I am a beginner to Julia and I am trying to code inverse function of normal cdf. In Distribution.ji, I see there is invlogcdf, inverse function of log cdf of a distribution but not inverse function of cdf. Any suggestions will be a great help!
Inverse function of
I think there is a debate somewhere about making
invcdf an alias for
You are correct, it was actually in Distribution.ji package. Thank you so much!
Does there exist a Julia function that can numerically compute the inverse CDF (aka quantile funtion) of an ensemble of samples (in contrast to a pre-defined distribution from
Distributions.jl)? Or from a histogram of those samples?
Thanks in advance!
Isn’t that also
julia> using Statistics
julia> xs = [1,1,2,2,3,4,5,6,7,8];
julia> quantile(xs, 0.25)
julia> quantile(xs, 0.99)
julia> quantile(xs, 1)
You are right @oxinabox, thank you!