kstats-distributions/org.oremif.kstats.distributions/ChiSquaredDistribution/quantile

quantile

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

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

Uses Newton's method seeded with a Wilson-Hilferty normal approximation for degrees of freedom greater than 2, or the midpoint of the distribution for smaller values.

Return

the value x >= 0 such that cdf(x) = p.

Parameters

the cumulative probability, must be in 0, 1.