mcsusefulmath.h

来自「Free C++ toolkit to facilitate Monte-Car」· C头文件 代码 · 共 36 行

/*
  These functions provide useful mathematical functions for other
  classes to use.  
*/

/*
    MCS-libre, a library to facilite Monte-Carlo simulation.
    Copyright (C) 2002  D. E. Williams

    This library is free software; you can redistribute it and/or
    modify it under the terms of the GNU Lesser General Public
    License as published by the Free Software Foundation; either
    version 2.1 of the License, or (at your option) any later version.

    This library is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
    Lesser General Public License for more details.

    You should have received a copy of the GNU Lesser General Public
    License along with this library; if not, write to the Free Software
    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307  USA

    The full text of the GNU Lesser General Public License is
    contained in the files COPYING and LICENSE.

    See the 'MCS-libre-HOWTO' in the 'doc' directory for author's
    contact information.  

    Have a nice day!
*/

double sign(double);
double inverse_error_function(double);
double inverse_cdf_stdnormal(double);