From 89cb5e40a7ee959895266d2a7a5795460a3380da Mon Sep 17 00:00:00 2001 From: Philipp Burckhardt Date: Sat, 29 Aug 2026 01:07:17 -0500 Subject: [PATCH] feat: add C implementation for `stats/base/dists/studentized-range/quantile` - Add src/main.c with the quantile algorithm ported from JS: apnorminv (inverse normal), qtrngo (initial estimate), and secant-method root-finding iterating the CDF - Link to the CDF C library instead of inlining the CDF code - Add public header, native addon, build configuration - Add manifest.json with CDF dependency - Add native benchmark, native test, C benchmark, C example - Add README C API documentation section - Update package.json with gypfile and native directories - Update lib/index.js with tryRequire pattern for native addon Co-Authored-By: Claude Fable 5 --- .../studentized-range/quantile/README.md | 98 +++++++ .../quantile/benchmark/benchmark.native.js | 70 +++++ .../quantile/benchmark/c/Makefile | 146 +++++++++++ .../quantile/benchmark/c/benchmark.c | 141 ++++++++++ .../studentized-range/quantile/binding.gyp | 170 ++++++++++++ .../quantile/examples/c/Makefile | 146 +++++++++++ .../quantile/examples/c/example.c | 42 +++ .../studentized-range/quantile/include.gypi | 53 ++++ .../base/dists/studentized-range/quantile.h | 38 +++ .../studentized-range/quantile/lib/native.js | 68 +++++ .../studentized-range/quantile/manifest.json | 88 +++++++ .../studentized-range/quantile/package.json | 3 + .../studentized-range/quantile/src/Makefile | 70 +++++ .../studentized-range/quantile/src/addon.c | 22 ++ .../studentized-range/quantile/src/main.c | 241 ++++++++++++++++++ .../quantile/test/test.native.js | 140 ++++++++++ 16 files changed, 1536 insertions(+) create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/binding.gyp create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/examples/c/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/examples/c/example.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include/stdlib/stats/base/dists/studentized-range/quantile.h create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/lib/native.js create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/manifest.json create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/Makefile create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/addon.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/src/main.c create mode 100644 lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md index 3824c4525895..4e0eea4f9bb4 100644 --- a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/README.md @@ -124,6 +124,104 @@ logEachMap( 'p: %0.4f, r: %0.4f, v: %0.4f, Q(p;r,v): %0.4f', p, r, v, quantile ) + + +* * * + +
+ +## C APIs + + + +
+ +
+ + + + + +
+ +### Usage + +```c +#include "stdlib/stats/base/dists/studentized-range/quantile.h" +``` + +#### stdlib_base_dists_studentized_range_quantile( p, r, v ) + +Evaluates the quantile function for a studentized range distribution. + +```c +double out = stdlib_base_dists_studentized_range_quantile( 0.5, 3.0, 2.0 ); +// returns ~1.908 +``` + +The function accepts the following arguments: + +- **p**: `[in] double` input probability. +- **r**: `[in] double` sample size for range (same for each group). +- **v**: `[in] double` degrees of freedom. + +```c +double stdlib_base_dists_studentized_range_quantile( const double p, const double r, const double v ); +``` + +
+ + + + + +
+ +
+ + + + + +
+ +### Examples + +```c +#include "stdlib/stats/base/dists/studentized-range/quantile.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 p; + double r; + double v; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + r = random_uniform( 2.0, 20.0 ); + v = random_uniform( 2.0, 10.0 ); + y = stdlib_base_dists_studentized_range_quantile( p, r, v ); + printf( "p: %lf, r: %lf, v: %lf, Q(p;r,v): %lf\n", p, r, v, y ); + } +} +``` + +
+ + + +
+ + +
diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js new file mode 100644 index 000000000000..7ada9522b4fc --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/benchmark.native.js @@ -0,0 +1,70 @@ +/** +* @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 tryRequire = require( '@stdlib/utils/try-require' ); +var bench = require( '@stdlib/bench' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var format = require( '@stdlib/string/format' ); +var uniform = require( '@stdlib/random/array/uniform' ); +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 v; + var r; + var p; + var y; + var i; + + arrayOpts = { + 'dtype': 'float64' + }; + p = uniform( 100, 0.0, 1.0, arrayOpts ); + r = uniform( 100, 2.0, 20.0, arrayOpts ); + v = uniform( 100, 2.0, 20.0, arrayOpts ); + + b.tic(); + for ( i = 0; i < b.iterations; i++ ) { + y = quantile( p[ i % p.length ], r[ i % r.length ], v[ i % v.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/studentized-range/quantile/benchmark/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/Makefile new file mode 100644 index 000000000000..979768abbcec --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/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/studentized-range/quantile/benchmark/c/benchmark.c b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c new file mode 100644 index 000000000000..aef32f9d6458 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/benchmark/c/benchmark.c @@ -0,0 +1,141 @@ +/** +* @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/studentized-range/quantile.h" +#include +#include +#include +#include + +#define NAME "studentized-range-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 p[ 100 ]; + double r[ 100 ]; + double v[ 100 ]; + double y; + double t; + int i; + + for ( i = 0; i < 100; i++ ) { + p[ i ] = random_uniform( 0.0, 1.0 ); + r[ i ] = random_uniform( 2.0, 20.0 ); + v[ i ] = random_uniform( 2.0, 20.0 ); + } + + t = tic(); + for ( i = 0; i < ITERATIONS; i++ ) { + y = stdlib_base_dists_studentized_range_quantile( p[ i % 100 ], r[ i % 100 ], v[ 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/studentized-range/quantile/binding.gyp b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/binding.gyp new file mode 100644 index 000000000000..0d6508a12e99 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/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/studentized-range/quantile/examples/c/Makefile b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/examples/c/Makefile new file mode 100644 index 000000000000..c8f8e9a1517b --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/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/studentized-range/quantile/examples/c/example.c b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/examples/c/example.c new file mode 100644 index 000000000000..dd46990420ac --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/examples/c/example.c @@ -0,0 +1,42 @@ +/** +* @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/studentized-range/quantile.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 p; + double r; + double v; + double y; + int i; + + for ( i = 0; i < 10; i++ ) { + p = random_uniform( 0.0, 1.0 ); + r = random_uniform( 2.0, 20.0 ); + v = random_uniform( 2.0, 10.0 ); + y = stdlib_base_dists_studentized_range_quantile( p, r, v ); + printf( "p: %lf, r: %lf, v: %lf, Q(p;r,v): %lf\n", p, r, v, y ); + } +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/include.gypi new file mode 100644 index 000000000000..bee8d41a2caf --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/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': [ + ' + +static const double PCUT = 1.0e-8; +static const int JMAX = 28; + +/* apnorminv coefficients for P close to 0.5: */ +static const double inv_a0 = 3.3871328727963666080E0; +static const double inv_a1 = 1.3314166789178437745E+2; +static const double inv_a2 = 1.9715909503065514427E+3; +static const double inv_a3 = 1.3731693765509461125E+4; +static const double inv_a4 = 4.5921953931549871457E+4; +static const double inv_a5 = 6.7265770927008700853E+4; +static const double inv_a6 = 3.3430575583588128105E+4; +static const double inv_a7 = 2.5090809287301226727E+3; +static const double inv_b1 = 4.2313330701600911252E+1; +static const double inv_b2 = 6.8718700749205790830E+2; +static const double inv_b3 = 5.3941960214247511077E+3; +static const double inv_b4 = 2.1213794301586595867E+4; +static const double inv_b5 = 3.9307895800092710610E+4; +static const double inv_b6 = 2.8729085735721942674E+4; +static const double inv_b7 = 5.2264952788528545610E+3; + +/* apnorminv coefficients for P not close to 0, 0.5, or 1: */ +static const double inv_c0 = 1.42343711074968357734E0; +static const double inv_c1 = 4.63033784615654529590E0; +static const double inv_c2 = 5.76949722146069140550E0; +static const double inv_c3 = 3.64784832476320460504E0; +static const double inv_c4 = 1.27045825245236838258E0; +static const double inv_c5 = 2.41780725177450611770E-1; +static const double inv_c6 = 2.27238449892691845833E-2; +static const double inv_c7 = 7.74545014278341407640E-4; +static const double inv_d1 = 2.05319162663775882187E0; +static const double inv_d2 = 1.67638483018380384940E0; +static const double inv_d3 = 6.89767334985100004550E-1; +static const double inv_d4 = 1.48103976427480074590E-1; +static const double inv_d5 = 1.51986665636164571966E-2; +static const double inv_d6 = 5.47593808499534494600E-4; +static const double inv_d7 = 1.05075007164441684324E-9; + +/* apnorminv coefficients for P near 0 or 1: */ +static const double inv_e0 = 6.65790464350110377720E0; +static const double inv_e1 = 5.46378491116411436990E0; +static const double inv_e2 = 1.78482653991729133580E0; +static const double inv_e3 = 2.96560571828504891230E-1; +static const double inv_e4 = 2.65321895265761230930E-2; +static const double inv_e5 = 1.24266094738807843860E-3; +static const double inv_e6 = 2.71155556874348757815E-5; +static const double inv_e7 = 2.01033439929228813265E-7; +static const double inv_f1 = 5.99832206555887937690E-1; +static const double inv_f2 = 1.36929880922735805310E-1; +static const double inv_f3 = 1.48753612908506148525E-2; +static const double inv_f4 = 7.86869131145613259100E-4; +static const double inv_f5 = 1.84631831751005468180E-5; +static const double inv_f6 = 1.42151175831644588870E-7; +static const double inv_f7 = 2.04426310338993978564E-15; + +/** +* Returns the normal deviate Z corresponding to a given lower tail area of p. +* +* @private +* @param p lower tail area +* @return normal deviate +*/ +static double apnorminv( const double p ) { + double ppnd; + double q; + double r; + + q = p - 0.5; + if ( fabs( q ) <= 0.425 ) { + r = 0.180625 - ( q * q ); + ppnd = q * (((((((inv_a7 * r + inv_a6) * r + inv_a5) * r + inv_a4) * r + inv_a3) * r + inv_a2) * r + inv_a1) * r + inv_a0) / (((((((inv_b7 * r + inv_b6) * r + inv_b5) * r + inv_b4) * r + inv_b3) * r + inv_b2) * r + inv_b1) * r + 1.0); + } else { + if ( q < 0.0 ) { + r = p; + } else { + r = 1.0 - p; + } + if ( r <= 0.0 ) { + ppnd = 0.0; + } else { + r = sqrt( -log( r ) ); + if ( r <= 5.0 ) { + r -= 1.6; + ppnd = (((((((inv_c7 * r + inv_c6) * r + inv_c5) * r + inv_c4) * r + inv_c3) * r + inv_c2) * r + inv_c1) * r + inv_c0) / (((((((inv_d7 * r + inv_d6) * r + inv_d5) * r + inv_d4) * r + inv_d3) * r + inv_d2) * r + inv_d1) * r + 1.0); + } else { + r -= 5.0; + ppnd = (((((((inv_e7 * r + inv_e6) * r + inv_e5) * r + inv_e4) * r + inv_e3) * r + inv_e2) * r + inv_e1) * r + inv_e0) / (((((((inv_f7 * r + inv_f6) * r + inv_f5) * r + inv_f4) * r + inv_f3) * r + inv_f2) * r + inv_f1) * r + 1.0); + } + if ( q < 0.0 ) { + ppnd = -ppnd; + } + } + } + return ppnd; +} + +/** +* Calculates an initial percentile from the studentized range distribution. +* +* @private +* @param p probability +* @param v degrees of freedom +* @param r sample size for range +* @return initial percentile +*/ +static double qtrngo( const double p, const double v, const double r ) { + double q; + double t; + + t = apnorminv( 0.5 + ( 0.5 * p ) ); + if ( v < 120.0 ) { + t += ( ( t * t * t ) + t ) / v / 4.0; + } + q = 0.8843 - ( 0.2368 * t ); + if ( v < 120.0 ) { + q -= ( 1.214 / v ) + ( ( 1.208 * t ) / v ); + } + return t * ( ( q * log( r - 1.0 ) ) + 1.4142 ); +} + +/** +* Evaluates the quantile function for a studentized range distribution with `r` samples and `v` degrees of freedom. +* +* ## Notes +* +* - This implementation hardcodes `nranges` to `1`. +* +* ## References +* +* - Ferreira, D. F., Demetrico, C. G. B., Manly, B. F. J., and Machado, A. de A. 2007. "Quantis da distribuição do máximo da amplitude estudentizada." _Rev. Mat. Est._, São Paulo, 25 (1): 117-135. . +* +* @param p input probability +* @param r sample size for range (must be >= 2) +* @param v degrees of freedom (must be >= 2) +* @return evaluated quantile function +* +* @example +* double y = stdlib_base_dists_studentized_range_quantile( 0.5, 3.0, 2.0 ); +* // returns ~1.908 +*/ +double stdlib_base_dists_studentized_range_quantile( const double p, const double r, const double v ) { + double aux; + double e1; + double e2; + double q1; + double q2; + double p1; + double p2; + int j; + + if ( stdlib_base_is_nan( r ) || stdlib_base_is_nan( v ) || r < 2.0 || v < 2.0 ) { + return 0.0 / 0.0; + } + if ( stdlib_base_is_nan( p ) || p < 0.0 || p > 1.0 ) { + return 0.0 / 0.0; + } + if ( p == 0.0 ) { + return 0.0; + } + if ( p == 1.0 ) { + return STDLIB_CONSTANT_FLOAT64_PINF; + } + q1 = qtrngo( p, v, r ); + for ( ;; ) { + p1 = stdlib_base_dists_studentized_range_cdf( q1, r, v, 1.0 ); + if ( p1 > p ) { + q1 -= 0.4; + } + if ( q1 < 0.0 ) { + q1 = 0.1; + } + if ( p1 < p ) { + break; + } + } + aux = q1; + if ( fabs( p1 - p ) < PCUT ) { + return 0.0 / 0.0; + } + q2 = q1 + 0.5; + for ( ;; ) { + p2 = stdlib_base_dists_studentized_range_cdf( q2, r, v, 1.0 ); + if ( p2 < p ) { + q2 += 0.4; + } + if ( q2 < 0.0 ) { + q2 = 1.0; + } + if ( p2 > p ) { + break; + } + } + if ( q2 < q1 ) { + q2 = q1 + 0.01; + } + j = 2; + while ( j <= JMAX ) { + p2 = stdlib_base_dists_studentized_range_cdf( q2, r, v, 1.0 ); + e1 = p1 - p; + e2 = p2 - p; + if ( e2 - e1 != 0.0 ) { + aux = ( ( e2 * q1 ) - ( e1 * q2 ) ) / ( e2 - e1 ); + } + if ( fabs( e1 ) < fabs( e2 ) ) { + if ( fabs( p1 - p ) < ( PCUT * 5.0 ) ) { + j = JMAX + 2; + } + q1 = aux; + p1 = stdlib_base_dists_studentized_range_cdf( q1, r, v, 1.0 ); + } else { + q1 = q2; + p1 = p2; + q2 = aux; + } + j += 1; + } + return aux; +} diff --git a/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js new file mode 100644 index 000000000000..5c7d3debc899 --- /dev/null +++ b/lib/node_modules/@stdlib/stats/base/dists/studentized-range/quantile/test/test.native.js @@ -0,0 +1,140 @@ +/** +* @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 tryRequire = require( '@stdlib/utils/try-require' ); +var isnan = require( '@stdlib/math/base/assert/is-nan' ); +var PINF = require( '@stdlib/constants/float64/pinf' ); +var roundn = require( '@stdlib/math/base/special/roundn' ); + + +// VARIABLES // + +var quantile = tryRequire( resolve( __dirname, './../lib/native.js' ) ); +var opts = { + 'skip': ( quantile instanceof Error ) +}; + + +// FIXTURES // + +var PYTHON_DATA = require( './fixtures/python/data.json' ); +var R_DATA = require( './fixtures/r/data.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; + + y = quantile( NaN, 3.0, 3.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.7, NaN, 3.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.7, 3.0, NaN ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided a probability `p` outside `[0,1]`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 1.5, 3.0, 2.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( -0.1, 3.0, 2.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `r < 2` or `v < 2`, the function returns `NaN`', opts, function test( t ) { + var y; + + y = quantile( 0.5, 1.0, 3.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + y = quantile( 0.5, 3.0, 1.0 ); + t.strictEqual( isnan( y ), true, 'returns expected value' ); + + t.end(); +}); + +tape( 'if provided `p = 0`, the function returns `0`', opts, function test( t ) { + var y = quantile( 0.0, 3.0, 2.0 ); + t.strictEqual( y, 0.0, 'returns expected value' ); + t.end(); +}); + +tape( 'if provided `p = 1`, the function returns `+Infinity`', opts, function test( t ) { + var y = quantile( 1.0, 3.0, 2.0 ); + t.strictEqual( y, PINF, 'returns expected value' ); + t.end(); +}); + +tape( 'the function evaluates the quantile function for `p` (matching R\'s implementation to the 3rd decimal place)', opts, function test( t ) { + var expected; + var r; + var v; + var i; + var p; + var y; + + expected = R_DATA.expected; + p = R_DATA.p; + r = R_DATA.r; + v = R_DATA.v; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[i], r[i], v[i] ); + t.strictEqual( roundn( y, -2 ), roundn( expected[i], -2 ), 'p: '+p[i]+', r: '+r[i]+', v: '+v[i]+', y: '+y+', expected: '+expected[i] ); + } + t.end(); +}); + +tape( 'the function evaluates the quantile function for `p` (matching Python\'s implementation to the 3rd decimal place)', opts, function test( t ) { + var expected; + var r; + var v; + var i; + var p; + var y; + + expected = PYTHON_DATA.expected; + p = PYTHON_DATA.p; + r = PYTHON_DATA.r; + v = PYTHON_DATA.v; + for ( i = 0; i < p.length; i++ ) { + y = quantile( p[i], r[i], v[i] ); + t.strictEqual( roundn( y, -2 ), roundn( expected[i], -2 ), 'p: '+p[i]+', r: '+r[i]+', v: '+v[i]+', y: '+y+', expected: '+expected[i] ); + } + t.end(); +});