vinvcumdt.cpp

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#include <admodel.h>

dvariable inv_cumd_t(const prevariable& n,const prevariable&  u,double eps)
{
  double sgn;
  dvariable v;
  if (u<0.5)
  {
    v=2.0*u;
    sgn=-1.0;
  }
  else
  {
    v=2.0*(1.0-u);
    sgn=1.0;
  }
  dvariable pfive=0.5;
  dvariable w=inv_cumd_beta_stable(0.5*n,pfive,v,eps);
  return sgn*sqrt(n*(1.0/w-1.0));
}