c/c++/c# 快速计算 Cumulative Normal Distribution 正态累积函数CDF

链接:

http://stackoverflow.com/questions/2328258/cumulative-normal-distribution-function-in-c-c

http://www.johndcook.com/blog/cpp_phi/

个人使用的是如下的代码:

static double CND(double d)
{
    const double       A1 = 0.31938153;
    const double       A2 = -0.356563782;
    const double       A3 = 1.781477937;
    const double       A4 = -1.821255978;
    const double       A5 = 1.330274429;
    const double RSQRT2PI = 0.39894228040143267793994605993438;

    double
    K = 1.0 / (1.0 + 0.2316419 * fabs(d));

    double
    cnd = RSQRT2PI * exp(- 0.5 * d * d) *
          (K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));

    if (d > 0)
        cnd = 1.0 - cnd;

    return cnd;
}

此函数版权属于NVIDIA