CdfNormInv
CdfNormInv
Computes the inverse cumulative normal distribution function values of vector elements.
Syntax
IppStatus ippsCdfNormInv_32f_A11 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_32f_A21 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_32f_A24 (const Ipp32f*
pSrc
, Ipp32f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A26 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A50 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
IppStatus ippsCdfNormInv_64f_A53 (const Ipp64f*
pSrc
, Ipp64f*
pDst
, Ipp32s
len
);
Include Files
ippvm.h
Domain Dependencies
Headers:
ippcore.h
Libraries:
ippcore.lib
Parameters
- pSrc
- Pointer to the source vector.
- pDst
- Pointer to the destination vector.
- len
- Number of elements in the vectors.
Description
This function computes the inverse cumulative normal distribution function values of
pSrc
vector elements and stores the result in the corresponding element of pDst
.For single precision data:
function flavor
ippsCdfNormInv_32f_A11
guarantees 11 correctly rounded bits of significand, or at least 3 exact decimal digits;function flavor
ippsCdfNormInv_32f_A21
guarantees 21 correctly rounded bits of significand, or 4 ulps, or about 6 exact decimal digits;function flavor
ippsCdfNormInv_32f_A24
guarantees 24 correctly rounded bits of significand, including the implied bit, with the maximum guaranteed error within 1 ulp.For double precision data:
function flavor
ippsCdfNormInv_64f_A26
guarantees 26 correctly rounded bits of significand, or 6.7E+7 ulps, or approximately 8 exact decimal digits;function flavor
ippsCdfNormInv_64f_A50
guarantees 50 correctly rounded bits of significand, or 4 ulps, or approximately 15 exact decimal digits;function flavor
ippsCdfNormInv_64f_A53
guarantees 53 correctly rounded bits of significand, including the implied bit, with the maximum guaranteed error within 1 ulp.The computation is performed as follows:
pDst
[n] = CdfNormInv(pSrc
[n])0 ≤ n <
, where len
CdfNormInv(
, and x
) = CdfNorm-1
(x
)CdfNorm(
denotes the cumulative normal distribution function:x
)
The example
below shows how to use the function ippsCdfNormInv
.Return Values
- ippStsNoErr
- Indicates no error.
- ippStsNullPtrErr
- Indicates an error whenpSrcorpDstpointer isNULL.
- ippStsSizeErr
- Indicates an error whenlenis less than or equal to 0.
- ippStsDomain
- Indicates a warning that the argument is out of the function domain, that is, at least one ofpSrcelements is outside the function domain [0; 1].
- ippStsSingularity
- Indicates a warning that the argument is a singularity point, that is, at least one of the elements ofpSrcis equal to 0 or 1.
Using ippsCdfNormInv Function
IppStatus ippsCdfNormInv_32f_A24_sample(void)
{
const Ipp32f x[4] = {+0.085, +0.543, +1.809, +0.953};
Ipp32f y[4];
IppStatus st = ippsCdfNormInv_32f_A24( x, y, 4 );
printf(" ippsCdfNormInv_32f_A24:\n");
printf(" x = %+.3f %+.3f %+.3f %+.3f \n", x[0], x[1], x[2], x[3]);
printf(" y = %+.3f %+.3f %+.3f %+.3f \n", y[0], y[1], y[2], y[3]);
return st;
}
Output results:
ippsCdfNormInv_32f_A24:
x = +0.085 +0.543 +1.809 +0.953
y = -1.372 +0.108 +0.874 +1.675