quantile

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

Computes the quantile (inverse CDF) for the given probability p using the inverse complementary error function.

Return

the value x at which cdf(x) = p. Returns mu for p = 0 and Double.POSITIVE_INFINITY for p = 1.

Parameters

p

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