- All Implemented Interfaces:
- Function<Vector,java.lang.Double>, RealScalarFunction, StandardCumulativeNormal, java.io.Serializable
public class CumulativeNormalHastings
extends UnivariateRealFunction
implements StandardCumulativeNormal
Hastings algorithm is faster but less accurate way to compute the cumulative standard Normal.
It has a maximum absolute error less than 7.5e-8.
- See Also:
- "Hastings, C., Jr. "Approximations for Digital Computers," Princeton University Press, Princeton, NJ. 1995."
- "Abramowitz, M., and Stegun, I.A, Handbook of Mathematical Functions, National Bureau of Standards, Washington, D.C. Reprinted by Dover, New York. 1964."
,
Serialized Form