quantileAtLogit

protected fun quantileAtLogit(logit: Double): Double(source)

The value of the random variable at the cumulative probability with the supplied logit.

This reaches far further into the tails than the probability-based route, because a probability held in a double cannot recover its own logit near either endpoint. Moment integration uses this so a heavy-tailed semi-bounded metalog is integrated over the range its moment actually needs.