NSoft.NFramework.Numerics.Distributions.Continuous.Normal.CumulativeDistribution C# (CSharp) Method

CumulativeDistribution() public method

확률 분포 계산을 위한 누적분포함수
public CumulativeDistribution ( double x ) : double
x double The location at which to compute the cumulative distribution function.
return double
        public double CumulativeDistribution(double x) {
            return CumulativeDistribution(_mean, _stDev, x);
        }

Same methods

Normal::CumulativeDistribution ( double mean, double sdev, double x ) : double

Usage Example

Exemplo n.º 1
0
        /// <summary>
        /// 확률 분포 계산을 위한 누적분포함수
        /// </summary>
        /// <param name="x">The location at which to compute the cumulative distribution function.</param>
        /// <returns>the cumulative distribution at location <paramref name="x"/>.</returns>
        public double CumulativeDistribution(double x)
        {
            // TODO JVG we can probably do a better job for Cauchy special case
            if (Double.IsPositiveInfinity(_dof))
            {
                return(Normal.CumulativeDistribution(_location, _scale, x));
            }

            var k  = (x - _location) / _scale;
            var h  = _dof / (_dof + (k * k));
            var ib = 0.5 * SpecialFunctions.BetaRegularized(_dof / 2.0, 0.5, h);

            return(x <= _location ? ib : 1.0 - ib);
        }