public class Gaussian
extends java.lang.Object
Constructor and Description |
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Gaussian() |
Modifier and Type | Method and Description |
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static double |
cdf(double z)
standard Gaussian cdf using Taylor approximation;
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static double |
cdf(double z,
double mu,
double sigma)
Gaussian cdf with mean mu and stddev sigma
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static void |
main(java.lang.String[] args) |
static double |
pdf(double x)
Standard Gaussian pdf.
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static double |
pdf(double x,
double mu,
double sigma)
Gaussian pdf with mean mu and stddev sigma
|
static double |
PhiInverse(double y)
Compute z for standard normal such that cdf(z) = y via bisection search
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static double |
PhiInverse(double y,
double mu,
double sigma)
Compute z for standard normal such that cdf(z, mu, sigma) = y via bisection search
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public static double pdf(double x)
x
- parameter of the gaussian functionx
public static double pdf(double x, double mu, double sigma)
x
- parameter of the gaussian functionmu
- mean of the gaussian functionsigma
- stddev sigma of the gaussian functionpublic static double cdf(double z)
z
- parameter of the functionpublic static double cdf(double z, double mu, double sigma)
z
- parameter of the functionmu
- meansigma
- stddev sigmapublic static double PhiInverse(double y)
y
- parameter of the functionpublic static double PhiInverse(double y, double mu, double sigma)
y
- the given value for functionmu
- mu parametersigma
- sigma parameterpublic static void main(java.lang.String[] args)
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