Percent point function (PPF) in scala for a normal distribution

Question

I was wondering what is the equivalent Scala function to compute the Percent point function of a normal distribution as in python one can use the Scipy function scipy.stats.norm.ppf(x)?

Answer 1

There is an inverseCdf function in Breeze. Example with the normal distribution:

import breeze.stats.distributions._
val med = Gaussian(0, 1).inverseCdf(0.5) // 0.0