#include /*- * algorithm as241 appl. statist. (1988) 37(3):477-484. * produces the normal deviate z corresponding to a given lower tail * area of p; z is accurate to about 1 part in 10**7. * * the hash sums below are the sums of the mantissas of the coefficients. * they are included for use in checking transcription. */ double Cdhc_ppnd7(double p) { static double zero = 0.0, one = 1.0, half = 0.5; static double split1 = 0.425, split2 = 5.0; static double const1 = 0.180625, const2 = 1.6; /* coefficients for p close to 0.5 */ static double a[4] = { 3.3871327179, 5.0434271938e+01, 1.5929113202e+02, 5.9109374720e+01 }; static double b[4] = { 0.0, 1.7895169469e+01, 7.8757757664e+01, 6.7187563600e+01 }; /* hash sum ab 32.3184577772 */ /* coefficients for p not close to 0, 0.5 or 1. */ static double c[4] = { 1.4234372777e+00, 2.7568153900e+00, 1.3067284816e+00, 1.7023821103e-01 }; static double d[3] = { 0.0, 7.3700164250e-01, 1.2021132975e-01 }; /* hash sum cd 15.7614929821 */ /* coefficients for p near 0 or 1. */ static double e[4] = { 6.6579051150e+00, 3.0812263860e+00, 4.2868294337e-01, 1.7337203997e-02 }; static double f[3] = { 0.0, 2.4197894225e-01, 1.2258202635e-02 }; /* hash sum ef 19.4052910204 */ double q, r, ret; q = p - half; if (fabs(q) <= split1) { r = const1 - q * q; ret = q * (((a[3] * r + a[2]) * r + a[1]) * r + a[0]) / (((b[3] * r + b[2]) * r + b[1]) * r + one); return ret;; } /* else */ if (q < zero) r = p; else r = one - p; if (r <= zero) return zero; r = sqrt(-log(r)); if (r <= split2) { r = r - const2; ret = (((c[3] * r + c[2]) * r + c[1]) * r + c[0]) / ((d[2] * r + d[1]) * r + one); } else { r = r - split2; ret = (((e[3] * r + e[2]) * r + e[1]) * r + e[0]) / ((f[2] * r + f[1]) * r + one); } if (q < zero) ret = -ret; return ret;; } /*- * algorithm as241 appl. statist. (1988) 37(3): * * produces the normal deviate z corresponding to a given lower * tail area of p; z is accurate to about 1 part in 10**16. * * the hash sums below are the sums of the mantissas of the * coefficients. they are included for use in checking * transcription. */ double ppnd16(double p) { static double zero = 0.0, one = 1.0, half = 0.5; static double split1 = 0.425, split2 = 5.0; static double const1 = 0.180625, const2 = 1.6; /* coefficients for p close to 0.5 */ static double a[8] = { 3.3871328727963666080e0, 1.3314166789178437745e+2, 1.9715909503065514427e+3, 1.3731693765509461125e+4, 4.5921953931549871457e+4, 6.7265770927008700853e+4, 3.3430575583588128105e+4, 2.5090809287301226727e+3 }; static double b[8] = { 0.0, 4.2313330701600911252e+1, 6.8718700749205790830e+2, 5.3941960214247511077e+3, 2.1213794301586595867e+4, 3.9307895800092710610e+4, 2.8729085735721942674e+4, 5.2264952788528545610e+3 }; /* hash sum ab 55.8831928806149014439 */ /* coefficients for p not close to 0, 0.5 or 1. */ static double c[8] = { 1.42343711074968357734e0, 4.63033784615654529590e0, 5.76949722146069140550e0, 3.64784832476320460504e0, 1.27045825245236838258e0, 2.41780725177450611770e-1, 2.27238449892691845833e-2, 7.74545014278341407640e-4 }; static double d[8] = { 0.0, 2.05319162663775882187e0, 1.67638483018380384940e0, 6.89767334985100004550e-1, 1.48103976427480074590e-1, 1.51986665636164571966e-2, 5.47593808499534494600e-4, 1.05075007164441684324e-9 }; /* hash sum cd 49.33206503301610289036 */ /* coefficients for p near 0 or 1. */ static double e[8] = { 6.65790464350110377720e0, 5.46378491116411436990e0, 1.78482653991729133580e0, 2.96560571828504891230e-1, 2.65321895265761230930e-2, 1.24266094738807843860e-3, 2.71155556874348757815e-5, 2.01033439929228813265e-7 }; static double f[8] = { 0.0, 5.99832206555887937690e-1, 1.36929880922735805310e-1, 1.48753612908506148525e-2, 7.86869131145613259100e-4, 1.84631831751005468180e-5, 1.42151175831644588870e-7, 2.04426310338993978564e-15 }; /* hash sum ef 47.52583317549289671629 */ double q, r, ret; q = p - half; if (fabs(q) <= split1) { r = const1 - q * q; ret = q * (((((((a[7] * r + a[6]) * r + a[5]) * r + a[4]) * r + a[3]) * r + a[2]) * r + a[1]) * r + a[0]) / (((((((b[7] * r + b[6]) * r + b[5]) * r + b[4]) * r + b[3]) * r + b[2]) * r + b[1]) * r + one); return ret; } /* else */ if (q < zero) r = p; else r = one - p; if (r <= zero) return zero; r = sqrt(-log(r)); if (r <= split2) { r -= const2; ret = (((((((c[7] * r + c[6]) * r + c[5]) * r + c[4]) * r + c[3]) * r + c[2]) * r + c[1]) * r + c[0]) / (((((((d[7] * r + d[6]) * r + d[5]) * r + d[4]) * r + d[3]) * r + d[2]) * r + d[1]) * r + one); } else { r -= split2; ret = (((((((e[7] * r + e[6]) * r + e[5]) * r + e[4]) * r + e[3]) * r + e[2]) * r + e[1]) * r + e[0]) / (((((((f[7] * r + f[6]) * r + f[5]) * r + f[4]) * r + f[3]) * r + f[2]) * r + f[1]) * r + one); } if (q < zero) ret = -ret; return ret; }