Class CumulativeNormalHastings

All Implemented Interfaces:
Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction, StandardCumulativeNormal

public class CumulativeNormalHastings extends AbstractUnivariateRealFunction implements StandardCumulativeNormal
Hastings algorithm is faster but less accurate way to compute the cumulative standard Normal. It has a maximum absolute error less than 7.5e-8.
See Also:
    • "Hastings, C., Jr. "Approximations for Digital Computers," Princeton University Press, Princeton, NJ. 1995."
    • "Abramowitz, M., and Stegun, I.A, Handbook of Mathematical Functions, National Bureau of Standards, Washington, D.C. Reprinted by Dover, New York. 1964."