Class NormalDistribution


  • public class NormalDistribution
    extends java.lang.Object
    Calculate Normal distribution (PDF & CDF) using more precision if required
    Author:
    pcingola
    • Field Summary

      Fields 
      Modifier and Type Field Description
      static double MAX_NORM_DOUBLE  
    • Method Summary

      All Methods Static Methods Concrete Methods 
      Modifier and Type Method Description
      static org.apfloat.Apfloat cdf​(double x, double mu, double sigma)
      DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W.
      static org.apfloat.Apfloat cdfApfloat​(double x, double y, double[] p, double[] q)
      CDF using apfloat
      static org.apfloat.Apfloat pdf​(double x, double mu, double sigma)  
      static org.apfloat.Apfloat pdfApfloat​(double x, double mu, double sigma)  
      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • NormalDistribution

        public NormalDistribution()
    • Method Detail

      • pdf

        public static org.apfloat.Apfloat pdf​(double x,
                                              double mu,
                                              double sigma)
      • pdfApfloat

        public static org.apfloat.Apfloat pdfApfloat​(double x,
                                                     double mu,
                                                     double sigma)
      • cdf

        public static org.apfloat.Apfloat cdf​(double x,
                                              double mu,
                                              double sigma)
        DESCRIPTION The main computation evaluates near-minimax approximations derived from those in "Rational Chebyshev approximations for the error function" by W. J. Cody, Math. Comp., 1969, 631-637. This transportable program uses rational functions that theoretically approximate the normal distribution function to at least 18 significant decimal digits. The accuracy achieved depends on the arithmetic system, the compiler, the intrinsic functions, and proper selection of the machine-dependent constants. REFERENCE Cody, W. D. (1993). ALGORITHM 715: SPECFUN - A Portable FORTRAN Package of Special Function Routines and Test Drivers". ACM Transactions on Mathematical Software. 19, 22-32.
      • cdfApfloat

        public static org.apfloat.Apfloat cdfApfloat​(double x,
                                                     double y,
                                                     double[] p,
                                                     double[] q)
        CDF using apfloat
        Parameters:
        x -
        y -
        p -
        q -
        Returns: