--- ray/src/cal/cal/norm.cal 2017/04/19 22:09:12 1.3 +++ ray/src/cal/cal/norm.cal 2021/09/12 17:04:41 1.4 @@ -1,4 +1,4 @@ -{ RCSid $Id: norm.cal,v 1.3 2017/04/19 22:09:12 greg Exp $ } +{ RCSid $Id: norm.cal,v 1.4 2021/09/12 17:04:41 greg Exp $ } { Normal Distribution Functions @@ -15,12 +15,18 @@ NORMF : 1/sqrt(2*PI) ; Z(u) : NORMF * exp(-u*u/2) ; +{ ### Old approximation: + 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) ) ; + +### erf() gives us exact value: } + +Q(u) : .5 - .5*erf(u/sqrt(2)) ; u2(t) : t - (2.515517+t*(.802853+t*.010328))/ (1+t*(1.432788+t*(.189269+t*.001308))) ;