Inverse of user-supplied cumulative distribution function.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class InverseCdf
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class InverseCdf
Visual C++
[SerializableAttribute]
public ref class InverseCdf

Remarks

Class InverseCdf evaluates the inverse of a continuous, strictly monotone function. Its most obvious use is in evaluating inverses of continuous distribution functions that can be defined by a user-supplied function, which implements the ICdfFunction interface. The inverse is computed using regula falsi and/or bisection, possibly with the Illinois modification (see Dahlquist and Bjorck 1974). A maximum of 100 iterations are performed.

Inheritance Hierarchy

System..::.Object
Imsl.Stat..::.InverseCdf

See Also