functionquantile

Quantile of uniform distribution

Extends from Modelica.Math.Distributions.Interfaces.partialQuantile (Common interface of quantile functions (= inverse cumulative distribution functions)).

Information

Syntax

Uniform.quantile(u, y_min=0, y_max=1);

Description

This function computes the inverse cumulative distribution function (= quantile) according to a uniform distribution in a band. Input argument u must be in the range:

0 ≤ u ≤ 1

The returned number y is in the range:

y_min ≤ y ≤ y_max

Plot of the function:

For more details, see Wikipedia.

Example

quantile(0.5)      // = 0.5
quantile(0.5,-1,1) // = 0

See also

Uniform.density, Uniform.cumulative.

Inputs

TypeNameDefaultDescription
Realu (from partialQuantile)Random number in the range 0 <= u <= 1
Realy_min0Lower limit of y
Realy_max1Upper limit of y

Outputs

TypeNameDefaultDescription
Realy (from partialQuantile)Random number u transformed according to the given distribution

Revisions

Date Description
June 22, 2015
DLR logo Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control