public static double QuantileCCDF(double q, double alpha)
{
if (q == 0.5)
{
return(0);
}
double xguess = Math.Exp(2 / alpha); // guess value for a nearly constant p value in dependence of alpha
double x0, x1;
if (q > 0.5)
{
x0 = -xguess;
x1 = 0;
}
else
{
x0 = 0;
x1 = xguess;
}
object tempStorage = null;
if (QuickRootFinding.BracketRootByExtensionOnly(delegate(double x)
{ return(CCDF(x, alpha, ref tempStorage, DefaultPrecision) - q); }, 0, ref x0, ref x1))
{
if (null == QuickRootFinding.ByBrentsAlgorithm(delegate(double x)
{ return(CCDF(x, alpha, ref tempStorage, DefaultPrecision) - q); }, x0, x1, 0, DoubleConstants.DBL_EPSILON, out var root))
{
return(root);
}
}
return(double.NaN);
}
public static double Quantile(double p, double alpha, double beta, double abe, ref object tempStorage, double precision)
{
double xguess = Math.Exp(2 / alpha); // guess value for a nearly constant p value in dependence of alpha
double x0 = -xguess;
double x1 = xguess;
object temp = tempStorage;
double root = double.NaN;
if (QuickRootFinding.BracketRootByExtensionOnly(delegate(double x)
{ return(CDF(x, alpha, beta, abe, 1, 0, ref temp, DefaultPrecision) - p); }, 0, ref x0, ref x1))
{
if (null != QuickRootFinding.ByBrentsAlgorithm(delegate(double x)
{ return(CDF(x, alpha, beta, abe, 1, 0, ref temp, DefaultPrecision) - p); }, x0, x1, 0, DoubleConstants.DBL_EPSILON, out root))
{
root = double.NaN;
}
}
tempStorage = temp;
return(root);
}
