scalascala-breeze

Percent point function (PPF) in scala for a normal distribution


I was wondering what is the equivalent Scala function to compute the Percent point function of a normal distribution as in python one can use the Scipy function scipy.stats.norm.ppf(x)?


Solution

  • There is an inverseCdf function in Breeze. Example with the normal distribution:

    import breeze.stats.distributions._
    val med = Gaussian(0, 1).inverseCdf(0.5) // 0.0