qnorm.h File Reference

An implementation of the quantile function for the standard normal distribution. More...

#include <cmath>

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Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
double	slope::normalQuantile (const double p)
	Computes the quantile of a standard normal distribution using the Beasley-Springer-Moro algorithm.

Detailed Description

An implementation of the quantile function for the standard normal distribution.

Definition in file qnorm.h.