Probabilities::RayleighCDFInv Function

Overload List

#SignatureDescription
1double RayleighCDFInv(double p, double b);Rayleigh distribution point percent function (PPF).
2void RayleighCDFInv(TDenseMtxVec *P, double b, TDenseMtxVec *Res);Rayleigh distribution PPF (vectorized).

Overload 1: double RayleighCDFInv(double p, double b);

Rayleigh distribution point percent function (PPF).

#NameTypeDescription
1pdoubleProbability, real value on closed interval [0,1].
2bdoubleDistribution scale parameter, positive real value.

Returns: the Rayleigh distribution point percent function (PPF) for probability p using the parameter b. b must be positive and p must lie in [0,1], otherwise the result is NAN.

Remarks:

The inverse Rayleigh cumulative distribution function (quantile) is

CDF^(-1)(p| b)=b sqrt(-2ln(1-p))

It is the solution x of CDF(x | b) = p. Domain: probability p in [0,1], scale b > 0. At p = 1 the result is +INF. For p < 0, p > 1, or b <= 0 the result is NAN.

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

Overload 2: void RayleighCDFInv(TDenseMtxVec *P, double b, TDenseMtxVec *Res);

Rayleigh distribution PPF (vectorized).

#NameTypeDescription
1PTDenseMtxVec *Defines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2bdoubleDistribution parameter, positive real value.
3ResTDenseMtxVec *After calculation stores the PPF calculated from P 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