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| 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...
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| double | utl::InverseNormalCDF (const double p, const double sigma) |
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| double | utl::InverseNormalCDF (const double p, const double mean, const double sigma) |
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| double | utl::LogarithmOfErfc (const double x) |
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| double | utl::LogarithmOfNormalCDF (const double x) |
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| double | utl::LogarithmOfNormalCDF (const double x, const double sigma) |
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| double | utl::LogarithmOfNormalCDF (const double x, const double mean, const double sigma) |
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| double | utl::LogarithmOfNormalComplementCDF (const double x) |
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| double | utl::LogarithmOfNormalComplementCDF (const double x, const double sigma) |
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| double | utl::LogarithmOfNormalComplementCDF (const double x, const double mean, const double sigma) |
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| double | utl::LogarithmOfNormalPDF (const double x) |
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| double | utl::LogarithmOfNormalPDF (const double x, const double sigma) |
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| double | utl::LogarithmOfNormalPDF (const double x, const double mean, const double sigma) |
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| double | utl::NormalCDF (const double x) |
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| double | utl::NormalCDF (const double x, const double sigma) |
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| double | utl::NormalCDF (const double x, const double mean, const double sigma) |
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| double | utl::NormalPDF (const double x) |
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| double | utl::NormalPDF (const double x, const double sigma) |
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| double | utl::NormalPDF (const double x, const double mean, const double sigma) |
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| double | utl::PositiveNormalPDF (double x, double mu, double sigma) |
| | Truncated normal distribution with xmin = 0 and xmax = infinity. More...
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| double | utl::TruncatedNormalPDF (const double x, const double mu, const double sigma, const double xmin, const double xmax) |
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| double | utl::TruncatedNormalPDF (const double x, const double mu, const double sigma, const double xmin) |
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