Functions for using normal distribution. More...

#include "libtpcmodel.h"

Functions
double	ndtr (double a)

double	normal_pvalue_2 (double x)

double	normal_pvalue_1 (double x)

Detailed Description

Functions for using normal distribution.

Author: Kaisa Liukko, Vesa Oikonen

Definition in file normaldistr.c.

Function Documentation

◆ ndtr()

double ndtr ( double a )

Calculates the area under the Gaussian probability density function integrated from minus infinity to given value a. For more information search for the Cephes C codes.

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

Parameters

a	variable a

Definition at line 17 of file normaldistr.c.

  {
  double x, y, z;
 
  x=a*M_SQRT1_2;
  z=fabs(x);
 
  if(z<1.0) {
    y=0.5+0.5*erf(x);
  } else {
    y=0.5*erfc(z);
    if(x>0) y=1.0-y;
  }
  return(y);
}

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

◆ normal_pvalue_1()

double normal_pvalue_1 ( double x )

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.

Parameters

x	double-precision value x

Definition at line 60 of file normaldistr.c.

  {
  return 1.0-ndtr(x);
}

◆ normal_pvalue_2()

double normal_pvalue_2 ( double x )

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 |x|).

Parameters

x	double-precision value x

Definition at line 43 of file normaldistr.c.

  {
  double p = (x<0.0)? ndtr(x) : ndtr(-x);
  return 2.0*p;
}