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