import mir.test: shouldApprox; 0.0.generalizedParetoInvCDF(1, 1, 0.5).shouldApprox == 1; 0.5555556.generalizedParetoInvCDF(1, 1, 0.5).shouldApprox == 2; 0.273975.generalizedParetoInvCDF(2, 3, 0.25).shouldApprox == 3; 0.6321206.generalizedParetoInvCDF(2, 3, 0).shouldApprox == 5;
Computes the generalized pareto inverse cumulative distribution function (InvCDF).