Function mrpt::math::normalCDF

Defined in File distributions.h

Function Documentation

double mrpt::math::normalCDF(double p): Evaluates the Gaussian cumulative density function. The employed approximation is that from W. J. Cody freely available in http://www.netlib.org/specfun/erf

Note

Equivalent to MATLAB normcdf(x,mu,s) with p=(x-mu)/s