Accord.Statistics.Distributions.Univariate.LogisticDistribution.InverseDistributionFunction C# (CSharp) Method

InverseDistributionFunction() public method

Gets the inverse of the cumulative distribution function (icdf) for this distribution evaluated at probability p. This function is also known as the Quantile function.
public InverseDistributionFunction ( double p ) : double
p double A probability value between 0 and 1.
return double
        public override double InverseDistributionFunction(double p)
        {
            return mu + s * Math.Log(p / (1 - p));
        }

Usage Example

        public void ConstructorTest1()
        {
            var log = new LogisticDistribution(location: 0.42, scale: 1.2);

            double mean = log.Mean;     // 0.42
            double median = log.Median; // 0.42
            double mode = log.Mode;     // 0.42
            double var = log.Variance;  // 4.737410112522892

            double cdf = log.DistributionFunction(x: 1.4); // 0.693528308197921
            double pdf = log.ProbabilityDensityFunction(x: 1.4); // 0.17712232827170876
            double lpdf = log.LogProbabilityDensityFunction(x: 1.4); // -1.7309146649427332

            double ccdf = log.ComplementaryDistributionFunction(x: 1.4); // 0.306471691802079
            double icdf = log.InverseDistributionFunction(p: cdf); // 1.3999999999999997

            double hf = log.HazardFunction(x: 1.4); // 0.57794025683160088
            double chf = log.CumulativeHazardFunction(x: 1.4); // 1.1826298874077226

            string str = log.ToString(CultureInfo.InvariantCulture); // Logistic(x; μ = 0.42, scale = 1.2)

            Assert.AreEqual(0.41999999999999998, mean);
            Assert.AreEqual(0.41999999999999998, median);
            Assert.AreEqual(4.737410112522892, var);
            Assert.AreEqual(1.1826298874077226, chf);
            Assert.AreEqual(0.693528308197921, cdf);
            Assert.AreEqual(0.17712232827170876, pdf);
            Assert.AreEqual(-1.7309146649427332, lpdf);
            Assert.AreEqual(0.57794025683160088, hf);
            Assert.AreEqual(0.306471691802079, ccdf);
            Assert.AreEqual(1.3999999999999997, icdf);
            Assert.AreEqual("Logistic(x; μ = 0.42, scale = 1.2)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.LogisticDistribution::InverseDistributionFunction