renorm

Inverese Gaussian CDF

Discussion created by renorm on Feb 19, 2011
Latest reply on Feb 24, 2011 by chipf

What is the best way to apply inverse Gaussian CDF to an array of floating point values?

I was looking for something similar to MKL's v?CdfNormInv. There seems to be no direct equivalent in ACML.

Relevant question. What is underlying algorithm in DRANDGAUSSIAN? If it inverse CDF, I might be able to use it as an replacement for v?CdfNormInv.

Thank you,

r.

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