Name

nisp_expinv — Computes the Exponential quantile.

Calling Sequence

   x = nisp_expinv ( p )
   x = nisp_expinv ( p , lambda )
   
   

Parameters

p:

a matrix of doubles, the probability

lambda :

a matrix of doubles

x:

a matrix of doubles

Description

This function computes the Exponential Quantile.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Any optional input argument equal to the empty matrix will be set to its default value.

This function might be inaccurate when p is close to 1.

TODO : improve implementation (check inf, nan, etc...)

Examples

// Check the inversion
lambda=2;
x=3;
p = nisp_expcdf ( x , lambda ); // p = 0.9975212
x = nisp_expinv ( p , lambda ) // must be 3

   

Authors

Copyright (C) 2008-2011 - INRIA - Michael Baudin

Bibliography

Wikipedia, Exponential distribution function, http://en.wikipedia.org/wiki/Exponential_distribution