normal-cdf-inverse ( p -- value )

Vocabulary

picomath

Inputs

p

an object

Outputs

value

an object

Definition

USING: kernel math math.functions ;

IN: picomath

:: normal-cdf-inverse ( p -- value )
    p [ 0 > ] [ 1 < ] bi and [ p throw ] unless p 0.5 <
    [ p log -2.0 * sqrt rational-approximation neg ]
    [ p 1.0 - log -2.0 * sqrt rational-approximation ] if ;