gaminv
Inverse of the Gamma cumulative distribution function (iCDF).
For each element of p, compute the quantile (the inverse of the CDF) of the Gamma distribution with shape parameter k and scale parameter theta. The size of x is the common size of p, k, and theta. A scalar input functions as a constant matrix of the same size as the other inputs.
There are two equivalent parameterizations in common use:
gaminv
.
Further information about the Gamma distribution can be found at https://en.wikipedia.org/wiki/Gamma_distribution
See also: gamcdf, gampdf, gamrnd, gamfit, gamlike, gamstat
Source Code: gaminv
## Plot various iCDFs from the Gamma distribution p = 0.001:0.001:0.999; x1 = gaminv (p, 1, 2); x2 = gaminv (p, 2, 2); x3 = gaminv (p, 3, 2); x4 = gaminv (p, 5, 1); x5 = gaminv (p, 9, 0.5); x6 = gaminv (p, 7.5, 1); x7 = gaminv (p, 0.5, 1); plot (p, x1, "-r", p, x2, "-g", p, x3, "-y", p, x4, "-m", ... p, x5, "-k", p, x6, "-b", p, x7, "-c") ylim ([0, 20]) grid on legend ({"α = 1, θ = 2", "α = 2, θ = 2", "α = 3, θ = 2", ... "α = 5, θ = 1", "α = 9, θ = 0.5", "α = 7.5, θ = 1", ... "α = 0.5, θ = 1"}, "location", "northwest") title ("Gamma iCDF") xlabel ("probability") ylabel ("x") |