Download MetaTrader 5

MathQuantileGamma

For the specified probability, the function calculates the value of inverse gamma distribution function with the a and b parameters. In case of error it returns NaN.

double  MathQuantileGamma(
   const double  probability,    // probability value of random variable occurrence
   const double  a,              // the first parameter of the distribution (shape)
   const double  b,              // the second parameter of the distribution (scale)
   const bool    tail,           // flag of calculation, if false, then calculation is performed for 1.0-probability
   const bool    log_mode,       // flag of calculation, if log_mode=true, calculation is performed for Exp(probability)
   int&          error_code      // variable to store the error code
   );

For the specified probability, the function calculates the value of inverse gamma distribution function with the a and b parameters. In case of error it returns NaN.

double  MathQuantileGamma(
   const double  probability,    // probability value of random variable occurrence
   const double  a,              // the first parameter of the distribution (shape)
   const double  b,              // the second parameter of the distribution (scale)
   int&          error_code      // variable to store the error code
   );

For the specified probability[] array of probability values, the function calculates the value of inverse gamma distribution function with the a and b parameters. In case of error it returns false. Analog of the qgamma() in R.

double  MathQuantileGamma(
   const double& probability[],  // array with probability values of random variable
   const double  a,              // the first parameter of the distribution (shape)
   const double  b,              // the second parameter of the distribution (scale)
   const bool    tail,           // flag of calculation, if false, then calculation is performed for 1.0-probability
   const bool    log_mode,       // flag of calculation, if log_mode=true, calculation is performed for Exp(probability)
   double&       result[]        // array with values of quantiles
   );

For the specified probability[] array of probability values, the function calculates the value of inverse gamma distribution function with the a and b parameters. In case of error it returns false.

bool  MathQuantileGamma(
   const double& probability[],  // array with probability values of random variable
   const double  a,              // the first parameter of the distribution (shape)
   const double  b,              // the second parameter of the distribution (scale)
   double&       result[]        // array with values of quantiles
   );

Parameters

probability

[in]  Probability value of random variable.

probability[]

[in]  Array with probability values of random variable.

a

[in]  The first parameter of the distribution (shape).

b

[in]  The second parameter of the distribution (scale).

tail

[in]  Flag of calculation, if false, then calculation is performed for 1.0-probability.

log_mode

[in]  Flag of calculation, if log_mode=true, calculation is performed for Exp(probability).

error_code

[out]  Variable to get the error code.

result[]

[out]  Array with values of quantiles.