30 lines
692 B
C++
30 lines
692 B
C++
|
// Copyright 2022 Hans Dembinski, Jay Gohil
|
||
|
|
//
|
||
|
|
// Distributed under the Boost Software License, Version 1.0.
|
||
|
|
// (See accompanying file LICENSE_1_0.txt
|
||
|
|
// or copy at http://www.boost.org/LICENSE_1_0.txt)
|
||
|
|
|
||
|
|
#ifndef BOOST_HISTOGRAM_DETAIL_NORMAL_HPP
|
||
|
|
#define BOOST_HISTOGRAM_DETAIL_NORMAL_HPP
|
||
|
|
|
||
|
|
#include <boost/histogram/detail/erf_inv.hpp>
|
||
|
|
#include <cmath>
|
||
|
|
|
||
|
|
namespace boost {
|
||
|
|
namespace histogram {
|
||
|
|
namespace detail {
|
||
|
|
|
||
|
|
inline double normal_cdf(double x) noexcept {
|
||
|
|
return std::fma(0.5, std::erf(x / std::sqrt(2)), 0.5);
|
||
|
|
}
|
||
|
|
|
||
|
|
inline double normal_ppf(double p) noexcept {
|
||
|
|
return std::sqrt(2) * erf_inv(2 * (p - 0.5));
|
||
|
|
}
|
||
|
|
|
||
|
|
} // namespace detail
|
||
|
|
} // namespace histogram
|
||
|
|
} // namespace boost
|
||
|
|
|
||
|
|
#endif
|