GAMS has access to various math libraries. The following code fragment describes access to the normal and inverse normal cumulative distribution functions. The code is described on the GAMS web site--search for "inverse normal distribution".

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This code makes sure that the random number generators, the probability density

functions, the cumulative distribution functions and the inverse cumulative

distribution functions from stodclib work as expected.

Contributor: L. Westermann

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$funclibin stolib stodclib

function dnorm /stolib.Dnormal /;

function pdfnorm /stolib.pdfnormal /;

function cdfnorm /stolib.cdfnormal /;

function icdfnorm /stolib.icdfnormal /;

Did you check that x is between zero and 1?

Dear Milad,

What is the error message?

You have to know that if the x is a variable in icdfnormal(x,mean,std) function and not a parameter, your problem will be only solved for DNLP models. It means that you will see the error message of GAMS if your model is not written in DNLP and the x is a variable.

Regards,

Morteza Shabanzadeh

http://mortezash.blogfa.com/