Class CumulativeNormalMarsaglia
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
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- dev.nm.analysis.function.special.gaussian.CumulativeNormalMarsaglia
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
,StandardCumulativeNormal
public class CumulativeNormalMarsaglia extends AbstractUnivariateRealFunction implements StandardCumulativeNormal
Marsaglia is about 3 times slower but is more accurate to compute the cumulative standard Normal. It has a maximum relative error less than 1e-15 for 0 < x less than 6.23025, and relative error < 1e-12 for bigger x.
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description CumulativeNormalMarsaglia()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
evaluate(double x)
Evaluate \(F(x;\,\mu,\sigma^2)\).-
Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Method Detail
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evaluate
public double evaluate(double x)
Description copied from interface:StandardCumulativeNormal
Evaluate \(F(x;\,\mu,\sigma^2)\).- Specified by:
evaluate
in interfaceStandardCumulativeNormal
- Specified by:
evaluate
in interfaceUnivariateRealFunction
- Parameters:
x
- x- Returns:
- \(F(x;\,1,1)\)
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