IMSL C# Numerical Library

InverseCdf Constructor 

Constructor for the inverse of a user-supplied cummulative distribution function.

public InverseCdf(
   ICdfFunction cdf
);

Parameters

cdf
A ICdfFunction object that contains the user-supplied function to be inverted.

Remarks

The cdf function must be continuous and strictly monotone.

See Also

InverseCdf Class | Imsl.Stat Namespace