#include "xf_fintech/rng.hpp"
template <typename mType> mType inverseCumulativeNormalPPND7 (mType input)
Inverse Cumulative transform from random number to normal random number.
Reference: Algorithm AS 241, The Percentage Points of the Normal Distribution by Michael J. Wichura.
Parameters:
mType | data type. |
input | random number input. |
Returns:
normal random number.