// $Id: normalDist.h 962 2006-11-07 15:13:34Z privmane $ #ifndef ___NORMAL_DIST #define ___NORMAL_DIST #include "definitions.h" #define A1 (-3.969683028665376e+01) #define A2 2.209460984245205e+02 #define A3 (-2.759285104469687e+02) #define A4 1.383577518672690e+02 #define A5 (-3.066479806614716e+01) #define A6 2.506628277459239e+00 #define B1 (-5.447609879822406e+01) #define B2 1.615858368580409e+02 #define B3 (-1.556989798598866e+02) #define B4 6.680131188771972e+01 #define B5 (-1.328068155288572e+01) #define C1 (-7.784894002430293e-03) #define C2 (-3.223964580411365e-01) #define C3 (-2.400758277161838e+00) #define C4 (-2.549732539343734e+00) #define C5 4.374664141464968e+00 #define C6 2.938163982698783e+00 #define D1 7.784695709041462e-03 #define D2 3.224671290700398e-01 #define D3 2.445134137142996e+00 #define D4 3.754408661907416e+00 #define P_LOW 0.02425 /* P_high = 1 - p_low*/ #define P_HIGH 0.97575 MDOUBLE Phi(MDOUBLE x); MDOUBLE normsinv(MDOUBLE p); #endif