Function Reference: gpinv

statistics: x = gpinv (p, shape, scale, location)

Inverse of the generalized Pareto cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) at p of the generalized Pareto distribution with parameters location, scale, and shape. The size of x is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.

See also: gpcdf, gppdf, gprnd, gpfit, gplike, gpstat

Source Code: gpinv