scipy.stats.sampling.FastGeneratorInversion.ppf#

FastGeneratorInversion.ppf(q)[source]#

Very fast PPF (inverse CDF) of the distribution which is a very close approximation of the exact PPF values.

Parameters:

uarray_like: Array with probabilities.

Returns:

ppfarray_like: Quantiles corresponding to the values in u.

Notes

The evaluation of the PPF is very fast but it may have a large relative error in the far tails. The numerical precision of the PPF is controlled by the u-error, that is, max |u - CDF(PPF(u))| where the max is taken over points in the interval [0,1], see evaluate_error.

Note that this PPF is designed to generate random samples.