quantile

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

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

Uses the inverse of the piecewise quadratic CDF. For p <= (c - a) / (b - a), the result is computed from the left segment; otherwise, from the right segment.

Return

the value x at which cdf(x) = p. Returns a for p = 0 and b for p = 1.

Parameters

p

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