DistLib
Class normal
java.lang.Object
|
+--DistLib.normal
- public class normal
- extends java.lang.Object
Method Summary |
static double |
cumulative(double x,
double mu,
double sigma)
DESCRIPTION
The main computation evaluates near-minimax approximations derived
from those in "Rational Chebyshev approximations for the error
function" by W. |
static double |
density(double x,
double mu,
double sigma)
The Normal Density Function |
static double |
quantile(double p,
double mu,
double sigma)
|
static double |
random_AhrensDieter(uniform PRNG)
|
static double |
random(double mu,
double sigma,
uniform PRNG)
|
static double |
random(uniform PRNG)
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Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
normal
public normal()
density
public static double density(double x,
double mu,
double sigma)
- The Normal Density Function
cumulative
public static double cumulative(double x,
double mu,
double sigma)
- DESCRIPTION
The main computation evaluates near-minimax approximations derived
from those in "Rational Chebyshev approximations for the error
function" by W. J. Cody, Math. Comp., 1969, 631-637. This
transportable program uses rational functions that theoretically
approximate the normal distribution function to at least 18
significant decimal digits. The accuracy achieved depends on the
arithmetic system, the compiler, the intrinsic functions, and
proper selection of the machine-dependent constants.
REFERENCE
Cody, W. D. (1993).
ALGORITHM 715: SPECFUN - A Portable FORTRAN Package of
Special Function Routines and Test Drivers".
ACM Transactions on Mathematical Software. 19, 22-32.
quantile
public static double quantile(double p,
double mu,
double sigma)
random
public static double random(double mu,
double sigma,
uniform PRNG)
random_AhrensDieter
public static double random_AhrensDieter(uniform PRNG)
random
public static double random(uniform PRNG)