Skip to main content

normal_quantile

Function normal_quantile 

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

The standard normal quantile. Acklam’s rational approximation, then one Halley step on the exact CDF: good to about 1e-15. Exactly 0 at the median, -inf and inf at 0 and 1, NaN outside them.