Inverse of user-supplied cumulative distribution function.

For a list of all members of this type, see InverseCdf Members.

System.Object
   Imsl.Stat.InverseCdf

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Class InverseCdf evaluates the inverse of a continuous, strictly monotone function. Its most obvious use is in evaluating inverses of continuous distribution functions that can be defined by a user-supplied function, which implements the ICdfFunction interface. The inverse is computed using regula falsi and/or bisection, possibly with the Illinois modification (see Dahlquist and Bjorck 1974). A maximum of 100 iterations are performed.

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

See Also

InverseCdf Members | Imsl.Stat Namespace | Example

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