|From:||Ryan J. Parker|
|Subject:||[Help-gsl] Simulating NORMINV with GSL|
|Date:||Wed, 18 Jul 2007 02:37:59 -0400|
|User-agent:||Thunderbird 184.108.40.206 (Windows/20070509)|
Hello,I'm attempting to simulate the results of Excel's NORMINV function using GSL.
I have no problem obtaining a specific probability when using gsl_cdf_gaussian_P, but when I then try to calculate a value based on this probability using gsl_cdf_gaussian_Pinv I don't get the results I expect.
I realize that this problem is likely due to not understanding how to properly calculate this value with GSL, so any help would be greatly appreciated.
Thanks, Ryan J. Parker
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