qnormFast: The quantile function of a normal distribution

In mnorm: Multivariate Normal Distribution

The quantile function of a normal distribution

Description

Calculate the quantile of a normal distribution using one of the available methods.

Usage

qnormFast(
  p,
  mean = 0,
  sd = 1L,
  method = "Voutier",
  is_validation = TRUE,
  n_cores = 1L
)

Arguments

p	numeric vector of values between 0 and 1 representing the levels of the quantiles.
mean	numeric value representing the expectation of a normal distribution.
sd	positive numeric value representing the standard deviation of a normal distribution.
method	character representing the method to be used for the quantile calculation. Available options are "Voutier" (default) and "Shore".
is_validation	logical value indicating whether input arguments should be validated. Set it to FALSE to get a performance boost (default value is TRUE).
n_cores	positive integer representing the number of CPU cores used for parallel computing. Currently it is not recommended to set n_cores > 1 if vectorized arguments include less than 100000 elements.

Details

If method = "Voutier", then the method of P. Voutier (2010) is used, whose maximum absolute error is about 0.000025. If method = "Shore", then the approach proposed by H. Shore (1982) is applied, whose maximum absolute error is about 0.026 for the quantiles at level between 0.0001 and 0.9999.

Value

The function returns a vector of p-level quantiles of a normal distribution with the mean equal to mean and the standard deviation equal to sd.

References

H. Shore (1982) <doi:10.2307/2347972>

P. Voutier (2010) <doi:10.48550/arXiv.1002.0567>

Examples

qnormFast(c(0.1, 0.9), mean = 1, sd = 2)

mnorm documentation built on April 14, 2026, 5:07 p.m.