qnormFast function

Quantile function of a normal distribution

Calculate quantile of a normal distribution using one of the available methods.

qnormFast(
  p,
  mean = 0L,
  sd = 1L,
  method = "Voutier",
  is_validation = TRUE,
  n_cores = 1L
)

Arguments

• p: numeric vector of values between 0 and 1 representing levels of the quantiles.
• mean: numeric value representing the expectation of a normal distribution.
• sd: positive numeric value representing standard deviation of a normal distribution.
• method: character representing the method to be used for quantile calculation. Available options are "Voutier" (default) and "Shore".
• is_validation: logical value indicating whether input arguments should be validated. Set it to FALSE to get performance boost (default value is TRUE).
• n_cores: positive integer representing the number of CPU cores used for parallel computing. Currently it is not recommended to set n_cores > 1 if vectorized arguments include less then 100000 elements.

Returns

The function returns a vector of p-level quantiles of a normal distribution with mean equal to mean and standard deviation equal to sd.

Details

If method = "Voutier" then the method of P. Voutier (2010) is used which maximum absolute error is about $0.000025$. If method = "Shore" then the approach proposed by H. Shore (1982) is applied which maximum absolute error is about $0.026$ for quantiles of level between $0.0001$

and $0.9999$.

Examples

qnormFast(c(0.1, 0.9), mean = 1, sd = 2)

References

H. Shore (1982) doi:10.2307/2347972

P. Voutier (2010) doi:10.48550/arXiv.1002.0567