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Re: [Help-gsl] Simulating NORMINV with GSL
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Simulating NORMINV with GSL |
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Date: |
Thu, 19 Jul 2007 14:55:50 +0100 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |
At Wed, 18 Jul 2007 02:37:59 -0400,
Ryan J. Parker wrote:
> I'm attempting to simulate the results of Excel's NORMINV function
> using GSL.
>
> I have no problem obtaining a specific probability when using
> gsl_cdf_gaussian_P, but when I then try to calculate a value based on
> this probability using gsl_cdf_gaussian_Pinv I don't get the results I
> expect.
You could try posting a small example program that shows the problem.
--
Brian Gough
Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/