probit

Function probit 

Source
pub fn probit(p: f64) -> f64
Expand description

Inverse standard normal CDF (probit) using the Beasley-Springer-Moro rational approximation. Accurate to ~10⁻⁹ for p ∈ (10⁻⁶, 1−10⁻⁶).

Reference: Peter J. Acklam, “An algorithm for computing the inverse normal cumulative distribution function”, 2003.