invCDF

abstract fun invCDF(p: Double): Double

Provides the inverse cumulative distribution function for the distribution

While closed form solutions for the inverse cdf may not exist, numerical search methods can be used to solve F(X) = p.

Return

The inverse cdf evaluated at the supplied probability

Parameters

p

The probability to be evaluated for the inverse, p must be 0,1 or an IllegalArgumentException is thrown


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)