Overload List
| # | Signature | Description |
|---|---|---|
| 1 | void ExpCDFInv(TDenseMtxVec P, Double Mu, TDenseMtxVec Res) | Exponential PPF (vectorized). |
| 2 | Double ExpCDFInv(Double p, Double Mu) | Exponential distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: void ExpCDFInv(TDenseMtxVec P, Double Mu, TDenseMtxVec Res)
Exponential PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Mu | Defines distribution rate parameter. Mu must be a positive scalar. |
| 3 | Res | After calculation stores the PPF calculated from P and Mu. 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 ExpCDFInv(Double p, Double Mu)
Exponential distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | Mu | Scale parameter (= the distribution mean), real value > 0. |
Returns: Double - the value x with ExpCDF(x,Mu)=p for scale (mean) Mu. Returns NAN when Mu <= 0, p < 0 or p > 1; returns 0 at p=0.
Remarks:
Computes the inverse of the exponential CDF (the quantile function)
inverse CDF(p|mu)=-mu ln (1-p)
Domain: p in [0,1], mu > 0. Behaviour: returns 0 at p=0; for mu <= 0 or p not in [0,1] returns NAN. (Unlike Dew.Math.Units.Probabilities.ExpPDF/Dew.Math.Units.Probabilities.ExpCDF, the inverse returns NAN -- not 0 -- on invalid parameters.)
See Also: Probabilities.ExpCDF, Probabilities.ExpPDF