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Inverse of StudentT distribution

Feb 16, 2012 at 2:03 AM

Hi,

I see that you can get the CDF for StudentT by doing something like this:

StudentT dist = new StudentT(0.0,1.0,7.0);
			
double prob = dist.CumulativeDistribution(1.8946);
			

(prob will be 0.9500 in this example).

 

Is there an inverse of this function available in MathNet?

ie I want to do something like:

double t = dist.InvertCumulativeDistrubtion(0.95);

and for t to equal 1.8946.

 

thanks

Feb 22, 2013 at 4:58 AM
Hi,

I'm just wondering if there are any plans to add that function? I'm currently using the code that I ported to C# from the C port of the cephes library, so using Math.Net would be more convenient. I can post that code if there is interest.

Thanks,
Andrew
Jan 19, 2014 at 5:09 PM
Hi,

It would be great to have that function.

Thanks,
David
Coordinator
Jan 20, 2014 at 10:32 AM
Edited Jan 20, 2014 at 10:33 AM
Hi,

StudentT.InvCDF has been added in master a few weeks ago and will be available in the next alpha (v3.0.0-alpha8).

Thanks,
Christoph

PS: I might be interested in that C# port from cephes
Marked as answer by cdrnet on 5/2/2014 at 10:36 AM
Jan 21, 2014 at 10:28 AM
Hi Christoph,

Thx for the information. It's a good news. Do you know when the V3.0.0-alpha8 will come out?

By the way, I have been using http://www.mathdotnet.com/ for 4 days, it's a great product. Easy to use, fast...

Thx again

David