public static double standardNormalQuantile ( double d ) { return ( d == 0 ) ? Double . NEGATIVE_INFINITY : // ( d == 1 ) ? Double . POSITIVE_INFINITY : // ( Double . isNaN ( d ) || d < 0 || d > 1 ) ? Double . NaN // : MathUtil . SQRT2 * - erfcinv ( 2 * d ) ; }
Approximate the inverse error function for normal distributions .