IMSL C# Numerical Library

InverseCdf.Eval Method 

Evaluates the inverse CDF function.

public double Eval(
   double p,
   double guess
);

Parameters

p
A double scalar value representing the point at which the inverse CDF is desired.
guess
A double scalar value representing an initial estimate of the inverse at p.

Return Value

A double scalar value representing the inverse of the CDF at the point p.

Remarks

Cdf(InverseCdf) is "close" to p.

Exceptions

Exception Type Condition
DidNotConvergeException is thrown if the interation to find the inverse of the CDF did not converge.

See Also

InverseCdf Class | Imsl.Stat Namespace