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annotate m-toolbox/classes/+utils/@math/Norminv.m @ 24:056f8e1e995e database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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3 % Compute inverse of the Normal cumulative distribution function
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % CALL
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6 %
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7 % x = Norminv(p,mu,sigma);
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8 %
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9 %
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10 % INPUT
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11 %
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12 % - p, probability
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13 % - mu, distribution mean
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14 % - sigma, distribution standard deviation
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15 %
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16 % References:
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17 % [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
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18 % Functions", Government Printing Office, 1964, 26.2.
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19 %
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20 %
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21 % L Ferraioli 14-02-2011
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22 %
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23 % $Id: Norminv.m,v 1.1 2011/02/14 16:08:25 luigi Exp $
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24 %
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25 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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26 function x = Norminv(p,mu,sigma)
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27
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28 xt = -sqrt(2).*erfcinv(2*p);
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29 x = sigma.*xt + mu;
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30
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31 end