function x = normal_cdf_inv ( cdf, a, b ) %*****************************************************************************80 % %% NORMAL_CDF_INV inverts the Normal CDF. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 19 September 2004 % % Author: % % John Burkardt % % Parameters: % % Input, real CDF, the value of the CDF. % 0.0 <= CDF <= 1.0. % % Input, real A, B, the parameters of the PDF. % 0.0 < B. % % Output, real X, the corresponding argument. % if ( cdf < 0.0 | 1.0 < cdf ) fprintf ( 1, '\n' ); fprintf ( 1, 'NORMAL_CDF_INV - Fatal error!\n' ); fprintf ( 1, ' CDF < 0 or 1 < CDF.\n' ); error ( 'NORMAL_CDF_INV - Fatal error!' ); end x2 = normal_01_cdf_inv ( cdf ); x = a + b * x2; return end