Normal Quantile with Precision

computes the normal quantile function with high precision for extreme values in the tail

Version 2.0.0 (2.41 KB)
270 Downloads
(1)
27 Apr 2016
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Cite As

Zdravko Botev (2026). Normal Quantile with Precision (https://www.mathworks.com/matlabcentral/fileexchange/53605-normal-quantile-with-precision), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Truncated Normal Generator

Categories

Find more on Numbers and Precision in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
2.0.0

- updated the Newton method in "newton(p,l,u)" so that now the exit condition uses
relative error; previous version used absolute error criterion.
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1.1.0

Corrected spelling mistake in title
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1.0.0

Updated title: "Normal Quantile Function with Precision"
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    Requires R2026b and later. Learn more