%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% 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
