public class NormalQuantile
extends java.lang.Object
Modifier and Type | Field and Description |
---|---|
static double |
A0 |
static double |
A1 |
static double |
A2 |
static double |
A3 |
static double |
B1 |
static double |
B2 |
static double |
B3 |
static double |
B4 |
private static double[] |
c |
static double |
C0 |
static double |
C1 |
static double |
C2 |
static double |
C3 |
private static double[] |
d |
static double |
D1 |
static double |
D2 |
static double |
ONE_OVER_ROOT_TWO_PI |
static double |
SPLIT |
static double |
SQRT_EIGHT_OVER_PI |
static double |
SQRT_PI_OVER_EIGHT |
Constructor and Description |
---|
NormalQuantile() |
Modifier and Type | Method and Description |
---|---|
static double |
getDensity(double x) |
static double |
getDensity(double x,
double mean,
double stdDev) |
static double |
getDistribution(double x) |
static double |
getDistribution(double x,
double mean,
double stdDev) |
static double |
getQuantile(double p)
Based on Beasley & Springer, "Algorithm AS 111: The Percentage Points
of the Normal Distribution," Journal of the Royal Statistical Society.
|
static double |
getQuantile2(double p)
Based on Abramawitz & Stegun, Handbook of Mathematical
Functions, 26.2.23, p.
|
public static final double ONE_OVER_ROOT_TWO_PI
public static final double SQRT_EIGHT_OVER_PI
public static final double SQRT_PI_OVER_EIGHT
private static final double[] c
private static final double[] d
public static final double A0
public static final double A1
public static final double A2
public static final double A3
public static final double B1
public static final double B2
public static final double B3
public static final double B4
public static final double C0
public static final double C1
public static final double C2
public static final double C3
public static final double D1
public static final double D2
public static final double SPLIT
public static double getDensity(double x)
public static double getDensity(double x, double mean, double stdDev)
public static double getDistribution(double x)
public static double getDistribution(double x, double mean, double stdDev)
public static double getQuantile(double p)
p
- Desired probabilitypublic static double getQuantile2(double p)
p
- Desired probability