Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 7/13/2023
Public

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v?CdfNormInv

Computes the inverse cumulative normal distribution function values of vector elements.

Syntax

call vscdfnorminv( n, a, y )

call vscdfnorminvi(n, a, inca, y, incy)

call vmscdfnorminv( n, a, y, mode )

call vmscdfnorminvi(n, a, inca, y, incy, mode)

call vdcdfnorminv( n, a, y )

call vdcdfnorminvi(n, a, inca, y, incy)

call vmdcdfnorminv( n, a, y, mode )

call vmdcdfnorminvi(n, a, inca, y, incy, mode)

Include Files

  • mkl_vml.f90

Input Parameters

Name

Type

Description

n

INTEGER, INTENT(IN)

Specifies the number of elements to be calculated.

a

DOUBLE PRECISION for vdcdfnorminv, vmdcdfnorminv

REAL, INTENT(IN) for vscdfnorminv, vmscdfnorminv

DOUBLE PRECISION, INTENT(IN) for vdcdfnorminv, vmdcdfnorminv

Array that specifies the input vector a.

inca, incy

INTEGER, INTENT(IN)

Specifies increments for the elements of a and y.

mode

INTEGER(KIND=8), INTENT(IN)

Overrides global VM mode setting for this function call. See vmlSetMode for possible values and their description.

Output Parameters

Name

Type

Description

y

DOUBLE PRECISION for vdcdfnorminv, vmdcdfnorminv

REAL, INTENT(OUT) for vscdfnorminv, vmscdfnorminv

DOUBLE PRECISION, INTENT(OUT) for vdcdfnorminv, vmdcdfnorminv

Array that specifies the output vector y.

Description

The CdfNormInv function computes the inverse cumulative normal distribution function values for elements of the input vector a and writes them to the output vector y.

The inverse cumulative normal distribution function is defined as given by:


Equation

where CdfNorm(x) denotes the cumulative normal distribution function.

Useful relations:


Sparse Matrices That Can be Solved With PARDISO

where erfinv(x) denotes the inverse error function and erfcinv(x) denotes the inverse complementary error functions.

See also Figure "ErfInv Family Functions Relationship" in ErfInv function description for CdfNormInv function relationship with the other functions of ErfInv family.

Special Values for Real Function v?CdfNormInv(x)
Argument Result VM Error Status Exception
+0.5 +0    
+1 + VML_STATUS_SING ZERODIVIDE
-0 - VML_STATUS_SING ZERODIVIDE
+0 - VML_STATUS_SING ZERODIVIDE
X < -0 QNAN VML_STATUS_ERRDOM INVALID
X > +1 QNAN VML_STATUS_ERRDOM INVALID
+ QNAN VML_STATUS_ERRDOM INVALID
- QNAN VML_STATUS_ERRDOM INVALID
QNAN QNAN    
SNAN QNAN   INVALID

See Also