Simulation & Probabilistic Analysis SDK
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SPADistribution.Inverse (method)

Description

Evaluates the Inverse Cumulative Distribution Function (ICDF), or the Quantile Function. If the function value is a positive/negative infinity, this method will return the SPAEPosInf/SPAENegInf error.

Syntax

object.Inverse(p As Double)

Arguments

Name
Type
Description
p Double The p-value at which the ICDF should be evaluated (0 ≤ p ≤ 1).

Return Value

(Double) - the Inverse Cumulative Distribution Function value.

Example

Sub Test()
  Dim dist As New SPADistribution
  Dim x, p As Double

  SPAApplication.Initialize

  ' specify the distribution type and parameters
  dist.Type = SPADistWeibull  ' Weibull distribution 
  dist.Param(0) = 1.5         ' alpha
  dist.Param(1) = 2           ' beta

  ' evaluate the ICDF 
  p = 0.5
  x = dist.Inverse(p)
End Sub
  
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