IDAX.QGAMMA - Inverse gamma distribution

The QGAMMA function returns the value x of a variable that follows the gamma distribution for which the probability of being smaller or equal to x is equal to the specified percentage.

Syntax

IDAX.QGAMMA(DOUBLE percentage, DOUBLE shape, DOUBLE
scaleInv)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QGAMMA(percentage,shape,scaleInv) is null for all shape values and scaleInv values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
shape: Mandatory.; The shape of the distribution.; If shape is 0 or less, QGAMMA(percentage,shape,scaleInv) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE
scaleInv: Mandatory.; The inverted scale of the distribution.; If scaleInv is 0 or less, QGAMMA(percentage,shape,scaleInv) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE

QGAMMA(percentage,shape,scaleInv)=QGAMMA_H(1-percentage,shape,scaleInv) for percentage values in the range of 0 - 1, and for all positive shape values and positive scaleInv values.

If PGAMMA(x,shape,scaleInv)=perc, QGAMMA(perc,shape,scaleInv)=x for all x values, and for all positive shape values and positive scaleInv values.

Returned information

DOUBLE the point x where PGAMMA(x,shape,scaleInv)=percentage.