quantile_normal_inverse_gamma
function quantile_normal_inverse_gamma(P:Real, μ:Real, a2:Real, α:Real, β:Real) -> Real
Quantile of a normal inverse-gamma distribution.
- P: The cumulative probability.
- μ: Mean.
- a2: Variance scale.
- α: Shape of inverse-gamma on variance.
- β: Scale of inverse-gamma on variance.
Return: the quantile.