Package DistLib
Class normal
- java.lang.Object
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- DistLib.normal
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public class normal extends java.lang.Object
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Constructor Summary
Constructors Constructor Description normal()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description 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 Functionstatic double
quantile(double p, double mu, double sigma)
static double
random(double mu, double sigma, uniform PRNG)
static double
random(uniform PRNG)
static double
random_AhrensDieter(uniform PRNG)
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Method Detail
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density
public static double density(double x, double mu, double sigma)
The Normal Density Function
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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.
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quantile
public static double quantile(double p, double mu, double sigma)
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random
public static double random(double mu, double sigma, uniform PRNG)
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random_AhrensDieter
public static double random_AhrensDieter(uniform PRNG)
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random
public static double random(uniform PRNG)
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