Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double ParetoCDFInv(double p, double a, double b); | Pareto distribution point percent function (PPF). |
| 2 | void ParetoCDFInv(TDenseMtxVec *P, double a, double b, TDenseMtxVec *Res); | Pareto distribution PPF (vectorized). |
Overload 1: double ParetoCDFInv(double p, double a, double b);
Pareto distribution point percent function (PPF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on closed interval [0,1]. |
| 2 | a | double | Distribution shape parameter, real positive value. |
| 3 | b | double | Distribution scale parameter (lower bound of the support), real positive value. |
Returns: the Pareto distribution point percent function (PPF) for probability p using the parameters a and b. p must lie in [0,1], otherwise the result is NAN; at p = 1 the result is +INF.
Remarks:
The inverse Pareto cumulative distribution function (quantile) is
CDF^(-1)(p| a,b)=b (1-p)^(-1/a), 0 <= p lt; 1
It is the solution x of CDF(x | a,b) = p. Domain: probability p in [0,1], a > 0, b > 0. At p = 1 the result is +INF. For p < 0 or p > 1 the result is NAN.
See Also: Probabilities::ParetoPDF, Probabilities::ParetoCDF
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void ParetoCDFInv(TDenseMtxVec *P, double a, double b, TDenseMtxVec *Res);
Pareto 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 | Distribution scale parameter, real positive value. |
| 3 | b | double | Distribution shape parameter, real positive value, smaller than x. |
| 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