.ModelicaTest.Math.Random.Internal.cdfInvNormal

Information

Implementation according to: Peter John Acklam. The relative error is less than 1e-9.

Interface

function cdfInvNormal
  extends Modelica.Icons.Function;
  input Real u(min = 0, max = 1) "Number in the range 0 <= u <= 1";
  output Real y "Quantile of 1/sqrt(2*pi) * exp(-x^2/2): y = sqrt(2)*erfinv(2*u-1)";
end cdfInvNormal;

Revisions

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