Maddock's Inverse cumulative normal distribution class
Given x between zero and one as
the integral value of a gaussian normal distribution
this class provides the value y such that
formula here ...
From the boost documentation:
These functions use a rational approximation devised by
John Maddock to calculate an initial approximation to the
result that is accurate to ~10^-19, then only if that has
insufficient accuracy compared to the epsilon for type double,
do we clean up the result using Halley iteration.
Maddock's Inverse cumulative normal distribution class
Given x between zero and one as the integral value of a gaussian normal distribution this class provides the value y such that formula here ...
From the boost documentation: These functions use a rational approximation devised by John Maddock to calculate an initial approximation to the result that is accurate to ~10^-19, then only if that has insufficient accuracy compared to the epsilon for type double, do we clean up the result using Halley iteration.