#include <cmath>#include <limits>#include <utl/NormalDistribution.h>#include <utl/ErrorLogger.h>Go to the source code of this file.
Namespaces | |
| utl | |
Functions | |
| double | utl::InverseNormalCDF (const double p) |
| Inverse of the comulative normal distribution. Taken from http://home.online.no/~pjacklam/notes/invnorm/ The algorithm has never been published in a journal. The accuracy is more than 15 decimal places. More... | |
| double | utl::TruncatedNormalPDF (const double x, const double mu, const double sigma, const double xmin, const double xmax) |
| double | utl::TruncatedNormalPDF (const double x, const double mu, const double sigma, const double xmin) |