Transformed Kernel Density Distribution.Inverse Distribution Function Method
Evaluates an original-coordinate quantile by inverse-transforming a latent mixture quantile.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
C#
The quantile. NaN propagates. Values 0 and 1 return the support bounds. Interior results may round to finite support bounds or overflow on an unbounded side.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.9.0
public override double InverseDistributionFunction(
double probability
)Parameters
- probability Double
- A probability in [0,1].
Return Value
DoubleThe quantile. NaN propagates. Values 0 and 1 return the support bounds. Interior results may round to finite support bounds or overflow on an unbounded side.
Exceptions
| Argument | probability is outside [0,1]. |