double NormalQuantile(double p);
Normal (Gaussian) quantile, the inverse of the standard normal CDF.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double |
Returns: z such that the standard normal CDF at z equals p.
Remarks:
Shares the ALGORITHM AS241 (PPND16) rational approximations with Math387::ErfInv, but takes the probability p directly. Prefer this over SQRT2*ErfInv(2*p-1): forming 2*p-1 caps the tail mass at an absolute 5.55E-17, which costs about 1.1E-12 relative accuracy at p=1E-6 and returns -MAXNUM for p below roughly 1E-17. Returns 0 outside 0 < p < 1.
See Also: Math387::ErfInv
Declared in Dew::Math::Units::Math387 · Dew.Math/Units.Math387.h · Cross-compiler