For each element of p, compute the quantile (the inverse of the CDF) of the stable distribution with tail index (first shape parameter) alpha, skewness (second shape parameter) beta, scale parameter gam, and location parameter delta, in the Nolan S0 parameterization. The size of x is the size of p.

alpha must be in the range $(0,\; 2]$, beta in $[-1,\; 1]$, gam positive, and delta real. The parameters must be scalars.

The quantile has a closed form for alpha equal to 2 (normal) and for 1 with beta equal to 0 (Cauchy); otherwise it is found by numerical inversion of stblcdf.

Input arguments must be double or single; integer, logical, and character arrays are rejected. MATLAB accepts a character array and evaluates it at the character codes, which Octave deliberately does not, since a character array is an integer type and integers are refused too.

See also: stblcdf, stblpdf, stblrnd, makedist

Source Code: stblinv