Landauinv

Definition:

x = Landauinv(p,mu,sigma) takes the probability p, location parameters mu and scale parameter sigma of the Landau distribution, computes the deviate x.

Syntax

double landauinv(double p, double mu, double sigma)

Parameters:

p

Input, double. The probability,\(p\), from the required Landau distribution \(( 0<p<1)\).

mu

Input, double. Location parameter of the Landau distribution \((-\infty < \mu< \infty)\).

sigma

Input, double. Scale parameter of the Landau distribution \(( 0< \sigma< \infty)\).

Example:

Landauinv (0.2, 1, 2) = 0.69287867482898