/// <summary> /// Returns the <see cref="T:System.Double" /> inverse of the standard normal cumulative distribution. /// </summary> /// <param name="args"><para> /// The args contains 1 item: probability. /// </para> /// <para> /// Probability is a probability corresponding to the normal distribution. /// </para></param> /// <returns> /// A <see cref="T:System.Double" /> value that indicates the evaluate result. /// </returns> public override object Evaluate(object[] args) { double num; base.CheckArgumentsLength(args); if (!CalcConvert.TryToDouble(args[0], out num, true)) { return(CalcErrors.Value); } if ((num < 0.0) || (1.0 < num)) { return(CalcErrors.Number); } CalcBuiltinFunction function = new CalcNormInvFunction(); return(function.Evaluate(new object[] { (double)num, (double)0.0, (double)1.0 })); }
/// <summary> /// Returns the <see cref="T:System.Double" /> inverse of the gamma cumulative distribution. /// </summary> /// <param name="args"><para> /// The args contains 3 items: probability, alpha, beta. /// </para> /// <para> /// Probability is the probability associated with the gamma distribution. /// </para> /// <para> /// Alpha is a parameter to the distribution. /// </para> /// <para> /// Beta is a parameter to the distribution. If beta = 1, GAMMAINV returns the standard gamma distribution. /// </para></param> /// <returns> /// A <see cref="T:System.Double" /> value that indicates the evaluate result. /// </returns> public override object Evaluate(object[] args) { double num; double num2; double num3; double num42; double num45; double num47; double num49; double num50; double num57; base.CheckArgumentsLength(args); if ((!CalcConvert.TryToDouble(args[0], out num, true) || !CalcConvert.TryToDouble(args[1], out num2, true)) || !CalcConvert.TryToDouble(args[2], out num3, true)) { return(CalcErrors.Value); } double num4 = 4.67; double num5 = 6.66; double num6 = 6.73; double num7 = 13.32; double num8 = 60.0; double num9 = 70.0; double num10 = 84.0; double num11 = 105.0; double num12 = 120.0; double num13 = 127.0; double num14 = 140.0; double num15 = 1175.0; double num16 = 210.0; double num17 = 252.0; double num18 = 2264.0; double num19 = 294.0; double num20 = 346.0; double num21 = 420.0; double num22 = 462.0; double num23 = 606.0; double num24 = 672.0; double num25 = 707.0; double num26 = 735.0; double num27 = 889.0; double num28 = 932.0; double num29 = 966.0; double num30 = 1141.0; double num31 = 1182.0; double num32 = 1278.0; double num33 = 1740.0; double num34 = 2520.0; double num35 = 5040.0; double num36 = 5E-07; double num37 = 0.01; double num38 = 5E-07; double num39 = 20.0; double num40 = 2E-06; double num41 = 0.999998; if (((num < 0.0) || (1.0 < num)) || ((num2 <= 0.0) || (num3 <= 0.0))) { return(CalcErrors.Number); } if (num < num40) { return((double)0.0); } if (num > num41) { return((double)double.MaxValue); } double num48 = 2.0 * num2; double num44 = num2 - 1.0; object obj2 = new CalcGammaLnFunction().Evaluate(new object[] { (double)num2 }); if (obj2 is CalcError) { return(obj2); } double num46 = (double)((double)obj2); if (num48 < (-1.24 * Math.Log(num))) { num45 = Math.Pow((num * num2) * Math.Exp(num46 + (num2 * 0.69314718055994529)), 1.0 / num2); if (num45 < num36) { return((double)double.NaN); } } else if (num48 > 0.32) { obj2 = new CalcNormInvFunction().Evaluate(new object[] { (double)num, (double)0.0, (double)1.0 }); if (obj2 is CalcError) { return(obj2); } double num58 = (double)((double)obj2); num47 = 0.222222 / num48; num45 = num48 * Math.Pow(((num58 * Math.Sqrt(num47)) + 1.0) - num47, 3.0); if (num45 > ((2.2 * num48) + 6.0)) { num45 = -2.0 * ((Math.Log(1.0 - num) - (num44 * Math.Log(0.5 * num45))) + num46); } } else { num45 = 0.4; num42 = (Math.Log(1.0 - num) + num46) + (num44 * 0.69314718055994529); do { num50 = num45; num47 = 1.0 + (num45 * (num4 + num45)); num49 = num45 * (num6 + (num45 * (num5 + num45))); num57 = (-0.5 + ((num4 + (2.0 * num45)) / num47)) - ((num6 + (num45 * (num7 + (3.0 * num45)))) / num49); num45 -= (1.0 - ((Math.Exp(num42 + (0.5 * num45)) * num49) / num47)) / num57; }while (Math.Abs((double)((num50 / num45) - 1.0)) > num37); } for (int i = 1; i <= num39; i++) { num50 = num45; num47 = 0.5 * num45; obj2 = new CalcGammaDistFunction().Evaluate(new object[] { (double)num47, (double)num2, (double)1.0, (bool)true }); if (obj2 is CalcError) { return(obj2); } num49 = num - ((double)obj2); num57 = num49 * Math.Exp((((num2 * 0.69314718055994529) + num46) + num47) - (num44 * Math.Log(num45))); double num43 = num57 / num45; num42 = (0.5 * num57) - (num43 * num44); double num51 = (num16 + (num42 * (num14 + (num42 * (num11 + (num42 * (num10 + (num42 * (num9 + (num8 * num42)))))))))) / num21; double num52 = (num21 + (num42 * (num26 + (num42 * (num29 + (num42 * (num30 + (num32 * num42)))))))) / num34; double num53 = (num16 + (num42 * (num22 + (num42 * (num25 + (num28 * num42)))))) / num34; double num54 = ((num17 + (num42 * (num24 + (num31 * num42)))) + (num44 * (num19 + (num42 * (num27 + (num33 * num42)))))) / num35; double num55 = ((num10 + (num18 * num42)) + (num44 * (num15 + (num23 * num42)))) / num34; double num56 = (num12 + (num44 * (num20 + (num13 * num44)))) / num35; num45 += num57 * ((1.0 + ((0.5 * num57) * num51)) - ((num43 * num44) * (num51 - (num43 * (num52 - (num43 * (num53 - (num43 * (num54 - (num43 * (num55 - (num43 * num56)))))))))))); if (Math.Abs((double)((num50 / num45) - 1.0)) > num38) { return((double)((0.5 * num3) * num45)); } } return((double)((0.5 * num3) * num45)); }