inv_Phi() [4/7]

double stan::math::inv_Phi ( double  p )

inline

Return the value of the inverse standard normal cumulative distribution function at the specified argument.

The precision is at or better than 1.5e-15 for values between 0.0000001 he largest integer that protects against floating point errors for the inv_Phi function. The value was found by finding the largest integer that passed the unit tests for accuracy when the input into inv_Phi is near 1.

Parameters

p	argument between 0 and 1 inclusive

Returns

real value of the inverse cdf for the standard normal distribution

Definition at line 147 of file inv_Phi.hpp.