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- function y = t(alpha)
- p = 1 - (alpha / 2)
- y = cdfnor('X', 0, 1, p, 1-p)
- endfunction
- function y = r(alpha)
- y = 1 / sqrt(alpha)
- endfunction
- function y = q(alpha)
- y = t(alpha) / r(alpha)
- endfunction
- clf()
- subplot(121)
- I = logspace(-4, 0, 100)
- xlabel("niveau de risque")
- ylabel("facteur d amplitude")
- plot2d("ll", I, feval(I, r), 0)
- plot2d("ll", I, feval(I, t), 1)
- legend(["IBT", "TCL"],3)
- subplot(122)
- I = linspace(.04, .6, 100)
- plot2d(I, feval(I, q))
- xlabel("niveau de risque")
- legend(["TCL / IBT"],3)
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