- All Implemented Interfaces:
- Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction, StandardCumulativeNormal
public class CumulativeNormalHastings
Hastings algorithm is faster but less accurate way to compute the cumulative standard Normal.
It has a maximum absolute error less than 7.5e-8.
- See Also:
- "Hastings, C., Jr. "Approximations for Digital Computers," Princeton University Press, Princeton, NJ. 1995."
- "Abramowitz, M., and Stegun, I.A, Handbook of Mathematical Functions, National Bureau of Standards, Washington, D.C. Reprinted by Dover, New York. 1964."
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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