gaminv (Statistics Toolbox)

Inverse of the gamma cumulative distribution function (cdf).

Syntax

X = gaminv(P,A,B)

Description

gaminv(P,A,B) computes the inverse of the gamma cdf with parameters A and B for the probabilities in P. The arguments P, A and B must all be the same size except that scalar arguments function as constant matrices of the common size of the other arguments.

The parameters A and B must both be positive and P must lie on the interval
[0 1].

The gamma inverse function in terms of the gamma cdf is:

Algorithm

There is no known analytic solution to the integral equation above. gaminv uses an iterative approach (Newton's method) to converge to the solution.

Examples

This example shows the relationship between the gamma cdf and its inverse function.

a = 1:5;
b = 6:10;
x = gaminv(gamcdf(1:5,a,b),a,b)

x =

    1.0000    2.0000    3.0000    4.0000    5.0000

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