Even closer to get example "basic" up and running!

This commit is contained in:
2020-02-20 12:57:51 +01:00
parent 7528b3b67b
commit 6840699144
4 changed files with 103 additions and 76 deletions

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@@ -38,7 +38,7 @@ const QS: [f64; 6] = [
fn normcdf(x: f64) -> f64 {
// If X ~ N(0,1), returns P(X < x).
// erfc(-x / SQRT2) / 2.0
// https://docs.rs/statrs/0.12.0/statrs/function/erf/fn.erfc.html
todo!();
}
@@ -85,29 +85,4 @@ pub fn logphi(z: f64) -> (f64, f64) {
(res, dres)
}
/*
if z * z < 0.0492:
# First case: z close to zero.
coef = -z / SQRT2PI
val = 0
for c in CS:
val = coef * (c + val)
res = -2 * val - log(2)
dres = exp(-(z * z) / 2 - res) / SQRT2PI
elif z < -11.3137:
# Second case: z very small.
num = 0.5641895835477550741
for r in RS:
num = -z * num / SQRT2 + r
den = 1.0
for q in QS:
den = -z * den / SQRT2 + q
res = log(num / (2 * den)) - (z * z) / 2
dres = abs(den / num) * sqrt(2.0 / pi)
else:
res = log(normcdf(z))
dres = exp(-(z * z) / 2 - res) / SQRT2PI
return res, dres
*/
}