Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double InverseGaussianCDFInv(double p, double Mu, double Lambda); | Inverse Gaussian (Wald) percent point function (PPF, quantile / inverse CDF). |
| 2 | void InverseGaussianCDFInv(TDenseMtxVec *P, double Mu, double Lambda, TDenseMtxVec *Res); | Inverse Gaussian distribution PPF (vectorized). |
Overload 1: double InverseGaussianCDFInv(double p, double Mu, double Lambda);
Inverse Gaussian (Wald) percent point function (PPF, quantile / inverse CDF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on the closed interval [0,1]. |
| 2 | Mu | double | Distribution mean parameter. Mu must be a positive scalar (Mu>0). |
| 3 | Lambda | double | Distribution shape parameter. Lambda must be a positive scalar (Lambda>0). |
Returns: the value x such that InverseGaussianCDF(x,Mu,Lambda)=p. Computed by bisection of the CDF on [SQRTEPS, 1e8]. Probability p must lie on [0,1] and Mu, Lambda must both be positive, otherwise the result is NaN.
Remarks:
The percent point function is the inverse of the cumulative distribution function:
CDFInv(p | mu,lambda) = F^(-1)(p | mu,lambda) where F(x | mu,lambda) = p .
The inverse Gaussian CDF has no simple closed-form inverse; the result is obtained by numerically inverting the CDF with a bisection method (tolerance SQRTEPS). Returns NaN for p outside [0,1], Mu<=0 or Lambda<=0.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void InverseGaussianCDFInv(TDenseMtxVec *P, double Mu, double Lambda, TDenseMtxVec *Res);
Inverse Gaussian distribution PPF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | P | TDenseMtxVec * | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Mu | double | Defines distribution Mu parameter. Mu must be a positive scalar. |
| 3 | Lambda | double | Defines distribution Lambda parameter. Lambda must be a positive scalar. |
| 4 | Res | TDenseMtxVec * | After calculation stores the PPF calculated from P, Mu and Lambda. 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