normaldistr.c File Reference

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "include/normaldistr.h"
#include "include/polevl.h"
#include "include/expx2.h"

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Defines
#define	USE_EXPXSQ   1
#define	UTHRESH   37.519379347
Functions
static double	cephes_erfc (double a)
static double	erfce (double x)
static double	cephes_erf (double x)
double	normal_pvalue_2 (double x)
double	normal_pvalue_1 (double x)
double	ndtr (double a)
Variables
static double	P []
static double	Q []
static double	R []
static double	S []
static double	T []
static double	U []

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Define Documentation

#define USE_EXPXSQ   1

Definition at line 213 of file normaldistr.c.

#define UTHRESH   37.519379347

Definition at line 270 of file normaldistr.c.

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Function Documentation

static double cephes_erf

(

double

x

)

[static]

Error function

Returns:

Returns erf(x)

Parameters:

x	variable x

Definition at line 389 of file normaldistr.c.

References cephes_erfc(), p1evl(), polevl(), T, and U.

Referenced by cephes_erfc(), and ndtr().

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static double cephes_erfc

(

double

a

)

[static]

Complementary error function

Returns:

Returns erfc(a)

Parameters:

a	variable a

Definition at line 309 of file normaldistr.c.

References cephes_erf(), expx2(), MAXLOG, P, p1evl(), polevl(), Q, R, and S.

Referenced by cephes_erf(), and ndtr().

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static double erfce

(

double

x

)

[static]

Exponentially scaled erfc function exp(x^2) erfc(x) valid for x > 1. Use with ndtr and expx2.

Definition at line 372 of file normaldistr.c.

References P, p1evl(), polevl(), Q, R, and S.

Referenced by ndtr().

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double ndtr

(

double

a

)

Returns the area under the Gaussian probability density function, integrated from minus infinity to a.

Parameters:

a	variable a

Definition at line 275 of file normaldistr.c.

References cephes_erf(), cephes_erfc(), erfce(), expx2(), and SQRTH.

Referenced by normal_pvalue_1(), normal_pvalue_2(), and runs_test().

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double normal_pvalue_1

(

double

x

)

normal_pvalue_1: x: double-precision value.

Calculates the one-sided p-value for x in relation to the standard normal distribution (that is, the probability that a random variable distributed as N(0, 1) is greater than x).

Returns:

Returns 1 minus the value of the standard normal CDF evaluated at x.

Definition at line 51 of file normaldistr.c.

References ndtr().

Referenced by test_normaldistr().

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double normal_pvalue_2

(

double

x

)

normal_pvalue_2: x: double-precision value.

Calculates the two-sided p-value for x in relation to the standard normal distribution.

Returns:

Returns 2 times (1 minus the value of the standard normal CDF evaluated at abs(x)).

Definition at line 32 of file normaldistr.c.

References ndtr().

Referenced by test_normaldistr().

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Variable Documentation

double P[] [static]

Initial value:

 {
    2.46196981473530512524E-10,
    5.64189564831068821977E-1,
    7.46321056442269912687E0,
    4.86371970985681366614E1,
    1.96520832956077098242E2,
    5.26445194995477358631E2,
    9.34528527171957607540E2,
    1.02755188689515710272E3,
    5.57535335369399327526E2
}

Definition at line 215 of file normaldistr.c.

Referenced by cephes_erfc(), and erfce().

double Q[] [static]

Initial value:

 {
    
    1.32281951154744992508E1,
    8.67072140885989742329E1,
    3.54937778887819891062E2,
    9.75708501743205489753E2,
    1.82390916687909736289E3,
    2.24633760818710981792E3,
    1.65666309194161350182E3,
    5.57535340817727675546E2
}

Definition at line 226 of file normaldistr.c.

Referenced by cephes_erfc(), and erfce().

double R[] [static]

Initial value:

 {
    5.64189583547755073984E-1,
    1.27536670759978104416E0,
    5.01905042251180477414E0,
    6.16021097993053585195E0,
    7.40974269950448939160E0,
    2.97886665372100240670E0
}

Definition at line 237 of file normaldistr.c.

Referenced by cephes_erfc(), erfce(), and runs_test().

double S[] [static]

Initial value:

 {
    
    2.26052863220117276590E0,
    9.39603524938001434673E0,
    1.20489539808096656605E1,
    1.70814450747565897222E1,
    9.60896809063285878198E0,
    3.36907645100081516050E0
}

Definition at line 245 of file normaldistr.c.

Referenced by cephes_erfc(), and erfce().

double T[] [static]

Initial value:

 {
    9.60497373987051638749E0,
    9.00260197203842689217E1,
    2.23200534594684319226E3,
    7.00332514112805075473E3,
    5.55923013010394962768E4
}

Definition at line 254 of file normaldistr.c.

Referenced by cephes_erf().

double U[] [static]

Initial value:

 {
    
    3.35617141647503099647E1,
    5.21357949780152679795E2,
    4.59432382970980127987E3,
    2.26290000613890934246E4,
    4.92673942608635921086E4
}

Definition at line 261 of file normaldistr.c.

Referenced by cephes_erf().