inverseCumulativeNormalPPND7 - 2024.2 English

Vitis Libraries

Release Date
2024-11-29
Version
2024.2 English
#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.