This library implements the cumulative distribution function of the normal inverse Gaussian (NIG) distribution. The code is written in C++ and includes an interface for Python via ctypes. Citation ...

In particular, for a given real (not necessarily integer) value n of the number of degrees of freedom, we give a pair of power series approximations for the inverse, F−1 n , of the cumulative ...

The probit (or normit) function is the inverse of the cumulative standard normal distribution function, which is Traditionally, the probit function contains the additive constant 5, but throughout ...