Inverse functions of the cumulative distribution functions and the inverse of the complement of the cumulative distribution functions for various distributions. The functions with the extension _quantile calculate the inverse of the _cdf function, the lower tail integral of the probability density function
while those with the _quantile_c extension calculate the inverse of the _cdf_c functions, the upper tail integral of the probability density function
These functions are defined in the header file Math/ProbFunc.h or in the global one including all statistical functions Math/DistFunc.h
NOTE: In the old releases (< 5.14) the _quantile functions were called _quant_inv and the _quantile_c functions were called _prob_inv. These names are currently kept for backward compatibility, but their usage is deprecated.
Inverse functions of the cumulative distribution functions and the inverse of the complement of the cumulative distribution functions for various distributions. The functions with the extension _quantile calculate the inverse of the _cdf function, the lower tail integral of the probability density function
while those with the _quantile_c extension calculate the inverse of the _cdf_c functions, the upper tail integral of the probability density function
The implementation used is that of GSL.
NOTE: In the old releases (< 5.14) the _quantile functions were called _quant_inv and the _quantile_c functions were called _prob_inv. These names are currently kept for backward compatibility, but their usage is deprecated.
Functions | |
double | ROOT::MathMore::chisquared_quantile (double z, double r) |
Re-implementation in MathMore of the Inverse ( | |
double | ROOT::MathMore::gamma_quantile (double z, double alpha, double theta) |
Re-implementation in MathMore of the Inverse ( | |
double | ROOT::Math::vavilov_accurate_quantile (double z, double kappa, double beta2) |
The inverse of the Vavilov cumulative probability density function. | |
double | ROOT::Math::vavilov_accurate_quantile_c (double z, double kappa, double beta2) |
The inverse of the complementary Vavilov cumulative probability density function. | |
double | ROOT::Math::vavilov_fast_quantile (double z, double kappa, double beta2) |
The inverse of the Vavilov cumulative probability density function. | |
double | ROOT::Math::vavilov_fast_quantile_c (double z, double kappa, double beta2) |
The inverse of the complementary Vavilov cumulative probability density function. | |
Quantile Functions from MathCore | |
The implementation is provided in MathCore and for the majority of the function comes from Cephes. | |
double | ROOT::Math::beta_quantile (double x, double a, double b) |
Inverse ( | |
double | ROOT::Math::beta_quantile_c (double x, double a, double b) |
Inverse ( | |
double | ROOT::Math::cauchy_quantile_c (double z, double b) |
Inverse ( | |
double | ROOT::Math::cauchy_quantile (double z, double b) |
Inverse ( | |
double | ROOT::Math::breitwigner_quantile_c (double z, double gamma) |
Inverse ( | |
double | ROOT::Math::breitwigner_quantile (double z, double gamma) |
Inverse ( | |
double | ROOT::Math::chisquared_quantile_c (double z, double r) |
Inverse ( | |
double | ROOT::Math::chisquared_quantile (double z, double r) |
Inverse ( | |
double | ROOT::Math::exponential_quantile_c (double z, double lambda) |
Inverse ( | |
double | ROOT::Math::exponential_quantile (double z, double lambda) |
Inverse ( | |
double | ROOT::Math::fdistribution_quantile (double z, double n, double m) |
Inverse ( | |
double | ROOT::Math::fdistribution_quantile_c (double z, double n, double m) |
Inverse ( | |
double | ROOT::Math::gamma_quantile_c (double z, double alpha, double theta) |
Inverse ( | |
double | ROOT::Math::gamma_quantile (double z, double alpha, double theta) |
Inverse ( | |
double | ROOT::Math::gaussian_quantile_c (double z, double sigma) |
Inverse ( | |
double | ROOT::Math::gaussian_quantile (double z, double sigma) |
Inverse ( | |
double | ROOT::Math::lognormal_quantile_c (double x, double m, double s) |
Inverse ( | |
double | ROOT::Math::lognormal_quantile (double x, double m, double s) |
Inverse ( | |
double | ROOT::Math::normal_quantile_c (double z, double sigma) |
Inverse ( | |
double | ROOT::Math::normal_quantile (double z, double sigma) |
Inverse ( | |
double | ROOT::Math::uniform_quantile_c (double z, double a, double b) |
Inverse ( | |
double | ROOT::Math::uniform_quantile (double z, double a, double b) |
Inverse ( | |
double | ROOT::Math::landau_quantile (double z, double xi=1) |
Inverse ( | |
double | ROOT::Math::landau_quantile_c (double z, double xi=1) |
Inverse ( | |
Quantile Functions from MathMore | |
The implementation used is that of GSL. | |
double | ROOT::Math::tdistribution_quantile_c (double z, double r) |
Inverse ( | |
double | ROOT::Math::tdistribution_quantile (double z, double r) |
Inverse ( | |
Inverse (
It is implemented using the function incbi from Cephes.
Definition at line 26 of file QuantFuncMathCore.cxx.
Inverse (
It is implemented using the function incbi from Cephes.
Definition at line 16 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It is evaluated using the same implementation of cauchy_quantile.
Definition at line 167 of file QuantFuncMathCore.h.
Inverse (
For detailed description see Mathworld. It is evaluated using the same implementation of cauchy_quantile_c.
Definition at line 145 of file QuantFuncMathCore.h.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 46 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld.
Definition at line 33 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It is implemented using chisquared_quantile_c, therefore is not very precise for small z. It is recommended to use the MathMore function (ROOT::MathMore::chisquared_quantile )implemented using GSL
Definition at line 67 of file QuantFuncMathCore.cxx.
Re-implementation in MathMore of the Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 31 of file QuantFuncMathMore.cxx.
Inverse (
For detailed description see Mathworld. It is implemented using the inverse of the incomplete complement gamma function, using the function igami from Cephes.
Definition at line 60 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld.
Definition at line 82 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld.
Definition at line 74 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It is implemented using the inverse of the incomplete beta function, function incbi from Cephes.
Definition at line 103 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It is implemented using the inverse of the incomplete beta function, function incbi from Cephes.
Definition at line 89 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It is implemented using chisquared_quantile_c, therefore is not very precise for small z. For this special cases it is recommended to use the MathMore function ROOT::MathMore::gamma_quantile implemented using GSL
Definition at line 118 of file QuantFuncMathCore.cxx.
Re-implementation in MathMore of the Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 38 of file QuantFuncMathMore.cxx.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL. It is implemented using the function igami taken from Cephes.
Definition at line 112 of file QuantFuncMathCore.cxx.
Inverse (
alternative name for same function
For detailed description see Mathworld. It can also be evaluated using normal_quantile which will call the same implementation. It is implemented using the function ROOT::Math::Cephes::ndtri taken from Cephes.
Definition at line 431 of file QuantFuncMathCore.h.
Inverse (
alternative name for same function
For detailed description see Mathworld. It can also be evaluated using normal_quantile_c which will call the same implementation.
Definition at line 406 of file QuantFuncMathCore.h.
Inverse (
For detailed description see K.S. Kölbig and B. Schorr, A program package for the Landau distribution, Computer Phys. Comm. 31 (1984) 97-111 [Erratum-ibid. 178 (2008) 972]. The same algorithms as in CERNLIB (RANLAN) is used.
z | The argument |
xi | The width parameter |
Definition at line 189 of file QuantFuncMathCore.cxx.
Inverse (
Implemented using landau_quantile
z | The argument |
xi | The width parameter |
Definition at line 396 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 151 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 143 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It can also be evaluated using gaussian_quantile which will call the same implementation. It is implemented using the function ROOT::Math::Cephes::ndtri taken from Cephes.
Definition at line 134 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. It can also be evaluated using gaussian_quantile_c which will call the same implementation. It is implemented using the function ROOT::Math::Cephes::ndtri taken from Cephes.
Definition at line 126 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 20 of file QuantFuncMathMore.cxx.
Inverse (
For detailed description see Mathworld. The implementation used is that of GSL.
Definition at line 12 of file QuantFuncMathMore.cxx.
Inverse (
For detailed description see Mathworld.
Definition at line 183 of file QuantFuncMathCore.cxx.
Inverse (
For detailed description see Mathworld.
Definition at line 175 of file QuantFuncMathCore.cxx.
The inverse of the Vavilov cumulative probability density function.
z | The argument |
kappa | The parameter |
beta2 | The parameter |
Definition at line 476 of file VavilovAccurate.cxx.
The inverse of the complementary Vavilov cumulative probability density function.
z | The argument |
kappa | The parameter |
beta2 | The parameter |
Definition at line 481 of file VavilovAccurate.cxx.
The inverse of the Vavilov cumulative probability density function.
z | The argument |
kappa | The parameter |
beta2 | The parameter |
Definition at line 592 of file VavilovFast.cxx.
The inverse of the complementary Vavilov cumulative probability density function.
z | The argument |
kappa | The parameter |
beta2 | The parameter |
Definition at line 597 of file VavilovFast.cxx.