arch.univariate.Normal.ppf

Normal.ppf(pits: float | Sequence[float] | ndarray | Series, parameters: None | Sequence[float] | ndarray | Series = None) ndarray[source]

Inverse cumulative density function (ICDF)

Parameters:
pits: float | Sequence[float] | ndarray | Series

Probability-integral-transformed values in the interval (0, 1).

parameters: None | Sequence[float] | ndarray | Series = None

Distribution parameters. Use None for parameterless distributions.

Returns:

i – Inverse CDF values

Return type:

{float, ndarray}