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InverseCdf Class
Inverse of user-supplied cumulative distribution function.
Inheritance Hierarchy
SystemObject
  Imsl.StatInverseCdf

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
[SerializableAttribute]
public class InverseCdf

The InverseCdf type exposes the following members.

Constructors
  NameDescription
Public methodInverseCdf
Constructor for the inverse of a user-supplied cummulative distribution function.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodEval
Evaluates the inverse CDF function.
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Properties
  NameDescription
Public propertyTolerance
The tolerance to be used as the convergence criterion.
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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.

See Also

Reference

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