IDAX.QGAMMA_H - High-tail inverse gamma distribution

The QGAMMA_H function returns the value x of a variable that follows the gamma distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QGAMMA_H(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_H(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 shapeOne is 0 or less, QGAMMA_H(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_H(percentage,shape,scaleInv) is null for all percentage values.; Min: 0.00000000001; Data type: DOUBLE

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

If PGAMMA_H(x,shape,scaleInv)=perc, QGAMMA_H(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_H(x,shape,scaleInv)=percentage.