function ninv = stdn_inv (x) % PURPOSE: computes the quantile (inverse of the CDF) % for each component of x with mean 0, variance 1 %--------------------------------------------------- % USAGE: ninv = stdn_inv(x) % where: x = variable vector (nx1) %--------------------------------------------------- % RETURNS: ninv = (nx1) vector containing quantiles at each x-element %--------------------------------------------------- % Written by KH (Kurt.Hornik@ci.tuwien.ac.at) % Converted to MATLAB by JP LeSage, jpl@jpl.econ.utoledo.edu if (nargin ~= 1) error ('Wrong # of arguments to stdn_inv'); end ninv = sqrt(2) * erfinv(2 * x - 1);