Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double GammaCDFInv(double p, double a, double b); | Gamma distribution inverse CDF (quantile / point percent function, PPF). |
| 2 | void GammaCDFInv(TDenseMtxVec *P, double A, double B, TDenseMtxVec *Res); | Gamma distribution PPF (vectorized). |
Overload 1: double GammaCDFInv(double p, double a, double b);
Gamma distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on the closed interval [0,1]. |
| 2 | a | double | Shape parameter, real value > 0. |
| 3 | b | double | Scale parameter, real value > 0. |
Returns: the value x with GammaCDF(x,a,b)=p for SHAPE parameter a and SCALE parameter b. Returns NAN when p < 0, p > 1, a <= 0 or b <= 0; returns 0 at p=0 and 1 at p=1.
Remarks:
Computes the inverse of the Gamma CDF (the quantile function)
inverse CDF(p| a,b ) = F^(-1)(p| a,b) , p(x)=CDF(x|a,b)
evaluated by a Newton-Raphson iteration on , where Gamma is the Math387::Gamma function. Domain: p in [0,1], a > 0, b > 0. Behaviour: returns 0 at p=0 and 1 at p=1; for invalid parameters or p not in [0,1] returns NAN.
See Also: Probabilities::GammaPDF, Probabilities::GammaCDF
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void GammaCDFInv(TDenseMtxVec *P, double A, double B, TDenseMtxVec *Res);
Gamma distribution PPF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | P | TDenseMtxVec * | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | A | double | Defines distribution scale parameter. A must be a positive scalar. |
| 3 | B | double | Defines distribution shape parameter. B must be a positive scalar. |
| 4 | Res | TDenseMtxVec * | After calculation stores the PPF calculated from P, A and B. 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