Method: Distribution::Normal::Ruby_.cdf

Defined in:
lib/distribution/normal/ruby.rb

.cdf(z) ⇒ Object

Normal cumulative distribution function (cdf).

Returns the integral of normal distribution over (-Infty, z].



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# File 'lib/distribution/normal/ruby.rb', line 58

def cdf(z)
  return 0.0 if z < -12
  return 1.0 if z > 12
  return 0.5 if z == 0.0

  if z > 0.0
    e = true
  else
    e = false
    z = -z
  end
  z = z.to_f
  z2 = z * z
  t = q = z * Math.exp(-0.5 * z2) / SQ2PI

  3.step(199, 2) do |i|
    prev = q
    t *= z2 / i
    q += t
    return(e ? 0.5 + q : 0.5 - q) if q <= prev
  end
  e ? 1.0 : 0.0
end