# include # include # include # include # include using namespace std; # include "asa111.hpp" //****************************************************************************80 void normal_01_cdf_values ( int *n_data, double *x, double *fx ) //****************************************************************************80 // // Purpose: // // NORMAL_01_CDF_VALUES returns some values of the Normal 01 CDF. // // Discussion: // // In Mathematica, the function can be evaluated by: // // Needs["Statistics`ContinuousDistributions`"] // dist = NormalDistribution [ 0, 1 ] // CDF [ dist, x ] // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 28 August 2004 // // Author: // // John Burkardt // // Reference: // // Milton Abramowitz, Irene Stegun, // Handbook of Mathematical Functions, // National Bureau of Standards, 1964, // ISBN: 0-486-61272-4, // LC: QA47.A34. // // Stephen Wolfram, // The Mathematica Book, // Fourth Edition, // Cambridge University Press, 1999, // ISBN: 0-521-64314-7, // LC: QA76.95.W65. // // Parameters: // // Input/output, int *N_DATA. The user sets N_DATA to 0 before the // first call. On each call, the routine increments N_DATA by 1, and // returns the corresponding data; when there is no more data, the // output value of N_DATA will be 0 again. // // Output, double *X, the argument of the function. // // Output, double *FX, the value of the function. // { # define N_MAX 17 double fx_vec[N_MAX] = { 0.5000000000000000E+00, 0.5398278372770290E+00, 0.5792597094391030E+00, 0.6179114221889526E+00, 0.6554217416103242E+00, 0.6914624612740131E+00, 0.7257468822499270E+00, 0.7580363477769270E+00, 0.7881446014166033E+00, 0.8159398746532405E+00, 0.8413447460685429E+00, 0.9331927987311419E+00, 0.9772498680518208E+00, 0.9937903346742239E+00, 0.9986501019683699E+00, 0.9997673709209645E+00, 0.9999683287581669E+00 }; double x_vec[N_MAX] = { 0.0000000000000000E+00, 0.1000000000000000E+00, 0.2000000000000000E+00, 0.3000000000000000E+00, 0.4000000000000000E+00, 0.5000000000000000E+00, 0.6000000000000000E+00, 0.7000000000000000E+00, 0.8000000000000000E+00, 0.9000000000000000E+00, 0.1000000000000000E+01, 0.1500000000000000E+01, 0.2000000000000000E+01, 0.2500000000000000E+01, 0.3000000000000000E+01, 0.3500000000000000E+01, 0.4000000000000000E+01 }; if ( *n_data < 0 ) { *n_data = 0; } *n_data = *n_data + 1; if ( N_MAX < *n_data ) { *n_data = 0; *x = 0.0; *fx = 0.0; } else { *x = x_vec[*n_data-1]; *fx = fx_vec[*n_data-1]; } return; # undef N_MAX } //****************************************************************************80 double ppnd ( double p, int *ifault ) //****************************************************************************80 // // Purpose: // // PPND produces the normal deviate value corresponding to lower tail area = P. // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 21 January 2008 // // Author: // // Original FORTRAN77 version by J Beasley, S Springer. // C++ version by John Burkardt. // // Reference: // // J Beasley, S Springer, // Algorithm AS 111: // The Percentage Points of the Normal Distribution, // Applied Statistics, // Volume 26, Number 1, 1977, pages 118-121. // // Parameters: // // Input, double P, the value of the cumulative probability // densitity function. 0 < P < 1. // // Output, integer *IFAULT, error flag. // 0, no error. // 1, P <= 0 or P >= 1. PPND is returned as 0. // // Output, double PPND, the normal deviate value with the property that // the probability of a standard normal deviate being less than or // equal to PPND is P. // { double a0 = 2.50662823884; double a1 = -18.61500062529; double a2 = 41.39119773534; double a3 = -25.44106049637; double b1 = -8.47351093090; double b2 = 23.08336743743; double b3 = -21.06224101826; double b4 = 3.13082909833; double c0 = -2.78718931138; double c1 = -2.29796479134; double c2 = 4.85014127135; double c3 = 2.32121276858; double d1 = 3.54388924762; double d2 = 1.63706781897; double r; double split = 0.42; double value; *ifault = 0; // // 0.08 < P < 0.92 // if ( fabs ( p - 0.5 ) <= split ) { r = ( p - 0.5 ) * ( p - 0.5 ); value = ( p - 0.5 ) * ( ( ( a3 * r + a2 ) * r + a1 ) * r + a0 ) / ( ( ( ( b4 * r + b3 ) * r + b2 ) * r + b1 ) * r + 1.0 ); } // // P < 0.08 or P > 0.92, // R = min ( P, 1-P ) // else if ( 0.0 < p && p < 1.0 ) { if ( 0.5 < p ) { r = sqrt ( - log ( 1.0 - p ) ); } else { r = sqrt ( - log ( p ) ); } value = ( ( ( c3 * r + c2 ) * r + c1 ) * r + c0 ) / ( ( d2 * r + d1 ) * r + 1.0 ); if ( p < 0.5 ) { value = - value; } } // // P <= 0.0 or 1.0 <= P // else { *ifault = 1; value = 0.0; } return value; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // May 31 2001 09:45:54 AM // // Licensing: // // This code is distributed under the GNU LGPL license. // // Modified: // // 24 September 2003 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; size_t len; time_t now; now = time ( NULL ); tm = localtime ( &now ); len = strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); cout << time_buffer << "\n"; return; # undef TIME_SIZE }