is there any specific library for cdfinvn() function?
I have a halton sequence generating code. when i run this code it says cdfinvn() is undefined.
I have used the codes and the instruction from http://www.caee.utexas.edu/prof/bhat/CodeRepository/CODES/FilesHalton/halton_instructions.html
Here is the error code
I took a look at Dr. Bhat's Halton sequence code, available at this link: http://www.caee.utexas.edu/prof/bhat/FULL_CODES.htm
Here I see the files: HALTGEN.GAU, HALTON.EXT, HALTON.SRC, Halton.dec, XBRAT.FMT, XIDEN.FMT. None of these files have a procedure named
cdfinvn, nor is that a GAUSS procedure that I am aware of. Based on the procedure name, I would assume that the procedure computes the normal quantiles (inverse of the normal cumulative distribution function). The built-in GAUSS function for this is
cdfni, which you may be able to substitute for
I also see that the missing function,
cdfinvn was referenced in a file named
sg3g.c. This procedure most likely came from code related to this file. Where did you get