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SkewedGeneralizedTInvCDF Method

Computes the inverse of the cumulative distribution function (InvCDF) for the distribution at the given probability. This is also known as the quantile or percent point function.

Namespace: Altaxo.Calc.Distributions
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3261.0 (4.8.3261.0)
Syntax
C#
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public static double InvCDF(
	double location,
	double scale,
	double skew,
	double p,
	double q,
	double pr
)

Parameters

location  Double
The location (μ) of the distribution.
scale  Double
The scale (σ) of the distribution. Range: σ > 0.
skew  Double
The skew, 1 > λ > -1
p  Double
First parameter that controls kurtosis. Range: p > 0
q  Double
Second parameter that controls kurtosis. Range: q > 0
pr  Double
The location at which to compute the inverse cumulative density.

Return Value

Double
the inverse cumulative density at p.
See Also