Name
nisp_expinv — Computes the Exponential Quantile.
Calling Sequence
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.
This function is vectorized but all the input arguments must have the same size.
This function might be inaccurate when p is close to 1.
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