ppnd16 v1.0.0

ppnd16

An implementation of the PPND16 function/AS 241 algorithm defined by Michael J. Wichura in Algorithm AS 241: The Percentage Points of the Normal Distribution. The implementation is faithful enough to retain the original's SHOUTINESS and IFAULT error code, so you will probably want to use the normalcdfinv(p, mean, sd) wrapper function instead.

Correctness has been verified by comparing to R's qnorm function, which uses the same algorithm.

Full API

function normalcdfinv(p: number, mean = 0, sd = 1): number
function PPND16(P: number, IFAULT: { value: 0 | 1 }): number