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

Class CumulativeNormalMarsaglia

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

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

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

Nested Class Summary

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

Function.EvaluationException

Constructor Summary

Constructors

Constructor	Description
CumulativeNormalMarsaglia()

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

CumulativeNormalMarsaglia

public CumulativeNormalMarsaglia()

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:

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