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norm_ppf

Function norm_ppf 

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

Inverse standard-normal CDF (probit) via Acklam’s rational approximation, accurate to roughly 1e-9 across (0, 1).

Returns -inf at p <= 0 and +inf at p >= 1.

assert!((norm_ppf(0.5)).abs() < 1e-9);
assert!((norm_ppf(0.975) - 1.959963985).abs() < 1e-6);