[EMAIL PROTECTED] wrote: > I was wondering if scipy/numpy has the inverse cumulative normal > function, ie the function f in this expression > > f(scipy.stats.norm.cdf(1.2)) = 1.2 > > or more generally, a function f which fits the criteria > > f(scipy.stats.norm.cdf(x)) = x
Look in the file where all of the distributions are defined, Lib/stats/distributions.py . You will find that each distribution object also has a method call .ppf(), the Percent Point Function, the inverse of the CDF. In [1]: from scipy.stats import norm In [2]: norm.ppf(norm.cdf(1.2)) Out[2]: array(1.2000000000000004) > There is a distribution called invnorm, but I am not sure of how to use > it. invnorm is another probability distribution entirely. Don't bother with it. -- Robert Kern [EMAIL PROTECTED] "I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco -- http://mail.python.org/mailman/listinfo/python-list
