functioncdfInvNormal
Quantile (inverse cumulative distribution function) of the normal distribution with a precision of about 1e-9
Extends from Modelica.Icons.Function (Icon for functions).
Information
Implementation according to: Peter John Acklam. The relative error is less than 1e-9.
Inputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | u | Number in the range 0 <= u <= 1 |
Outputs
| Type | Name | Default | Description |
|---|---|---|---|
| Real | y | Quantile of 1/sqrt(2*pi) * exp(-x^2/2): y = sqrt(2)*erfinv(2*u-1) |
Revisions
| Date | Description | ||
|---|---|---|---|
| June 22, 2015 |
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