Probabilities.PowerCDFInv Method

Overload List

#SignatureDescription
1void PowerCDFInv(TDenseMtxVec P, Double alpha, Double beta, TDenseMtxVec Res)Power distribution PPF (vectorized).
2Double PowerCDFInv(Double p, Double alpha, Double beta)Power distribution point percent function (PPF).

Overload 1: void PowerCDFInv(TDenseMtxVec P, Double alpha, Double beta, TDenseMtxVec Res)

Power distribution PPF (vectorized).

#NameDescription
1PDefines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2alphaDistribution shape parameter, real positive value..
3betaDistribution scale parameter, positive real number.
4ResAfter calculation stores the PPF calculated from P, alpha and beta. 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 PowerCDFInv(Double p, Double alpha, Double beta)

Power distribution point percent function (PPF).

#NameDescription
1pProbability, real value on closed interval [0,1].
2alphaDistribution shape parameter, real positive value.
3betaDistribution scale parameter, positive real value.

Returns: Double - the Power distribution point percent function (PPF) for probability p using the parameters alpha and beta. p must lie in [0,1] and alpha, beta must be positive, otherwise the result is NAN.

Remarks:

The inverse power-function cumulative distribution function (quantile) is

CDF^(-1)(p| alpha,beta)=1/beta exp((ln p)/alpha)=(p^(1/alpha))/beta

Domain: probability p in [0,1], alpha > 0, beta > 0; p = 0 maps to 0. For p < 0, p > 1, or non-positive alpha or beta the result is NAN.

See Also: Probabilities.PowerPDF, Probabilities.PowerCDF