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Contents
module Distribution
# Calculate cdf and inverse cdf for Normal Distribution.
# Uses Statistics2 module
module Normal
class << self
# Return the P-value of the corresponding integral
def p_value(pr)
Statistics2.pnormaldist(pr)
end
# Normal cumulative distribution function (cdf).
#
# Returns the integral of normal distribution
# over (-Infty, x].
#
def cdf(x)
Statistics2.normaldist(x)
end
if false and Distribution.has_gsl?
alias :cdf_ruby :cdf
def cdf(x) # :nodoc:
GSL::Cdf::gaussian_P(x)
end
end
# Normal probability density function (pdf)
# With x=0 and sigma=1
def pdf(x)
(1.0/Math::sqrt(2*Math::PI))*Math::exp(-(x**2/2.0))
end
end
end
end
Version data entries
11 entries across 11 versions & 1 rubygems