cdfLaplaceInv#

Purpose#

Computes the Laplace inverse cumulative distribution function.

Format#

x = cdfLaplaceInv(p, loc, scale)#

Parameters:

p (NxK matrix, Nx1 vector or scalar) – Probabilities at which to compute the inverse of the Laplace cumulative distribution function. \(0 \lt p \lt 1\).
loc (NxK matrix, Nx1 vector or scalar) – Location parameter, ExE conformable with x.
scale (NxK matrix, Nx1 vector or scalar) – Scale parameter; ExE conformable with x. \(0 < scale\).

Returns:

x (NxK matrix, Nx1 vector or scalar) – each value of x is the value such that the Laplace cumulative distribution function with loc and scale evaluated at x is equal to the corresponding value of p.

Examples#

// Probabilities
p = {0.1, 0.25, 0.5, 0.75, 0.95};

// Location parameter
loc = 0;

// Scale parameter
scale = 3;

x = cdfLaplaceInv(p, loc, scale);
print "x =" x;

After the above code: