On May 13, 2014, at 9:25 AM, Dafna Hirschfeld <[email protected]> wrote:
> #include <gsl/gsl_math.h>
> #include <stdio.h>
>
> int main(){
> double x= 0.5;
> double res = gsl_cdf_ugaussian_Pinv(x);
> printf("icdf(%f)=%f\n",x,res);
> return 0;
> }
>
> For some reason the output is: *icdf(0.500000)=1.000000*
>
> Which is wrong, it should be: *icdf(0.500000)=0.000000 (because P(X<0)=0.5)*
>
> Did I do something wrong?
>
You have to include <gsl/gsl_cdf.h>. From the info page:
"The functions for random variates and probability density functions
described in this section are declared in 'gsl_randist.h'. The
corresponding cumulative distribution functions are declared in
'gsl_cdf.h’.”
