Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void ErlangCDFInv(TDenseMtxVec P, Int32 k, Double Lambda, TDenseMtxVec Res) | Erlang PPF (vectorized). |
| 2 | Double ErlangCDFInv(Double p, Int32 k, Double Lambda) | Erlang distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: void ErlangCDFInv(TDenseMtxVec P, Int32 k, Double Lambda, TDenseMtxVec Res)
Erlang PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | k | Defines distribution shape parameter. k must be a positive integer. |
| 3 | Lambda | Defines distribution rate parameter. Lambda must be a positive value. |
| 4 | Res | After calculation stores the PPF calculated from P, k and Lambda. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P. |
Result: stored in self (calling object)
Overload 2: Double ErlangCDFInv(Double p, Int32 k, Double Lambda)
Erlang distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | k | Shape parameter, integer > 0. |
| 3 | Lambda | Rate parameter, real value > 0. |
Returns: Double - the value x with ErlangCDF(x,k,Lambda)=p. Returns NAN when p < 0, p > 1 or Lambda <= 0.
Remarks:
Computes the inverse of the Erlang CDF (the quantile function)
inverse CDF(p| k,lambda ) = F^(-1)(p| k,lambda) , p(x)=CDF(x| k,lambda)
via the equivalent Gamma quantile GammaCDFInv(p, k, 1/Lambda). Domain: p in [0,1], integer k > 0, lambda > 0. If p not in [0,1] or lambda <= 0 the result is NAN.
See Also: Probabilities.ErlangPDF, Probabilities.ErlangCDF