📄 ndtrf.c
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/* ndtrf.c * * Normal distribution function * * * * SYNOPSIS: * * float x, y, ndtrf(); * * y = ndtrf( x ); * * * * DESCRIPTION: * * Returns the area under the Gaussian probability density * function, integrated from minus infinity to x: * * x * - * 1 | | 2 * ndtr(x) = --------- | exp( - t /2 ) dt * sqrt(2pi) | | * - * -inf. * * = ( 1 + erf(z) ) / 2 * = erfc(z) / 2 * * where z = x/sqrt(2). Computation is via the functions * erf and erfc. * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -13,0 50000 1.5e-5 2.6e-6 * * * ERROR MESSAGES: * * See erfcf(). * *//* erff.c * * Error function * * * * SYNOPSIS: * * float x, y, erff(); * * y = erff( x ); * * * * DESCRIPTION: * * The integral is * * x * - * 2 | | 2 * erf(x) = -------- | exp( - t ) dt. * sqrt(pi) | | * - * 0 * * The magnitude of x is limited to 9.231948545 for DEC * arithmetic; 1 or -1 is returned outside this range. * * For 0 <= |x| < 1, erf(x) = x * P(x**2); otherwise * erf(x) = 1 - erfc(x). * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -9.3,9.3 50000 1.7e-7 2.8e-8 * *//* erfcf.c * * Complementary error function * * * * SYNOPSIS: * * float x, y, erfcf(); * * y = erfcf( x ); * * * * DESCRIPTION: * * * 1 - erf(x) = * * inf. * - * 2 | | 2 * erfc(x) = -------- | exp( - t ) dt * sqrt(pi) | | * - * x * * * For small x, erfc(x) = 1 - erf(x); otherwise polynomial * approximations 1/x P(1/x**2) are computed. * * * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE -9.3,9.3 50000 3.9e-6 7.2e-7 * * * ERROR MESSAGES: * * message condition value returned * erfcf underflow x**2 > MAXLOGF 0.0 * * *//*Cephes Math Library Release 2.2: June, 1992Copyright 1984, 1987, 1988 by Stephen L. MoshierDirect inquiries to 30 Frost Street, Cambridge, MA 02140*/#include <math.h>extern float MAXLOGF, SQRTHF;/* erfc(x) = exp(-x^2) P(1/x), 1 < x < 2 */static float P[] = { 2.326819970068386E-002,-1.387039388740657E-001, 3.687424674597105E-001,-5.824733027278666E-001, 6.210004621745983E-001,-4.944515323274145E-001, 3.404879937665872E-001,-2.741127028184656E-001, 5.638259427386472E-001};/* erfc(x) = exp(-x^2) 1/x P(1/x^2), 2 < x < 14 */static float R[] = {-1.047766399936249E+001, 1.297719955372516E+001,-7.495518717768503E+000, 2.921019019210786E+000,-1.015265279202700E+000, 4.218463358204948E-001,-2.820767439740514E-001, 5.641895067754075E-001};/* erf(x) = x P(x^2), 0 < x < 1 */static float T[] = { 7.853861353153693E-005,-8.010193625184903E-004, 5.188327685732524E-003,-2.685381193529856E-002, 1.128358514861418E-001,-3.761262582423300E-001, 1.128379165726710E+000};/*#define UTHRESH 37.519379347*/#define UTHRESH 14.0#define fabsf(x) ( (x) < 0 ? -(x) : (x) )#ifdef ANSICfloat polevlf(float, float *, int);float expf(float), logf(float), erff(float), erfcf(float);#elsefloat polevlf(), expf(), logf(), erff(), erfcf();#endiffloat ndtrf(float aa){float x, y, z;x = aa;x *= SQRTHF;z = fabsf(x);if( z < SQRTHF ) y = 0.5 + 0.5 * erff(x);else { y = 0.5 * erfcf(z); if( x > 0 ) y = 1.0 - y; }return(y);}float erfcf(float aa){float a, p,q,x,y,z;a = aa;x = fabsf(a);if( x < 1.0 ) return( 1.0 - erff(a) );z = -a * a;if( z < -MAXLOGF ) {under: mtherr( "erfcf", UNDERFLOW ); if( a < 0 ) return( 2.0 ); else return( 0.0 ); }z = expf(z);q = 1.0/x;y = q * q;if( x < 2.0 ) { p = polevlf( y, P, 8 ); }else { p = polevlf( y, R, 7 ); }y = z * q * p;if( a < 0 ) y = 2.0 - y;if( y == 0.0 ) goto under;return(y);}float erff(float xx){float x, y, z;x = xx;if( fabsf(x) > 1.0 ) return( 1.0 - erfcf(x) );z = x * x;y = x * polevlf( z, T, 6 );return( y );}
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