Dan's thanks for posting your interesting code. There is a function qnorm in the addon 'stats/distribs' which provides this inverse. See http://www.jsoftware.com/jwiki/Addons/stats/distribs
On testing, the deviations between the two functions agree to within at least between 8 and 9 significant digits and I have not attempted to do any checks as to which is the more accurate. For test data with small numbers of observations your code seems to run faster but qnorm is faster for larger array arguments. Code for the uniform, binomial and poisson is now in preparation and should be added soon. As noted in the Wiki contributions are very welcome. To help avoid any unnecessary duplication please communicate with Ric or me about them off forum. Fraser ----- Original Message ----- From: "Dan Bron" <[email protected]> To: "'Programming forum'" <[email protected]> Sent: Saturday, March 28, 2009 6:12 AM Subject: Re: [Jprogramming] Inverse Error Function >> http://jsoftware.com/svn/DanBron/trunk/uncategorized/inverse_cdf.ijs > > Whoops. Running the code in a profile-less J session gives me a value > error on ts . Before you run the script, be sure to > define: > > ts =: 6!:2 , 7!:2@:] > > or edit the script and remove everything from TEST =: ... onward. > > -Dan > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
