Class: RubyStatistics::Distribution::InverseStandardNormal

Inherits:
StandardNormal show all
Defined in:
lib/ruby-statistics/distribution/normal.rb

Overview

Inverse Standard Normal distribution: References: en.wikipedia.org/wiki/Inverse_distribution www.source-code.biz/snippets/vbasic/9.htm

Constant Summary collapse

A1 = 
-39.6968302866538
A2 = 
220.946098424521
A3 = 
-275.928510446969
A4 = 
138.357751867269
A5 = 
-30.6647980661472
A6 = 
2.50662827745924
B1 = 
-54.4760987982241
B2 = 
161.585836858041
B3 = 
-155.698979859887
B4 = 
66.8013118877197
B5 = 
-13.2806815528857
C1 = 
-7.78489400243029E-03
C2 = 
-0.322396458041136
C3 = 
-2.40075827716184
C4 = 
-2.54973253934373
C5 = 
4.37466414146497
C6 = 
2.93816398269878
D1 = 
7.78469570904146E-03
D2 = 
0.32246712907004
D3 = 
2.445134137143
D4 = 
3.75440866190742
P_LOW = 
0.02425
P_HIGH = 
1 - P_LOW

Instance Attribute Summary

Attributes inherited from Normal

#mean, #standard_deviation, #variance

Instance Method Summary collapse

Methods inherited from StandardNormal

#initialize

Methods inherited from Normal

#initialize

Constructor Details

This class inherits a constructor from RubyStatistics::Distribution::StandardNormal

Instance Method Details

#cumulative_function(value) ⇒ Object 



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# File 'lib/ruby-statistics/distribution/normal.rb', line 120

def cumulative_function(value)
  return if value < 0.0 || value > 1.0
  return -1.0 * Float::INFINITY if value.zero?
  return Float::INFINITY if value == 1.0

  if value < P_LOW
    q = Math.sqrt((Math.log(value) * -2.0))
    (((((C1 * q + C2) * q + C3) * q + C4) * q + C5) * q + C6) / ((((D1 * q + D2) * q + D3) * q + D4) * q + 1.0)
  elsif value <= P_HIGH
    q = value - 0.5
    r = q ** 2
    (((((A1 * r + A2) * r + A3) * r + A4) * r + A5) * r + A6) * q / (((((B1 * r + B2) * r + B3) * r + B4) * r + B5) * r + 1.0)
  else
    q = Math.sqrt((Math.log(1 - value) * -2.0))
    - (((((C1 * q + C2) * q + C3) * q + C4) * q + C5) * q + C6) / ((((D1 * q + D2) * q + D3) * q + D4) * q + 1)
  end
end

#density_function(_) ⇒ Object

Raises:

  • (NotImplementedError) 


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# File 'lib/ruby-statistics/distribution/normal.rb', line 112

def density_function(_)
  raise NotImplementedError
end

#random(elements: 1, seed: Random.new_seed) ⇒ Object

Raises:

  • (NotImplementedError) 


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# File 'lib/ruby-statistics/distribution/normal.rb', line 116

def random(elements: 1, seed: Random.new_seed)
  raise NotImplementedError
end