topic Re: inverse CDF function in Intel® oneAPI Math Kernel Library

inverse CDF function

yjyincj — Sat, 21 Nov 2009 13:06:13 GMT

Hi all
Are there inverse probability distribution functions in MKL? For example, x = poissinv(p,lambda), this function generate a number x at the probability p using poisson distribution.

Re: inverse CDF function

Gennady_F_Intel — Sat, 21 Nov 2009 21:09:08 GMT

See as an example, Exponential (vsrngexponential), Laplace(vsrnglaplace) and many others VSL functions support inverse cumulative distribution..

--Gennady

Re: inverse CDF function

yjyincj — Sun, 22 Nov 2009 03:45:33 GMT

That is not my point. I looking for inverse functions that provide rands at a given probability. For example, norminv(p,mu,sigma), in which p is specified by user.
By the way, I could not find spectial functions gamma() in MKL for Linux. But I found this link mention it
http://www.intel.com/software/products/compilers/docs/clin/main_cls/cref_cls/common/cppref_math_special.htm

Re: inverse CDF function

yjyincj — Fri, 27 Nov 2009 20:03:15 GMT

Quoting - yjyincj

Any idea on this? Thanks.

Re: inverse CDF function

Artem_V_Intel — Mon, 30 Nov 2009 09:51:50 GMT

Quoting - yjyincj

Any idea on this? Thanks.

Hello,

Could you please specify exactly what do you mean when you saying 'provide rands at a given probability'?

Because, for instance probability, mean and dispersion values for continuous normal distribution doesn't specify interval of random values unambiguously.

Thanks,
Art