InverseCdf Class |
Namespace: Imsl.Stat
The InverseCdf type exposes the following members.
Name | Description | |
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InverseCdf |
Constructor for the inverse of a user-supplied cummulative
distribution function.
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Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Eval |
Evaluates the inverse CDF function.
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Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |
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.