Exemplo n.º 1
0
 public double Quantile(Probability p)
 {
     if (p < 1e-9)
     {
         return(0);
     }
     if (p > 1 - 1e-9)
     {
         return(double.PositiveInfinity);
     }
     return(Exp(Mean + Constants.Sqrt2 * StandardDeviation * ErrorFunction.InverseValue(2 * p - 1)));
 }
        public void ErrorFunctionInverseValueTest(double x, double expectedValue)
        {
            double actualValue = ErrorFunction.InverseValue(x);

            Assert.Equal(expectedValue, actualValue, new AbsoluteEqualityComparer(4e-3));
        }
Exemplo n.º 3
0
 public double Quantile(Probability p) => Mean + StandardDeviation * Constants.Sqrt2 * ErrorFunction.InverseValue(2 * p - 1);