Re: [Help-gsl] Simulating NORMINV with GSL

[Ryan J. Parker]

I wasn't sure what to do with the mean, but I finally realized it had to 
be added to the result.

Here's a code sample for anyone else that wants to do this:

double result = gsl_cdf_gaussian_Pinv(probability, sigma) + mu;

Brian Gough wrote:
> 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.
>
>