Probabilities::TriangularCDFInv Function

Overload List

#SignatureDescription
1double TriangularCDFInv(double p, double a, double b, double c);Triangular distribution point percent function (PPF).
2void TriangularCDFInv(TDenseMtxVec *P, double a, double b, double c, TDenseMtxVec *Res);Triangular distribution PPF (vectorized).

Overload 1: double TriangularCDFInv(double p, double a, double b, double c);

Triangular distribution point percent function (PPF).

#NameTypeDescription
1pdoubleProbability, real value on closed interval [0,1].
2adoubleLower bound, real value, smaller than b.
3bdoubleUpper bound, real value, greater than a.
4cdoubleMode (peak), real value on closed interval [a,b].

Returns: the Triangular distribution point percent function (PPF) for probability p using parameters a, b and c. Requires b > a, a <= c <= b and p in [0,1], otherwise the result is NAN.

Remarks:

With the transition probability t = (c - a)/(b - a), the inverse triangular cumulative distribution function (quantile) is

CDF^(-1)(p| a,b,c)={ a+sqrt(p (b-a)(c-a)),  if amp; 0 <= p <= t
                   { [6pt] b-sqrt((1-p) (b-a)(b-c)),  if amp; t

It is the solution x of TriangularCDF(x | a,b,c) = p. Domain: probability p in [0,1], b > a, a <= c <= b. For p outside [0,1] or invalid parameter ordering the result is NAN.

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

Overload 2: void TriangularCDFInv(TDenseMtxVec *P, double a, double b, double c, TDenseMtxVec *Res);

Triangular distribution PPF (vectorized).

#NameTypeDescription
1PTDenseMtxVec *Defines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2adoubleDistribution locagtion parameter, real value, smaller than parameter b.
3bdoubleDistribution scale parameter, real value, greater than parameter a.
4cdoubleDistribution shape parameter, real value on closed interval [a,b].
5ResTDenseMtxVec *After calculation stores the PPF calculated from P, a,b and c. 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