Constructors
constructor
Defined in ql/math/distributions/normaldistribution.ts:26
Parameters
Default value average: Real = 0
Default value sigma: Real = 1
Properties
Private _average
Defined in ql/math/distributions/normaldistribution.ts:51
Private _denominator
Defined in ql/math/distributions/normaldistribution.ts:54
Private _derNormalizationFactor _der
NormalizationFactor: Real
Defined in ql/math/distributions/normaldistribution.ts:55
Private _normalizationFactor _normalization
Factor: Real
Defined in ql/math/distributions/normaldistribution.ts:53
Private _sigma
Defined in ql/math/distributions/normaldistribution.ts:52
Methods
d
Defined in ql/math/distributions/normaldistribution.ts:47
Parameters
f
Defined in ql/math/distributions/normaldistribution.ts:39
Parameters
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Static property Static method
Normal distribution function
Given x, it returns its probability in a Gaussian normal distribution. It provides the first derivative too.
test the correctness of the returned value is tested by checking it against numerical calculations. Cross-checks are also performed against the CumulativeNormalDistribution and InverseCumulativeNormal classes.