Function mrpt::math::chi2inv

• Defined in File distributions.h

Function Documentation

double mrpt::math::chi2inv(double P, unsigned int dim = 1)

The “quantile” of the Chi-Square distribution, for dimension “dim” and probability 0<P<1 (the inverse of chi2CDF) An approximation from the Wilson-Hilferty transformation is used.

Note

Equivalent to MATLAB chi2inv(), but note that this is just an approximation, which becomes very poor for small values of “P”.