[pstricks] inverse standard normal

Herbert Voss Herbert.Voss at FU-Berlin.DE
Sat Oct 2 21:01:49 CEST 2010


Am 30.09.2010 12:58, schrieb Matthias Ruess:

> thank you for the implementation - it works great .
> I forgot to mention that the Vasicek distribution is a two-parametric (0 < 
> pd < 1,   0 < R2 < 1) continuous distribution on (0, 1). 
> Is it possible to add theses two parameters in the definition like mu and 
> sigma for the normal distribution?

update
http://texnik.dante.de/tex/generic/pst-math/pst-math.tex
http://texnik.dante.de/dvips/pst-math/pst-math.pro
http://texnik.dante.de/tex/generic/pst-func/pst-func.tex
http://texnik.dante.de/dvips/pst-func/pst-func.pro

then you can write something like:

\documentclass{article}
\usepackage{pst-func}
\pagestyle{empty}

\begin{document}

\psset{xunit=5}
\begin{pspicture}(-0.1,-3)(1,4)
\psaxes{->}(0,0)(0,-3)(1,4)
\psVasicek[plotpoints=200,linecolor=blue]{0}{0.9999}
\psVasicek[plotpoints=200,linecolor=red,pd=0.2,R2=0.3]{0}{0.9999}
\psplot[plotpoints=200,algebraic,linestyle=dashed]{0}{0.9999}{norminv(x)}
\end{pspicture}

\end{document}

the defaults are pd=0.22 and R2=0.11

Herbert


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