dynare/matlab/qnorm.m

21 lines
422 B
Matlab

function x = qnorm(p,m,s)
%QNORM The normal inverse distribution function
%
% x = qnorm(p,Mean,StandardDeviation)
% Anders Holtsberg, 13-05-94
% Copyright (c) Anders Holtsberg
if nargin<3, s=1; end
if nargin<2, m=0; end
if any(any(abs(2*p-1)>1))
error('A probability should be 0<=p<=1, please!')
end
if any(any(s<=0))
error('Parameter s is wrong')
end
x = erfinv(2*p-1).*sqrt(2).*s + m;