Package dev.nm.analysis.function.special.gaussian

Class CumulativeNormalHastings

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.analysis.function.special.gaussian.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."

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor	Description
CumulativeNormalHastings()

Method Summary

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

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Details

CumulativeNormalHastings

public CumulativeNormalHastings()

Method Details

evaluate

public double evaluate(double x)

Description copied from interface: StandardCumulativeNormal

Evaluate \(F(x;\,\mu,\sigma^2)\).

Specified by:

evaluate in interface StandardCumulativeNormal

Specified by:

evaluate in interface UnivariateRealFunction

Parameters:

x - x

Returns:

\(F(x;\,1,1)\)