com.numericalmethod.suanshu.analysis.function.special.gaussian

Class CumulativeNormalMarsaglia

java.lang.Object

com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

com.numericalmethod.suanshu.analysis.function.special.gaussian.CumulativeNormalMarsaglia

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction, StandardCumulativeNormal, java.io.Serializable

public class CumulativeNormalMarsaglia
extends UnivariateRealFunction
implements StandardCumulativeNormal

Marsaglia is about 3 times slower but is more accurate to compute the cumulative standard Normal. It has a maximum relative error less than 1e-15 for 0 < x less than 6.23025, and relative error < 1e-12 for bigger x.

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
CumulativeNormalMarsaglia()

Method Summary

Modifier and Type	Method and Description
double	evaluate(double x) Evaluate y = f(x).

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

dimensionOfDomain, dimensionOfRange, evaluate

Methods inherited from class java.lang.Object

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

Constructor Detail

CumulativeNormalMarsaglia

public CumulativeNormalMarsaglia()

Method Detail

evaluate

public double evaluate(double x)

Description copied from class: UnivariateRealFunction

Evaluate y = f(x).

Specified by:

evaluate in interface StandardCumulativeNormal

Specified by:

evaluate in class UnivariateRealFunction

Parameters:

x - x

Returns:

f(x)