Module Cgr.Extmath


module Extmath: Cgr_extmath
Using well-known distributions quantiles and probabilities with the help of of external tool (Octave of Scilab).

val normal_prob_of_quantile : float -> float
normal_prob_of_quantile q returns the probabilty associated to the given quantile in a normal distribution.
val normal_quantile_of_prob : float -> float
normal_quantile_of_prob p returns the quantile associated to the given probability in a normal distribution.
val chi2_prob_of_quantile : int -> float -> float
chi2_prob_of_quantile degree_of_freedom quantile returns the corresponding probability in a Chi2 distribution.
val chi2_quantile_of_prob : int -> float -> float
chi2_quantile_of_prob dof p return the chi2 quantile associated to the given probability p and degree of freedom dof.