Catalano.Math.Functions

Class Normal

java.lang.Object

Catalano.Math.Functions.Normal

public class Normal
extends java.lang.Object

Normal distribution functions.

Method Summary

Modifier and Type	Method and Description
static double	Function(double value) Normal cumulative distribution function.
static double	HighAccuracyComplemented(double x) High-accuracy Complementary normal distribution function.
static double	HighAccuracyFunction(double x) High-accuracy Normal cumulative distribution function.
static double	Inverse(double y0) Normal (Gaussian) inverse cumulative distribution function.

Methods inherited from class java.lang.Object

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

Method Detail

Function

public static double Function(double value)

Normal cumulative distribution function.

Parameters:

value - Value.

Returns:

Result.

Inverse

public static double Inverse(double y0)

Normal (Gaussian) inverse cumulative distribution function.

Parameters:

y0 - Value.

Returns:

Result.

HighAccuracyFunction

public static double HighAccuracyFunction(double x)

High-accuracy Normal cumulative distribution function.

Parameters:

x - Value.

Returns:

Result.

HighAccuracyComplemented

public static double HighAccuracyComplemented(double x)

High-accuracy Complementary normal distribution function.

Parameters:

x - Value.

Returns:

Result.