Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

v?CdfNormInv

Computes the inverse cumulative normal distribution function values of vector elements.

Syntax

call vscdfnorminv
(
n
,
a
,
y
)
call vscdfnorminvi(n, a, inca, y, incy)
call vmscdfnorminv
(
n
,
a
,
y
,
mode
)
call vmscdfnorminvi(n, a, inca, y, incy, mode)
call vdcdfnorminv
(
n
,
a
,
y
)
call vdcdfnorminvi(n, a, inca, y, incy)
call vmdcdfnorminv
(
n
,
a
,
y
,
mode
)
call vmdcdfnorminvi(n, a, inca, y, incy, mode)
Include Files
  • mkl_vml.f90
Input Parameters
Name
Type
Description
n
INTEGER
,
INTENT(IN)
Specifies the number of elements to be calculated.
a
DOUBLE PRECISION
for
vdcdfnorminv
,
vmdcdfnorminv
REAL
,
INTENT(IN)
for
vscdfnorminv
,
vmscdfnorminv
DOUBLE PRECISION
,
INTENT(IN)
for
vdcdfnorminv
,
vmdcdfnorminv
Array that specifies the input vector
a
.
inca
,
incy
INTEGER, INTENT(IN)
Specifies increments for the elements of
a
and
y
.
mode
INTEGER(KIND=8)
,
INTENT(IN)
Overrides global VM mode setting for this function call. See
vmlSetMode
for possible values and their description.
Output Parameters
Name
Type
Description
y
DOUBLE PRECISION
for
vdcdfnorminv
,
vmdcdfnorminv
REAL
,
INTENT(OUT)
for
vscdfnorminv
,
vmscdfnorminv
DOUBLE PRECISION
,
INTENT(OUT)
for
vdcdfnorminv
,
vmdcdfnorminv
Array that specifies the output vector
y
.
Description
The
CdfNormInv
function computes the inverse cumulative normal distribution function values for elements of the input vector
a
and writes them to the output vector
y
.
The inverse cumulative normal distribution function is defined as given by:
Equation
where
CdfNorm(x)
denotes the cumulative normal distribution function.
Useful relations:
Sparse Matrices That Can be Solved With PARDISO
where
erfinv(x)
denotes the inverse error function and
erfcinv(x)
denotes the inverse complementary error functions.
See also Figure
"ErfInv Family Functions Relationship"
in
ErfInv
function description for
CdfNormInv
function relationship with the other functions of
ErfInv
family.
Special Values for Real Function
v?CdfNormInv(x)
Argument
Result
VM Error Status
Exception
+0.5
+0
 
 
+1
+
VML_STATUS_SING
ZERODIVIDE
-0
-
VML_STATUS_SING
ZERODIVIDE
+0
-
VML_STATUS_SING
ZERODIVIDE