Package DistLib

Class normal

java.lang.Object
DistLib.normal

public class normal extends Object
  • Constructor Summary

    Constructors
    Constructor
    Description
     
  • Method Summary

    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 Function
    static double
    quantile(double p, double mu, double sigma)
     
    static double
    random(double mu, double sigma, uniform PRNG)
     
    static double
     
    static double
     

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • normal

      public normal()
  • Method Details

    • 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)