how to calculate the Inverse of the normal cumulative distribution function (cdf) using scala breeze?

Question

I would like to calculate Inverse of the normal cumulative distribution function (cdf) using scala breeze similar to MATLAB function NORMINV. But i did not find any builtin function to calculate it. could anybody has any ideas to do it in scala?

thanks

score 2 · Answer 1 · answered Mar 28 '17 at 07:00

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This code solve my problem. "NormalDistribution" class gives same result as MATLAB function NORMINV.

import org.apache.commons.math3.distribution.NormalDistribution
val standardNormal = new NormalDistribution(0, 1);
val infNorm = standardNormal.inverseCumulativeProbability(x)

answered Mar 28 '17 at 07:00

Humayoo

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If I have an sbt project then what library dependency should I add to make this work? – user3367130 Oct 12 '20 at 05:23

score 0 · Answer 2 · answered Dec 03 '20 at 23:18

0

SBT dependency: libraryDependencies += "org.apache.commons" % "commons-math3" % "3.6.1"

answered Dec 03 '20 at 23:18

LineDrop

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how to calculate the Inverse of the normal cumulative distribution function (cdf) using scala breeze?

2 Answers2