KSLCore/ksl.utilities.distributions/InverseCDFIfc

InverseCDFIfc

fun interface InverseCDFIfc

Provides the inverse cumulative distribution function interface for a CDF

Author

rossetti

Inheritors

Functions

Link copied to clipboard
abstract fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

open fun invCDF(probabilities: DoubleArray): DoubleArray

Computes x_p where P(X <= x_p) = p for the supplied array of probabilities. Requires that the values within the supplied array are in (0,1)