cndLibrary "cnd"
Cumulative Normal Distribution
CND1(x)
Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy)
Parameters:
x : float,
Returns: float.
CND2(x)
Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial Approximation.
Parameters:
x : float,
Returns: float.
CND3(x)
Returns the Cumulative Normal Distribution (CND) using Newton-Cotes method, Boole’s rule
Parameters:
x : float,
Returns: float.
CND
chi2InvLibrary "chi2Inv"
chi2Inv(p, n)
Returns the inverse cumulative distribution function (icdf) of the chi-square distribution with degrees of freedom nu, evaluated at the probability values in p. Goldstein approximation
Parameters:
p : float, probability
n : float, degress of freedom source.
Returns: float.
