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inv_norm_cdf

Function inv_norm_cdf 

Source
pub fn inv_norm_cdf(p: f64) -> f64
Expand description

Inverse of the standard normal CDF (quantile function).

Acklam’s rational approximation refined with one Halley step against the erf-based norm_cdf, giving close to machine precision. p must be in (0, 1); values outside return NaN.