IDAX.QFISK_H - High-tail inverse Fisk distribution

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

Syntax

IDAX.QFISK_H(DOUBLE percentage, DOUBLE median, DOUBLE
shape)

Parameter descriptions

percentage
Mandatory.
The requested limit of the percentage.
If percentage is not in the range of 0 - 1, QFISK_H(percentage,median,shape) is null for all positive median and positive shape values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE
median
Mandatory.
The median value of the distribution.
This value is also called scale.
If median is 0 or less, QFISK_H(percentage,median,shape) is null for all percentage values.
Min: 0.000000001
Data type: DOUBLE
shape
Mandatory.
The shape of the distribution.
If shape is 0 or less, QFISK_H(percentage,median,shape) is null for all percentage values.
Min: 0.000000001
Data type: DOUBLE

QFISK_H(perc,median,shape)=QFISK(1-perc,median,shape) for perc values in the range of 0 - 1, and for all positive median values and positive shape values.

If PFISK_H(x,median,shape)=perc, QFISK_H(perc,median,shape)=x for all positive x values, positive median values, and positive shape values.

Returned information

DOUBLE the point x where PFISK_H(x,median,shape)=percentage.