view m-toolbox/classes/+utils/@math/Norminv.m @ 39:11e3ed9d2115
database-connection-manager
Implement databases listing in database connection dialog
author
Daniele Nicolodi <nicolodi@science.unitn.it>
date
Mon, 05 Dec 2011 16:20:06 +0100 (2011-12-05)
parents
f0afece42f48
children
line source
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % Compute inverse of the Normal cumulative distribution function
+ − %
+ − % CALL
+ − %
+ − % x = Norminv(p,mu,sigma);
+ − %
+ − %
+ − % INPUT
+ − %
+ − % - p, probability
+ − % - mu, distribution mean
+ − % - sigma, distribution standard deviation
+ − %
+ − % References:
+ − % [1] M. Abramowitz and I. A. Stegun, "Handbook of Mathematical
+ − % Functions", Government Printing Office, 1964, 26.2.
+ − %
+ − %
+ − % L Ferraioli 14-02-2011
+ − %
+ − % $Id: Norminv.m,v 1.1 2011/02/14 16:08:25 luigi Exp $
+ − %
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − function x = Norminv(p,mu,sigma)
+ −
+ − xt = -sqrt(2).*erfcinv(2*p);
+ − x = sigma.*xt + mu;
+ −
+ − end