org.tensorics.core.fields.doubles

Class DoubleStatistics

java.lang.Object

org.tensorics.core.fields.doubles.DoubleStatistics

public class DoubleStatistics
extends java.lang.Object

This class provides some utility methods to evaluate the normal distribution cumulative distribution function (CDF) and its inverse.

Method Summary

Modifier and Type	Method and Description
static double	inverseGaussianCumulativeDistributionFunction(double value) Calculate the inverse Gaussian CDF (mu=0, sigma=1)
static double	standardGaussianCumulativeDistributionFunction(double value) Calculate the standard Gaussian CDF (mu=0, sigma=1).

Methods inherited from class java.lang.Object

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

Method Detail

standardGaussianCumulativeDistributionFunction

public static double standardGaussianCumulativeDistributionFunction(double value)

Calculate the standard Gaussian CDF (mu=0, sigma=1). Taken from: G. Marsaglia, Evaluating the Normal Distribution, JStatSoft 11 (4), 2004

Parameters:

value - The x value

Returns:

The standard Gaussian CDF

inverseGaussianCumulativeDistributionFunction

public static double inverseGaussianCumulativeDistributionFunction(double value)

Calculate the inverse Gaussian CDF (mu=0, sigma=1)

Parameters:

value - The position to calculate the inverse CDF for

Returns:

The inverse Gaussian CDF for y