InverseCdf Class

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

C++

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[SerializableAttribute]
public class InverseCdf

<SerializableAttribute>
Public Class InverseCdf

[SerializableAttribute]
public ref class InverseCdf

[<SerializableAttribute>]
type InverseCdf =  class end

The InverseCdf type exposes the following members.

Constructors

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

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Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object.)
	Eval	Evaluates the inverse CDF function.
	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.)

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Properties

	Name	Description
	Tolerance	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.

Reference

Imsl.Stat Namespace

Other Resources

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