Package com.singularsys.extensions.statistical.distributions

Class NormalInverse

java.lang.Object

com.singularsys.jep.functions.PostfixMathCommand

com.singularsys.jep.functions.NaryFunction

com.singularsys.extensions.statistical.distributions.NormalInverse

All Implemented Interfaces:

PostfixMathCommandI, Serializable

public class NormalInverse
extends NaryFunction

Inverse Normal distribution. NormalInverse(p, mu, sigma) returns the value x such that the cumulative distribution function of the normal distribution with mean mu and standard deviation sigma evaluated at x is equal to p. Accurate to about 7 digits. References Wikipedia Approximating the erfinv function by Mike Giles.

Author:

rich

See Also:

• Serialized Form

Field Summary

Fields inherited from class com.singularsys.jep.functions.PostfixMathCommand

curNumberOfParameters, description, name, NaN, numberOfParameters

Constructor Summary

Constructors

Constructor	Description
NormalInverse()

Method Summary

Modifier and Type	Method	Description
Object	eval(Object[] args)	Evaluate the function
static double	icdf(double p, double mu, double sd)
static double	ierf(double x)
static double	ierfCen(double x)
static double	iscdf(double z)

Methods inherited from class com.singularsys.jep.functions.NaryFunction

run

Methods inherited from class com.singularsys.jep.functions.PostfixMathCommand

asArray, asBool, asDouble, asInt, asLong, asStrictInt, asString, asType, checkNumberOfParameters, getDescription, getDescription, getDescriptionWithType, getName, getNumberOfParameters, setCurNumberOfParameters, setDescription, setName, toString, toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details

NormalInverse

public NormalInverse()

Method Details

eval

public Object eval(Object[] args)
            throws EvaluationException

Description copied from class: NaryFunction

Evaluate the function

Specified by:

eval in class NaryFunction

Parameters:

args - arguments to the function

Returns:

value returned by the function

Throws:

EvaluationException - if the calculation cannot be performed

ierf

public static double ierf(double x)

ierfCen

public static double ierfCen(double x)

iscdf

public static double iscdf(double z)

icdf

public static double icdf(double p,
 double mu,
 double sd)