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MQL5 ReferenceStandard LibraryMathematicsStatisticsNegative binomial distributionMathQuantileNegativeBinomial 

MathQuantileNegativeBinomial

For the specified probability, the function calculates the inverse value of distribution function for negative binomial law with the r and p parameters. In case of error it returns NaN.

double  MathQuantileNegativeBinomial(
   const double  probability,    // probability value of random variable occurrence
   const double  r,              // number of successful tests
   const double  p,              // probability of success
   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 inverse value of distribution function for negative binomial law with the r and p parameters. In case of error it returns NaN.

double  MathQuantileNegativeBinomial(
   const double  probability,    // probability value of random variable occurrence
   const double  r,              // number of successful tests
   const double  p,              // probability of success
   int&          error_code      // variable to store the error code
   );

For the specified probability[] array of probability values, the function calculates the inverse value of distribution function for negative binomial law with the r and p parameters. In case of error it returns false. Analog of the qnbinom() in R.

double  MathQuantileNegativeBinomial(
   const double& probability[],  // array with probability values of random variable
   const double  r,              // number of successful tests
   const double  p,              // probability of success
   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 inverse value of distribution function for negative binomial law with the r and p parameters. In case of error it returns false.

bool  MathQuantileNegativeBinomial(
   const double& probability[],  // array with probability values of random variable
   const double  r,              // number of successful tests
   const double  p,              // probability of success
   double&       result[]        // array with values of quantiles
   );

Parameters

probability

[in]  Probability value of random variable.

probability[]

[in]  Array with probability values of random variable.

r

[in]  Number of successful tests.

p

[in]  Probability of success.

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.