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Normal Class

Normal distribution functions.
Inheritance Hierarchy
SystemObject
  Accord.MathNormal

Namespace:  Accord.Math
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax
public static class Normal
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The Normal type exposes the following members.

Methods
  NameDescription
Public methodStatic memberBivariate
Bivariate normal cumulative distribution function.
Public methodStatic memberBivariateComplemented
Complemented bivariate normal cumulative distribution function.
Public methodStatic memberComplemented
Complemented cumulative distribution function.
Public methodStatic memberDerivative
First derivative of Normal cumulative distribution function, also known as the Normal density function.
Public methodStatic memberFunction
Normal cumulative distribution function.
Public methodStatic memberGaussian
1-D Gaussian function.
Public methodStatic memberGaussian2D
2-D Gaussian function.
Public methodStatic memberHighAccuracyComplemented
High-accuracy Complementary normal distribution function.
Public methodStatic memberHighAccuracyFunction
High-accuracy Normal cumulative distribution function.
Public methodStatic memberInverse
Normal (Gaussian) inverse cumulative distribution function.
Public methodStatic memberKernel
1-D Gaussian kernel.
Public methodStatic memberKernel2D
2-D Gaussian kernel.
Public methodStatic memberLog
Normal cumulative distribution function.
Public methodStatic memberLogDerivative
Log of the first derivative of Normal cumulative distribution function, also known as the Normal density function.
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Remarks
References:
  • Cephes Math Library, http://www.netlib.org/cephes/
  • George Marsaglia, Evaluating the Normal Distribution, 2004. Available in: http://www.jstatsoft.org/v11/a05/paper
Examples

The following example shows the normal usages for the Normal functions:

// Compute standard precision functions
double phi  = Normal.Function(0.42);     //  0.66275727315175048
double phic = Normal.Complemented(0.42); //  0.33724272684824952
double inv  = Normal.Inverse(0.42);      // -0.20189347914185085

// Compute at the limits
double phi  = Normal.Function(16.6);     //  1.0
double phic = Normal.Complemented(16.6); //  3.4845465199504055E-62
See Also