GARCH模型

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怎么用matlab求正态分布函数的分位数

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关键词：GARCH模型 ARCH模型 GARCH ARCH ARC 正态分布 matlab 模型

logninv Inverse of the lognormal cumulative distribution function (cdf).
    X = logninv(P,MU,SIGMA) returns values at P of the inverse lognormal
    cdf with distribution parameters MU and SIGMA.  MU and SIGMA are the
    mean and standard deviation, respectively, of the associated normal
    distribution.  The size of X is the common size of the input arguments.  
    A scalar input functions as a constant matrix of the same size as the
    other inputs.

    Default values for MU and SIGMA are 0 and 1, respectively.

    [X,XLO,XUP] = logninv(P,MU,SIGMA,PCOV,ALPHA) returns confidence bounds
    for X when the input parameters MU and SIGMA are estimates.  PCOV is a
    2-by-2 matrix containing the covariance matrix of the estimated parameters.
    ALPHA has a default value of 0.05, and specifies 100*(1-ALPHA)% confidence
    bounds.  XLO and XUP are arrays of the same size as X containing the lower
    and upper confidence bounds.


比如期望0，标准差1的对数正态分布，求1%分位数
输入
logninv(0.01,0,1)
即可