Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure StudentCDFInv(const P: TDenseMtxVec; Nu: Integer; const Res: TDenseMtxVec); | Student(T) distribution PPF (vectorized). |
| 2 | function StudentCDFInv(p: Double; Nu: Integer): Double; | Student's t distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: procedure StudentCDFInv(const P: TDenseMtxVec; Nu: Integer; const Res: TDenseMtxVec);
Student(T) distribution PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Nu | Defines distribution degrees of freedom, positive integer. |
| 3 | Res | After calculation stores the PPF calculated from P and Nz. 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 StudentCDFInv(p: Double; Nu: Integer): Double;
Student's t distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | Nu | Degrees of freedom, integer >= 1. |
Returns: Double - the value x with StudentCDF(x,Nu)=p with Nu degrees of freedom. Returns NAN when Nu < 1, p < 0 or p > 1; returns -INF at p=0 and +INF at p=1.
Remarks:
Computes the inverse of the Student's t CDF (the quantile function)
inverse CDF(p| nu) = F^(-1)(p| nu ) , p(x)=CDF(x|nu)
via the beta quantile (and tan(pi(p-1/2)) for nu=1). The quantile is symmetric: F^(-1)(p)=-F^(-1)(1-p). Domain: p in [0,1], integer nu >= 1. Behaviour: returns -inf at p=0 and +inf at p=1; for nu < 1 or p not in [0,1] returns NAN.
See Also: Probabilities.StudentPDF, Probabilities.StudentCDF