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Re: [Help-gsl] Simulating NORMINV with GSL

From: Ryan J. Parker
Subject: Re: [Help-gsl] Simulating NORMINV with GSL
Date: Thu, 19 Jul 2007 10:46:13 -0400
User-agent: Thunderbird (Windows/20070509)

I wasn't sure what to do with the mean, but I finally realized it had to be added to the result.

Here's a code sample for anyone else that wants to do this:

double result = gsl_cdf_gaussian_Pinv(probability, sigma) + mu;

Brian Gough wrote:
At Wed, 18 Jul 2007 02:37:59 -0400,
Ryan J. Parker wrote:
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.

You could try posting a small example program that shows the problem.

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