlib-js/stdlib/pull/14733 Reviewed-by: Athan Reines Ref: https://github.com/stdlib-js/metr-issue-tracker/issues/1227 Ref: https://github.com/stdlib-js/stdlib/pull/14730 --- .../negative-binomial/quantile/README.md | 7 +++ .../negative-binomial/quantile/docs/repl.txt | 11 +++-- .../negative-binomial/quantile/lib/factory.js | 7 ++- .../negative-binomial/quantile/lib/main.js | 11 ++++- .../negative-binomial/quantile/lib/native.js | 4 ++ .../negative-binomial/quantile/lib/search.js | 18 +++++++- .../negative-binomial/quantile/src/main.c | 29 +++++++++--- .../quantile/test/test.factory.js | 45 +++++++++++++++++++ .../quantile/test/test.main.js | 36 +++++++++++++++ .../quantile/test/test.native.js | 36 +++++++++++++++ 10 files changed, 190 insertions(+), 14 deletions(-) diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md index 892ea475d535..6eddd8678071 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/README.md @@ -124,6 +124,13 @@ y = quantile( 0.3, 20.0, 1.5 ); // returns NaN ``` +If provided a success probability `p` equal to `0`, the function returns `NaN`, as the number of failures before observing `r` successes is unbounded. + +```javascript +var y = quantile( 0.5, 20.0, 0.0 ); +// returns NaN +``` + #### quantile.factory( r, p ) Returns a function for evaluating the [quantile function][quantile-function] for a [negative binomial][negative-binomial-distribution] distribution with number of successes until experiment is stopped `r` and success probability `p`. diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/docs/repl.txt b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/docs/repl.txt index 7726004d33ef..4330b98908bd 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/docs/repl.txt +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/docs/repl.txt @@ -14,6 +14,9 @@ If provided a success probability `p` outside of `[0,1]`, the function returns `NaN`. + If provided a success probability `p` equal to `0`, the function returns + `NaN`. + Parameters ---------- k: number @@ -46,10 +49,10 @@ > y = {{alias}}( -0.1, 20.0, 0.5 ) NaN - > y = {{alias}}( 21.0, 15.5, 0.5 ) - 12 - > y = {{alias}}( 5.0, 7.4, 0.4 ) - 10 + > y = {{alias}}( 0.8, 15.5, 0.5 ) + 20 + > y = {{alias}}( 0.4, 7.4, 0.4 ) + 9 > y = {{alias}}( 0.5, 0.0, 0.5 ) NaN diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/factory.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/factory.js index 69e34843a445..6e7eef33833d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/factory.js @@ -57,7 +57,7 @@ function factory( r, p ) { isnan( r ) || isnan( p ) || r <= 0.0 || - p < 0.0 || + p <= 0.0 || p > 1.0 ) { return constantFunction( NaN ); @@ -94,7 +94,10 @@ function factory( r, p ) { if ( k === 1.0 ) { return PINF; } - + // If the mean overflows double-precision floating-point format, the sought quantile saturates at positive infinity: + if ( mu === PINF ) { + return PINF; + } // Cornish-Fisher expansion: if ( k < 0.5 ) { x = -erfcinv( 2.0 * k ) * SQRT2; diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/main.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/main.js index 50aba0cdcb8b..d58c5431f8d9 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/main.js @@ -73,6 +73,10 @@ var search = require( './search.js' ); * // returns NaN * * @example +* var y = quantile( 0.5, 20.0, 0.0 ); +* // returns NaN +* +* @example * var y = quantile( 0.3, 20.0, -1.0 ); * // returns NaN * @@ -107,7 +111,7 @@ function quantile( k, r, p ) { isnan( p ) || isnan( k ) || r <= 0.0 || - p < 0.0 || + p <= 0.0 || p > 1.0 || k < 0.0 || k > 1.0 @@ -122,6 +126,11 @@ function quantile( k, r, p ) { } q = 1.0 - p; mu = ( r * q ) / p; + + // If the mean overflows double-precision floating-point format, the sought quantile saturates at positive infinity: + if ( mu === PINF ) { + return PINF; + } sigma = sqrt( r * q ) / p; sigmaInv = 1.0 / sigma; diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/native.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/native.js index a644c97182ec..9378c9578bb1 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/native.js @@ -67,6 +67,10 @@ var addon = require( './../src/addon.node' ); * // returns NaN * * @example +* var y = quantile( 0.5, 20.0, 0.0 ); +* // returns NaN +* +* @example * var y = quantile( 0.3, 20.0, -1.0 ); * // returns NaN * diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/search.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/search.js index 549bed04cb21..ad3bf1812d39 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/search.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/lib/search.js @@ -40,11 +40,18 @@ var methods; * @returns {NonNegativeInteger} `k` quantile of the specified distribution */ function searchLeft( x, k, r, p ) { + var xp; while ( true ) { if ( x === 0 || cdf( x - 1.0, r, p ) < k ) { return x; } - x -= 1; + xp = x - 1.0; + + // Guard against non-advancing updates (e.g., when `x` is `NaN` or is so large that decrementing does not change its value) in order to avoid an infinite loop: + if ( !( xp < x ) ) { + return x; + } + x = xp; } } @@ -58,8 +65,15 @@ function searchLeft( x, k, r, p ) { * @returns {NonNegativeInteger} `k` quantile of the specified distribution */ function searchRight( x, k, r, p ) { + var xn; while ( true ) { - x += 1; + xn = x + 1.0; + + // Guard against non-advancing updates (e.g., when `x` is `NaN` or is so large that incrementing does not change its value) in order to avoid an infinite loop: + if ( !( xn > x ) ) { + return x; + } + x = xn; if ( cdf( x, r, p ) >= k ) { return x; } diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/main.c b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/main.c index e02e7aaba80b..1e62a238838d 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/main.c +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/src/main.c @@ -35,8 +35,15 @@ * @return `k` quantile of the specified distribution */ static double search_left( double x, const double k, const double r, const double p ) { + double xp; while ( x > 0.0 && stdlib_base_dists_negative_binomial_cdf( x - 1.0, r, p ) >= k ) { - x -= 1.0; + xp = x - 1.0; + + // Guard against non-advancing updates (e.g., when `x` is `NaN` or is so large that decrementing does not change its value) in order to avoid an infinite loop: + if ( !( xp < x ) ) { + return x; + } + x = xp; } return x; } @@ -51,9 +58,16 @@ static double search_left( double x, const double k, const double r, const doubl * @return `k` quantile of the specified distribution */ static double search_right( double x, const double k, const double r, const double p ) { - x += 1.0; - while ( stdlib_base_dists_negative_binomial_cdf( x, r, p ) < k ) { - x += 1.0; + double xn; + + // Guard against non-advancing updates (e.g., when `x` is `NaN` or is so large that incrementing does not change its value) in order to avoid an infinite loop: + xn = x + 1.0; + while ( xn > x ) { + x = xn; + if ( stdlib_base_dists_negative_binomial_cdf( x, r, p ) >= k ) { + return x; + } + xn = x + 1.0; } return x; } @@ -85,7 +99,7 @@ double stdlib_base_dists_negative_binomial_quantile( const double k, const doubl stdlib_base_is_nan( p ) || stdlib_base_is_nan( k ) || r <= 0.0 || - p < 0.0 || + p <= 0.0 || p > 1.0 || k < 0.0 || k > 1.0 @@ -100,6 +114,11 @@ double stdlib_base_dists_negative_binomial_quantile( const double k, const doubl } q = 1.0 - p; mu = ( r * q ) / p; + + // If the mean overflows double-precision floating-point format, the sought quantile saturates at positive infinity: + if ( mu == STDLIB_CONSTANT_FLOAT64_PINF ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } sigma = stdlib_base_sqrt( r * q ) / p; sigmaInv = 1.0 / sigma; diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.factory.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.factory.js index 9359caeddd63..2c245b5c2f3a 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.factory.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.factory.js @@ -141,6 +141,51 @@ tape( 'if provided a `r` which is not a positive integer, the created function a t.end(); }); +tape( 'if provided a success probability `p` equal to `0`, the created function always returns `NaN`', function test( t ) { + var quantile; + var y; + + quantile = factory( 20.0, 0.0 ); + + y = quantile( 0.5 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.3 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if the distribution mean overflows double-precision floating-point format, the created function returns `+infinity`', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0e308, 0.1 ); + + y = quantile( 0.3 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + y = quantile( 0.9 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the created function terminates for very large `r` for which unit increments can no longer advance the search', function test( t ) { + var quantile; + var y; + + quantile = factory( 1.0e300, 0.5 ); + + y = quantile( 0.9 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + y = quantile( 0.1 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + t.end(); +}); + tape( 'if provided a valid `r` and `p`, the function returns a function which accurately computes the 0% and 100% quantiles', function test( t ) { var quantile; var y; diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js index 5f0b89e031d9..1eee11a4a2a2 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.main.js @@ -94,6 +94,42 @@ tape( 'if provided a success probability `p` outside `[0,1]`, the function retur t.end(); }); +tape( 'if provided a success probability `p` equal to `0`, the function returns `NaN`', function test( t ) { + var y; + + y = quantile( 0.5, 20, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.3, 10, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if the distribution mean overflows double-precision floating-point format, the function returns `+infinity`', function test( t ) { + var y; + + y = quantile( 0.3, 1.0e308, 0.1 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + y = quantile( 0.9, 1.0e308, 0.1 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the function terminates for very large `r` for which unit increments can no longer advance the search', function test( t ) { + var y; + + y = quantile( 0.9, 1.0e300, 0.5 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + y = quantile( 0.1, 1.0e300, 0.5 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + t.end(); +}); + tape( 'if provided a valid `r` and `p`, the function accurately computes the 0% and 100% quantiles', function test( t ) { var y; diff --git a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js index 190c8ad166d2..74cecf32840e 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js +++ b/lib/node_modules/@stdlib/stats/base/dists/negative-binomial/quantile/test/test.native.js @@ -103,6 +103,42 @@ tape( 'if provided a success probability `p` outside `[0,1]`, the function retur t.end(); }); +tape( 'if provided a success probability `p` equal to `0`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 20, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.3, 10, 0.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if the distribution mean overflows double-precision floating-point format, the function returns `+infinity`', opts, function test( t ) { + var y; + + y = quantile( 0.3, 1.0e308, 0.1 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + y = quantile( 0.9, 1.0e308, 0.1 ); + t.strictEqual( y, PINF, 'returns expected value' ); + + t.end(); +}); + +tape( 'the function terminates for very large `r` for which unit increments can no longer advance the search', opts, function test( t ) { + var y; + + y = quantile( 0.9, 1.0e300, 0.5 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + y = quantile( 0.1, 1.0e300, 0.5 ); + t.strictEqual( y, 1.0e300, 'returns expected value' ); + + t.end(); +}); + tape( 'if provided a valid `r` and `p`, the function accurately computes the 0% and 100% quantiles', opts, function test( t ) { var y;