inverseContinuousCDFViaBisection

fun inverseContinuousCDFViaBisection(cdf: CDFIfc, p: Double, ll: Double, ul: Double, initialX: Double = (ll + ul)/2.0): Double

Computes the inverse CDF by using the bisection method ll,ul must contain the desired value. The ll, ul are defined on the domain of the CDF, i.e. the x values

Return

the inverse of the CDF evaluated at p

Parameters

cdf

a reference to the cdf

p

must be in 0,1

ll

lower limit of search range, must be < ul

ul

upper limit of search range, must be > ll

initialX

an initial starting point that must be in ll,ul. Default value initial search point is (ll+ul)/2.0


fun inverseContinuousCDFViaBisection(cdf: CDFIfc, p: Double, interval: Interval, initialX: Double = interval.midPoint): Double

Computes the inverse CDF by using the bisection method. The interval ll,ul must contain the desired value ll, ul are defined on the domain of the CDF, i.e. the x values.

Return

the inverse of the CDF evaluated at p

Parameters

cdf

a reference to the cdf

p

must be in 0,1

interval
initialX

an initial starting point that must be in the interval. Default is the midpoint of the interval.