Accord.Statistics.Distributions.Univariate.PowerLognormalDistribution.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 Math.Exp(Normal.Inverse(1.0 - Math.Pow(1.0 - p, 1.0 / power)) * sigma);
        }

Usage Example

        public void ConstructorTest1()
        {
            var plog = new PowerLognormalDistribution(power: 4.2, shape: 1.2);

            double cdf = plog.DistributionFunction(x: 1.4); // 0.98092157745191766
            double pdf = plog.ProbabilityDensityFunction(x: 1.4); // 0.046958580233533977
            double lpdf = plog.LogProbabilityDensityFunction(x: 1.4); // -3.0584893374471496

            double ccdf = plog.ComplementaryDistributionFunction(x: 1.4); // 0.019078422548082351
            double icdf = plog.InverseDistributionFunction(p: cdf); // 1.4

            double hf = plog.HazardFunction(x: 1.4); // 10.337649063164642
            double chf = plog.CumulativeHazardFunction(x: 1.4); // 3.9591972920568446

            string str = plog.ToString(CultureInfo.InvariantCulture); // PLD(x; p = 4.2, σ = 1.2)

            Assert.AreEqual(3.9591972920568446, chf);
            Assert.AreEqual(0.98092157745191766, cdf);
            Assert.AreEqual(0.046958580233533977, pdf);
            Assert.AreEqual(-3.0584893374471496, lpdf);
            Assert.AreEqual(10.337649063164642, hf);
            Assert.AreEqual(0.019078422548082351, ccdf);
            Assert.AreEqual(1.4000000000000001, icdf);
            Assert.AreEqual("PLD(x; p = 4.2, σ = 1.2)", str);
        }
All Usage Examples Of Accord.Statistics.Distributions.Univariate.PowerLognormalDistribution::InverseDistributionFunction