Download MetaTrader 5

MathQuantileLogistic

For the specified probability, the function calculates the value of inverse logistic distribution function with the mu and sigma parameters. In case of error it returns NaN.

double  MathQuantileLogistic(
   const double  probability,    // probability value of random variable occurrence
   const double  mu,             // mean parameter of the distribution
   const double  sigma,          // scale parameter of the distribution
   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 logistic distribution function with the mu and sigma parameters. In case of error it returns NaN.

double  MathQuantileLogistic(
   const double  probability,    // probability value of random variable occurrence
   const double  mu,             // mean parameter of the distribution
   const double  sigma,          // scale parameter of the distribution
   int&          error_code      // variable to store the error code
   );

For the specified probability[] array of probability values, the function calculates the value of inverse logistic distribution function with the mu and sigma parameters. In case of error it returns false. Analog of the qlogis() in R.

double  MathQuantileLogistic(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // mean parameter of the distribution
   const double  sigma,          // scale parameter of the distribution
   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 logistic distribution function with the mu and sigma parameters. In case of error it returns false.

bool  MathQuantileLogistic(
   const double& probability[],  // array with probability values of random variable
   const double  mu,             // mean parameter of the distribution
   const double  sigma,          // scale parameter of the distribution
   double&       result[]        // array with values of quantiles
   );

Parameters

probability

[in]  Probability value of random variable.

probability[]

[in]  Array with probability values of random variable.

mu

[in]  mean parameter of the distribution.

sigma

[in]  scale parameter of the distribution.

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.


Updated: 2017.01.10