Overview  Package   Class  Use  Tree  Deprecated  Index  Help 
 PREV CLASS   NEXT CLASS FRAMES    NO FRAMES
SUMMARY:  INNER | FIELD | CONSTR | METHOD DETAIL:  FIELD | CONSTR | METHOD

com.kutsyy.util
Class CdfInv

java.lang.Object
  |
  +--com.kutsyy.util.CdfInv
public final class CdfInv
extends Object

Cdfinv class contains functions for computing inverses of cdf
Created by Vadim Kutsyy

Author:
Vadim Kutsyy

Constructor Summary
CdfInv()
           
 
Method Summary
static double nor(double p)
          Inverse of standart normal CDF.
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Constructor Detail

CdfInv

public CdfInv()
Method Detail

nor

public static double nor(double p)
Inverse of standart normal CDF. i.e. returns value x, such that int(f,-inf..x)=p PPND16, ALGORITHM AS241 APPL. STATIST. (1988) VOL. 37, NO. 3, 477-484.
Parameters:
p - double - probability
Returns:
double - value of x
Overview  Package   Class  Use  Tree  Deprecated  Index  Help 
 PREV CLASS   NEXT CLASS FRAMES    NO FRAMES
SUMMARY:  INNER | FIELD | CONSTR | METHOD DETAIL:  FIELD | CONSTR | METHOD