在C / C累积正态分布函数++

问题描述

我不知道是否有内置于像CMATH C ++标准库的一部分数学库统计功能。如果没有，你们可以推荐一个好统计库，将有一个累积正态分布函数？先谢谢了。

I was wondering if there were statistics functions built into math libraries that are part of the standard C++ libraries like cmath. If not, can you guys recommend a good stats library that would have a cumulative normal distribution function? Thanks in advance.

更具体地说，我期待使用/创建一个累积分布函数。

More specifically, I am looking to use/create a cumulative distribution function.

推荐答案

我想通了如何使用GSL，在谁在我面前回答人的建议去做，但后来发现非库解决方案（希望这可以帮助许多人在那里谁正在寻找像我）：

I figured out how to do it using gsl, at the suggestion of the folks who answered before me, but then found a non-library solution (hopefully this helps many people out there who are looking for it like I was):

#ifndef Pi 
#define Pi 3.141592653589793238462643 
#endif 

double cnd_manual(double x)
{
  double L, K, w ;
  /* constants */
  double const a1 = 0.31938153, a2 = -0.356563782, a3 = 1.781477937;
  double const a4 = -1.821255978, a5 = 1.330274429;

  L = fabs(x);
  K = 1.0 / (1.0 + 0.2316419 * L);
  w = 1.0 - 1.0 / sqrt(2 * Pi) * exp(-L *L / 2) * (a1 * K + a2 * K *K + a3 * pow(K,3) + a4 * pow(K,4) + a5 * pow(K,5));

  if (x < 0 ){
    w= 1.0 - w;
  }
  return w;
}

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