C/C++ 中的累积正态分布函数

2022-01-07 00:00:00 statistics math c distribution c++

我想知道是否在数学库中内置了统计函数，这些函数是标准 C++ 库(如 cmath)的一部分.如果没有，你们能推荐一个具有累积正态分布函数的好的统计库吗?提前致谢.

I was wondering if there were statistics functions built into math libraries that are part of the standard C++ libraries like cmath. If not, can you guys recommend a good stats library that would have a cumulative normal distribution function? Thanks in advance.

更具体地说，我希望使用/创建一个累积分布函数.

More specifically, I am looking to use/create a cumulative distribution function.

推荐答案

在之前回答我的人的建议下，我想出了如何使用 gsl 来解决这个问题，但后来找到了一个非图书馆解决方案(希望这有助于很多人都像我一样在寻找它):

I figured out how to do it using gsl, at the suggestion of the folks who answered before me, but then found a non-library solution (hopefully this helps many people out there who are looking for it like I was):

#ifndef Pi 
#define Pi 3.141592653589793238462643 
#endif 

double cnd_manual(double x)
{
  double L, K, w ;
  /* constants */
  double const a1 = 0.31938153, a2 = -0.356563782, a3 = 1.781477937;
  double const a4 = -1.821255978, a5 = 1.330274429;

  L = fabs(x);
  K = 1.0 / (1.0 + 0.2316419 * L);
  w = 1.0 - 1.0 / sqrt(2 * Pi) * exp(-L *L / 2) * (a1 * K + a2 * K *K + a3 * pow(K,3) + a4 * pow(K,4) + a5 * pow(K,5));

  if (x < 0 ){
    w= 1.0 - w;
  }
  return w;
}

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