arch.univariate.Normal.ppf¶

Normal.ppf(pits: float | Sequence[float] | ndarray | Series, parameters: Sequence[float] | ndarray | Series | None = None) → ndarray[Any, dtype[float64]][source]¶

Inverse cumulative density function (ICDF)

Parameters:¶

pits: float | Sequence[float] | ndarray | Series¶

Probability-integral-transformed values in the interval (0, 1).

parameters: Sequence[float] | ndarray | Series | None = None¶

Distribution parameters. Use None for parameterless distributions.

Returns:¶

i – Inverse CDF values

Return type:¶

{float, ndarray}