norminv — Evaluate the inverse normal cumulative distribution function.
norminv(p) returns the standard normal quantile. norminv(p,mu) and norminv(p,mu,sigma) return the quantile for a normal distribution with mean mu and standard deviation sigma.
Syntax
x = norminv(p)
x = norminv(p, mu)
x = norminv(p, mu, sigma)Inputs
| Name | Type | Required | Default | Description |
|---|---|---|---|---|
p | Any | Yes | — | Probability value. |
mu | Any | No | 0 | Mean parameter. |
sigma | Any | No | 1 | Standard deviation parameter. |
Returns
| Name | Type | Description |
|---|---|---|
y | NumericArray | Distribution function value. |
Errors
| Identifier | When | Message |
|---|---|---|
RunMat:norminv:InvalidArgument | Inputs are nonnumeric, sizes are incompatible, or too many arguments are supplied. | normal distribution: invalid argument |
RunMat:norminv:Internal | Internal tensor conversion or allocation fails. | normal distribution: internal error |
How norminv works
p,mu, andsigmamay be scalars or matching-size numeric arrays.poutside[0,1]or nonpositivesigmaproducesNaNelementwise.p = 0andp = 1return infinite tails.
Example
Median of the standard normal
x = norminv(0.5)Using norminv with coding agents
Open a RunMat example with live inputs, then ask the agent to explain how norminv changes the result.
Run a small norminv example, explain the result, then change one input and compare the output.
FAQ
How is norminv related to erfcinv?⌄
RunMat computes the normal inverse using the same inverse-complementary-error-function path as erfcinv.
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binocdf · boxplot · cdf · cdfplot · chi2cdf · corr · corrcoef · corrcov · cov · cov2corr · dummyvar · ecdf · filloutliers · fitdist · geomean · grpstats · harmmean · icdf · isoutlier · kstest · kurtosis · lsline · mad · mode · nanmax · normalize · normcdf · normpdf · onehotdecode · onehotencode · pdf · prctile · quantile · refline · rmse · skewness · tabulate · tcdf · tiedrank · tinv · tpdf · ttest2 · wblinv
Ml
bayesopt · classify · confusionmat · crossvalind · cvpartition · fitclinear · fitctree · fitlm · kmeans · knnsearch · lasso · lassoglm · linkage · lscov · mnrfit · optimizableVariable · pdist · pdist2 · perfcurve · predict · regress · ridge · squareform · test · training · tsne
Random
binornd · bootstrp · datasample · dividerand · exprnd · gamrnd · lhsdesign · mvnrnd · normrnd · random · randsample · rng · trnd · unidrnd · unifrnd · wblrnd
Hist
Open-source implementation
Unlike proprietary runtimes, every RunMat function is open-source. Read exactly how norminv is executed, line by line, in Rust.
- View the source for norminv in Rust on GitHub
- Learn how the RunMat runtime works
- Found a bug? Open an issue with a minimal reproduction.
About RunMat
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