quantile

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

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

Computed as xm * (1-p)^(-1/α). Returns scale for p=0 and +∞ for p=1.

Return

the value x at which cdf(x) = p.

Parameters

p

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