cdfni¶

Purpose¶

Computes quantiles, or the inverse of the cdf of the Normal distribution.

x = cdfni(p)¶

Parameters: p (NxK real matrix) – Normal probability levels, \(0 <= p <= 1\).
Returns: x (NxK real matrix) – each value of x is the value such that the normal cumulative distribution function is equal to the corresponding value of p. cdfn(x) = p

print cdfni(0.75);

The code above will print

0.67448975

// Create 3x1 vector of probabilities
p = { 0.05, 0.5, 0.95 };

x = cdfni(p);

After the code above, x will equal

-1.6448536
 0.0000000
 1.6448536