q_invfunct.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 10 行

function x= q_invfunct(Q)
% function x= q_invfunct(Q)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the inverse Q-function (Pr[X>x] for a std. Gaussian). 


x= erfinv(1-2*Q)*sqrt(2);