Normcdf function

[MunishPundir]

I want to value of normal cumilative distribution function in my code
, so as i need not access every time a look up table , for fast accessing , i want to use normcdf . i need c/Vc++ code for normcdf function

[AvDav]

Write yourself as far as you know what you are talking about, and/or search for the ready code in the net.

[MrViggy]

I want to value of normal cumilative distribution function in my code
, so as i need not access every time a look up table , for fast accessing , i want to use normcdf . i need c/Vc++ code for normcdf function

I'm not familiar with this term. Actually, neither is Google, or Metacrawler!

Viggy

[Luchin_plusplus]

"Normal cumilative"? You mean the function that accumulates the normal distribution up to a certain value x?

You're not going to find a formula for it. At most, an iterative approach based on (x+3)^3 or (x-3)^3 times a constant, which AFAIK is relatively good for 1/4 < abs(x) < 9/4. But not a single "function". You're going to end up with lookup tables.


Check wolfram.com, they might have a lookup table than can be coded.

[MrViggy]

Ooops, I didn't notice that it was spelled wrong:

http://www.google.com/search?hl=en&q...=Google+Search



Viggy

[Soskywalkr]

Gnu Scientific Library
http://www.gnu.org/software/gsl/

This has a normal cdf function in it. (In C++)

You might also try numerical recipes