// Now comes a whole lot of code just to invert the Gamma CDF, which is a major pain!
// The probit function is the inverse CDF of the standard normal distribution
// Since Gamma becomes approximately normal for large shape parameters, this is useful
// in that regime
private static double ApproximateProbit(double P)
{
if (P < 0.1)
{
return(-Global.SqrtTwo * AdvancedMath.ApproximateInverseErfc(2.0 * P));
}
else if (P < 0.9)
{
return(Global.SqrtTwo * AdvancedMath.ApproximateInverseErf(2.0 * P - 1.0));
}
else
{
return(Global.SqrtTwo * AdvancedMath.ApproximateInverseErfc(2.0 * (1.0 - P)));
}
}
