cal/cal/norm.cal

{ RCSid $Id: norm.cal,v 1.2 2012/04/25 01:06:25 greg Exp $ }
{
        Normal Distribution Functions

                10/20/87

        Z(u)            - normal probability density function

        Q(u)            - Z(u) integrated from u to infinity

        u(p)            - u for known value p = Q(u)
}

NORMF : 1/sqrt(2*PI) ;

Z(u) : NORMF * exp(-u*u/2) ;

Q2(t) : t*(.31938153+t*(-.356563782+t*(1.781477937+
                t*(-1.821255978+t*1.330274429)))) ;

Q1(u) : Z(u) * Q2(1/(1+.2316419*u)) ;

Q(u) : if( u, Q1(u), 1-Q1(-u) ) ;

u2(t) : t - (2.515517+t*(.802853+t*.010328))/
                (1+t*(1.432788+t*(.189269+t*.001308))) ;

u1(p) : u2(sqrt(-2*log(p))) ;

u(p) : if( .5-p, u1(p), -u1(1-p) ) ;
Revision:	1.3
Committed:	Wed Apr 19 22:09:12 2017 UTC (7 years, 1 month ago) by greg
Branch:	MAIN
CVS Tags:	rad5R2, rad5R1, rad5R3
Changes since 1.2:	+10 -10 lines
Log Message:	Added constant assignment to functions
#	User	Rev	Content
1	greg	1.3	{ RCSid $Id: norm.cal,v 1.2 2012/04/25 01:06:25 greg Exp $ }
2	greg	1.1	{
3			Normal Distribution Functions
4
5			10/20/87
6
7			Z(u) - normal probability density function
8
9			Q(u) - Z(u) integrated from u to infinity
10
11			u(p) - u for known value p = Q(u)
12			}
13
14			NORMF : 1/sqrt(2*PI) ;
15
16	greg	1.3	Z(u) : NORMF * exp(-u*u/2) ;
17	greg	1.1
18	greg	1.3	Q2(t) : t(.31938153+t(-.356563782+t*(1.781477937+
19			t(-1.821255978+t1.330274429)))) ;
20	greg	1.1
21	greg	1.3	Q1(u) : Z(u) * Q2(1/(1+.2316419*u)) ;
22	greg	1.1
23	greg	1.3	Q(u) : if( u, Q1(u), 1-Q1(-u) ) ;
24	greg	1.1
25	greg	1.3	u2(t) : t - (2.515517+t(.802853+t.010328))/
26			(1+t(1.432788+t(.189269+t*.001308))) ;
27	greg	1.1
28	greg	1.3	u1(p) : u2(sqrt(-2*log(p))) ;
29	greg	1.1
30	greg	1.3	u(p) : if( .5-p, u1(p), -u1(1-p) ) ;