## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: stdnormal_inv (x) ## ## For each component of x, compute compute the quantile (the inverse of ## the CDF) at x of the standard normal distribution. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Quantile function of the standard normal distribution function inv = stdnormal_inv (x) if (nargin != 1) usage ("stdnormal_inv (x)"); endif inv = sqrt (2) * erfinv (2 * x - 1); endfunction

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