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