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.