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Algorithms

 Re: Inverse of NORMSDIST function Paul Conrad23-Jul-08 12:18 Paul Conrad 23-Jul-08 12:18
 NORMSDIST function sumit70342-Jul-08 22:28 sumit7034 2-Jul-08 22:28
 I know, CPallini2-Jul-08 22:51 CPallini 2-Jul-08 22:51
 Re: I know, sumit70342-Jul-08 23:50 sumit7034 2-Jul-08 23:50
 Re: I know, CPallini2-Jul-08 23:54 CPallini 2-Jul-08 23:54
 Re: I know, sumit70343-Jul-08 0:04 sumit7034 3-Jul-08 0:04
 Re: I know, CPallini3-Jul-08 0:11 CPallini 3-Jul-08 0:11
 Re: I know, sumit70343-Jul-08 0:28 sumit7034 3-Jul-08 0:28
 Re: I know, cp98763-Jul-08 0:52 cp9876 3-Jul-08 0:52
 Re: I know, CPallini3-Jul-08 0:56 CPallini 3-Jul-08 0:56
 Re: I know, sumit70343-Jul-08 1:36 sumit7034 3-Jul-08 1:36
 Re: I know, CPallini3-Jul-08 0:53 CPallini 3-Jul-08 0:53
 Re: NORMSDIST function 73Zeppelin3-Jul-08 2:11 73Zeppelin 3-Jul-08 2:11
 Implementation 1: ```
// returns the cumulative normal distribution function (CNDF)
// for a standard normal: N(0,1)
double CNDF(double x)
{
int neg = (x < 0);
if ( neg )
x *= -1;

double k(1/(1+0.2316419*x));
double y=((((1.330274429*k-1.821255978)*k+1.781477937)*k-0.356563782)*k+0.319381530)*k;
y = 1.0 - 0.398942280401*exp(-0.5*x*x)*y;

return (1-neg)*y + neg*(1-y);
}
``` Implementation 2 ```
// another implementation of the CNDF
// for a standard normal: N(0,1)
double CumNorm(double x)
{
// protect against overflow
if (x > 6.0)
return 1.0;
if (x < -6.0)
return 0.0;

double b1 = 0.31938153;
double b2 = -0.356563782;
double b3 = 1.781477937;
double b4 = -1.821255978;
double b5 = 1.330274429;
double p = 0.2316419;
double c2 = 0.3989423;

double a = fabs(x);
double t = 1.0 / (1.0 + a * p);
double b = c2*exp((-x)*(x/2.0));
double n = ((((b5*t+b4)*t+b3)*t+b2)*t+b1)*t;
n = 1.0-b*n;

if ( x < 0.0 )
n = 1.0 - n;

return n;
}
``` I'm the ocean. I'm a giant undertow.
 Re: NORMSDIST function CPallini3-Jul-08 2:29 CPallini 3-Jul-08 2:29
 Re: NORMSDIST function 73Zeppelin3-Jul-08 3:19 73Zeppelin 3-Jul-08 3:19
 Re: NORMSDIST function sumit70343-Jul-08 2:47 sumit7034 3-Jul-08 2:47
 Re: NORMSDIST function Member 82494620-Dec-11 23:54 Member 824946 20-Dec-11 23:54
 The six rightmost non-zero digits of 1000000! Rod Gowdy2-Jul-08 4:50 Rod Gowdy 2-Jul-08 4:50
 Re: The six rightmost non-zero digits of 1000000! [modified] Robert.C.Cartaino2-Jul-08 6:33 Robert.C.Cartaino 2-Jul-08 6:33
 Re: The six rightmost non-zero digits of 1000000! Rod Gowdy3-Jul-08 3:42 Rod Gowdy 3-Jul-08 3:42
 Re: The six rightmost non-zero digits of 1000000! Robert.C.Cartaino3-Jul-08 10:06 Robert.C.Cartaino 3-Jul-08 10:06
 Specify numbers as product of Primes? Ian Uy25-Jun-08 19:37 Ian Uy 25-Jun-08 19:37
 Re: Specify numbers as product of Primes? cp987625-Jun-08 21:32 cp9876 25-Jun-08 21:32
 Re: Specify numbers as product of Primes? Ian Uy26-Jun-08 0:42 Ian Uy 26-Jun-08 0:42
 Re: Specify numbers as product of Primes? Robert.C.Cartaino26-Jun-08 4:48 Robert.C.Cartaino 26-Jun-08 4:48
 Re: Specify numbers as product of Primes? Ian Uy26-Jun-08 4:50 Ian Uy 26-Jun-08 4:50
 Re: Specify numbers as product of Primes? The Developer8-Aug-08 7:03 The Developer 8-Aug-08 7:03
 Re: Specify numbers as product of Primes? Ian Uy26-Jun-08 6:28 Ian Uy 26-Jun-08 6:28
 Re: Specify numbers as product of Primes? Paul Conrad28-Jun-08 5:44 Paul Conrad 28-Jun-08 5:44
 Re: Specify numbers as product of Primes? Ian Uy28-Jun-08 5:46 Ian Uy 28-Jun-08 5:46
 Re: Specify numbers as product of Primes? Paul Conrad28-Jun-08 6:11 Paul Conrad 28-Jun-08 6:11
 Re: Specify numbers as product of Primes? Ravi Bhavnani8-Aug-08 7:16 Ravi Bhavnani 8-Aug-08 7:16
 Re: Specify numbers as product of Primes? cp987628-Jun-08 20:27 cp9876 28-Jun-08 20:27
 Re: Specify numbers as product of Primes? Luc Pattyn29-Jun-08 2:42 Luc Pattyn 29-Jun-08 2:42
 Re: Specify numbers as product of Primes? MarkBrock27-Jun-08 18:46 MarkBrock 27-Jun-08 18:46
 Re: Specify numbers as product of Primes? Paul Conrad28-Jun-08 5:42 Paul Conrad 28-Jun-08 5:42
 Re: Specify numbers as product of Primes? ChandraRam2-Jul-08 22:49 ChandraRam 2-Jul-08 22:49
 Re: Specify numbers as product of Primes? MarkBrock2-Jul-08 23:06 MarkBrock 2-Jul-08 23:06
 Re: Specify numbers as product of Primes? Member 419459326-Jun-08 8:19 Member 4194593 26-Jun-08 8:19
 Re: Specify numbers as product of Primes? Robert.C.Cartaino26-Jun-08 8:47 Robert.C.Cartaino 26-Jun-08 8:47
 Re: Specify numbers as product of Primes? Ian Uy26-Jun-08 17:51 Ian Uy 26-Jun-08 17:51
 Re: Specify numbers as product of Primes? cp987629-Jun-08 14:57 cp9876 29-Jun-08 14:57
 Re: Specify numbers as product of Primes? Arash Partow29-Jun-08 0:48 Arash Partow 29-Jun-08 0:48
 Re: Specify numbers as product of Primes? [modified] cp987629-Jun-08 3:53 cp9876 29-Jun-08 3:53
 Re: Specify numbers as product of Primes? Luc Pattyn29-Jun-08 4:40 Luc Pattyn 29-Jun-08 4:40
 Re: Specify numbers as product of Primes? cp987629-Jun-08 14:47 cp9876 29-Jun-08 14:47
 Re: Specify numbers as product of Primes? Arash Partow30-Jun-08 2:54 Arash Partow 30-Jun-08 2:54
 Re: Specify numbers as product of Primes? cp987630-Jun-08 3:18 cp9876 30-Jun-08 3:18
 Re: Specify numbers as product of Primes? Arash Partow30-Jun-08 4:27 Arash Partow 30-Jun-08 4:27
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