v?CdfNormInv
v?CdfNormInv
Computes the inverse cumulative normal distribution function values of vector elements.
Syntax
vsCdfNormInv
(
n
,
a
,
y
)
;
vsCdfNormInvI(n, a, inca, y, incy);
vmsCdfNormInv
(
n
,
a
,
y
,
mode
)
;
vmsCdfNormInvI(n, a, inca, y, incy, mode);
vdCdfNormInv
(
n
,
a
,
y
)
;
vdCdfNormInvI(n, a, inca, y, incy);
vmdCdfNormInv
(
n
,
a
,
y
,
mode
)
;
vmdCdfNormInvI(n, a, inca, y, incy, mode);
Include Files
- mkl.h
Input Parameters
Name | Type | Description |
|---|---|---|
n | const MKL_INT | Specifies the number of elements to be calculated. |
a | const float* for vsCdfNormInv , vmsCdfNormInv const double* for vdCdfNormInv , vmdCdfNormInv | Pointer to an array that contains the input vector a . |
inca , incy | const MKL_INT | Specifies increments for the elements of a and y . |
mode | const MKL_INT64 | Overrides global VM mode setting for this function call. See vmlSetMode for possible values and their description. |
Output Parameters
Name | Type | Description |
|---|---|---|
y | float* for vsCdfNormInv , vmsCdfNormInv double* for vdCdfNormInv , vmdCdfNormInv | Pointer to an array that contains 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:
where
CdfNorm(x)
denotes the cumulative normal distribution function.Useful relations:
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.Argument | Result | VM Error Status | Exception |
|---|---|---|---|
+0.5 | +0 | ||
+1 | + ∞ | VML_STATUS_SING | ZERODIVIDE |
-0 | - ∞ | VML_STATUS_SING | ZERODIVIDE |
+0 | - ∞ | VML_STATUS_SING | ZERODIVIDE |
X < -0 | QNAN | VML_STATUS_ERRDOM | INVALID |
X > +1 | QNAN | VML_STATUS_ERRDOM | INVALID |
+ ∞ | QNAN | VML_STATUS_ERRDOM | INVALID |
- ∞ | QNAN | VML_STATUS_ERRDOM | INVALID |
QNAN | QNAN | ||
SNAN | QNAN | INVALID |