Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure GammaCDFInv(const P: TDenseMtxVec; A: Double; B: Double; const Res: TDenseMtxVec); | Gamma distribution PPF (vectorized). |
| 2 | function GammaCDFInv(p: Double; a: Double; b: Double): Double; | Gamma distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: procedure GammaCDFInv(const P: TDenseMtxVec; A: Double; B: Double; const Res: TDenseMtxVec);
Gamma distribution PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | A | Defines distribution scale parameter. A must be a positive scalar. |
| 3 | B | Defines distribution shape parameter. B must be a positive scalar. |
| 4 | Res | 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. |
Result: stored in self (calling object)
Overload 2: function GammaCDFInv(p: Double; a: Double; b: Double): Double;
Gamma distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | a | Shape parameter, real value > 0. |
| 3 | b | Scale parameter, real value > 0. |
Returns: Double - 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