stdn_inv.m

来自「计量工具箱」· M 代码 · 共 20 行

function ninv = stdn_inv (x)  
% PURPOSE: computes the quantile (inverse of the CDF) 
%          for each component of x with mean 0, variance 1
%---------------------------------------------------
% USAGE: ninv = stdn_inv(x)
% where: x = variable vector (nx1)
%---------------------------------------------------
% RETURNS: ninv = (nx1) vector containing quantiles at each x-element
%---------------------------------------------------

% Written by KH ([e-mail]) 
% Converted to MATLAB by JP LeSage, [e-mail]
  
  if (nargin ~= 1)
    error ('Wrong # of arguments to stdn_inv');
  end
  
  ninv = sqrt(2) * erfinv(2 * x - 1);