On Mon, Sep 8, 2008 at 03:27, Sherlock, Ric <[EMAIL PROTECTED]> wrote: > I'd like to have a J implementation of the probit function (the inverse CDF > (aka quantile function) of the standard normal distribution.
Sure, just use the implementation in GSL (http://www.gnu.org/software/gsl/). I think this works: probit =: 'libgsl.so gsl_cdf_ugaussian_Pinv > d d' & (15!:0"_ 0) probit (%~i.)10 __ _1.28155 _0.841621 _0.524401 _0.253347 0 0.253347 0.524401 0.841621 1.28155 Ambrus ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
