jax.scipy.special.ndtri#
- jax.scipy.special.ndtri(p)[source]#
The inverse of the CDF of the Normal distribution function.
JAX implementation of
scipy.special.ndtri
.Returns x such that the area under the PDF from \(-\infty\) to x is equal to p.
A piece-wise rational approximation is done for the function. This is based on the implementation in netlib.