RdcPanda
Class Gaussian

java.lang.Object
  extended by RdcPanda.Gaussian

public class Gaussian
extends java.lang.Object

Compilation: javac Gaussian.java Execution: java Gaussian x mu sigma Function to compute the Gaussian pdf (probability density function) and the Gaussian cdf (cumulative density function) % java Gaussian 820 1019 209 0.17050966869132111 % java Gaussian 1500 1019 209 0.9893164837383883 % java Gaussian 1500 1025 231 0.9801220907365489 The approximation is accurate to absolute error less than 8 * 10^(-16). Reference: http://www.jstatsoft.org/v11/i04/v11i04.pdf


Constructor Summary
Gaussian()
           
 
Method Summary
static void main(java.lang.String[] args)
           
static double phi(double x)
           
static double Phi(double z)
           
static double phi(double x, double mu, double sigma)
           
static double Phi(double z, double mu, double sigma)
           
static double phiExtend(double x, double mu, double sigma)
           
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Gaussian

public Gaussian()
Method Detail

phi

public static double phi(double x)

phi

public static double phi(double x,
                         double mu,
                         double sigma)

phiExtend

public static double phiExtend(double x,
                               double mu,
                               double sigma)

Phi

public static double Phi(double z)

Phi

public static double Phi(double z,
                         double mu,
                         double sigma)

main

public static void main(java.lang.String[] args)