arch.univariate.Normal.ppf

Normal.ppf(pits, parameters=None)[source]

Inverse cumulative density function (ICDF)

Parameters
  • pits (ndarray) – Probability-integral-transformed values in the interval (0, 1).

  • parameters (ndarray, optional) – Distribution parameters. Use None for parameterless distributions.

Returns

i – Inverse CDF values

Return type

ndarray