quantile

open override fun quantile(p: Double): Double(source)

Returns the quantile (inverse CDF) for the given probability p.

Uses the closed-form expression based on the tangent function. No iterative root-finding is needed.

the value x at which cdf(x) = p. Returns negative infinity for p = 0 and positive infinity for p = 1.

the cumulative probability, must be in [0, 1].