The OpenD Programming Language

generalizedParetoInvCDF

Computes the generalized pareto inverse cumulative distribution function (InvCDF).

@safe pure nothrow @nogc
T
generalizedParetoInvCDF
(
T
)
(
const T p
,
const T mu
,
const T sigma
,
const T xi
)
if (
isFloatingPoint!T
)

Parameters

p T

value to evaluate InvCDF

mu T

location parameter

sigma T

scale parameter

xi T

shape parameter

Examples

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;    

See Also

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