Class CumulativeNormalMarsaglia

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.