Probabilities::ExpCDFInv Function

Overload List

#SignatureDescription
1double ExpCDFInv(double p, double Mu);Exponential distribution inverse CDF (quantile / point percent function, PPF).
2void ExpCDFInv(TDenseMtxVec *P, double Mu, TDenseMtxVec *Res);Exponential PPF (vectorized).

Overload 1: double ExpCDFInv(double p, double Mu);

Exponential distribution inverse CDF (quantile / point percent function, PPF).

#NameTypeDescription
1pdoubleProbability, real value on the closed interval [0,1].
2MudoubleScale parameter (= the distribution mean), real value > 0.

Returns: 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 Probabilities::ExpPDF/Probabilities::ExpCDF, the inverse returns NAN -- not 0 -- on invalid parameters.)

See Also: Probabilities::ExpCDF, Probabilities::ExpPDF
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void ExpCDFInv(TDenseMtxVec *P, double Mu, TDenseMtxVec *Res);

Exponential PPF (vectorized).

#NameTypeDescription
1PTDenseMtxVec *Defines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2MudoubleDefines distribution rate parameter. Mu must be a positive scalar.
3ResTDenseMtxVec *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.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler