normsinv — Library by loxx

Library "normsinv"

Description:
Returns the inverse of the standard normal cumulative distribution.
The distribution has a mean of zero and a standard deviation of one; i.e.,
normsinv seeks that value z such that a normal distribtuion of mean of zero
and standard deviation one is equal to the input probability.

Reference:

normsinv(y0)
Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one.
Parameters:
y0: float, probability corresponding to the normal distribution.
Returns: float, z-score

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Pine library

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