From 761be1c8c79b0502c68e110bc3f9de5f50c8aedd Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=C3=89milie=20Feral?= <emilie.feral@numworks.com>
Date: Mon, 13 Feb 2017 14:11:06 +0100
Subject: [PATCH] [apps/probability] Comments to explain the 0.001 precision is
 proba

Change-Id: Id5618802f9a08967b2fa0d68b35ff2a4f0b5a116
---
 apps/probability/calculation/calculation.h                   | 3 +++
 apps/probability/calculation/finite_integral_calculation.cpp | 1 -
 apps/probability/calculation/left_integral_calculation.cpp   | 1 -
 apps/probability/calculation/right_integral_calculation.cpp  | 1 -
 apps/probability/law/normal_law.cpp                          | 2 ++
 5 files changed, 5 insertions(+), 3 deletions(-)

diff --git a/apps/probability/calculation/calculation.h b/apps/probability/calculation/calculation.h
index eeb11df5a..0ee4e2d54 100644
--- a/apps/probability/calculation/calculation.h
+++ b/apps/probability/calculation/calculation.h
@@ -17,6 +17,9 @@ public:
   virtual float lowerBound();
   virtual float upperBound();
 protected:
+  /* Parameters in probability application are rounded to 3 decimals. This is
+   * due to the limited precision of some calculation (e. g. standard normal
+   * cumulative distributive function or inverse). */
   constexpr static float k_precision = 0.001f;
   virtual void compute(int indexKnownElement) = 0;
   Law * m_law;
diff --git a/apps/probability/calculation/finite_integral_calculation.cpp b/apps/probability/calculation/finite_integral_calculation.cpp
index 1e4b69774..08b940641 100644
--- a/apps/probability/calculation/finite_integral_calculation.cpp
+++ b/apps/probability/calculation/finite_integral_calculation.cpp
@@ -32,7 +32,6 @@ const char * FiniteIntegralCalculation::legendForParameterAtIndex(int index) {
 
 void FiniteIntegralCalculation::setParameterAtIndex(float f, int index) {
   assert(index >= 0 && index < 3);
-/* Parameters in probability application are rounder to 3 decimals */
   float rf = roundf(f/k_precision)*k_precision;
   if (index == 0) {
     m_lowerBound = rf;
diff --git a/apps/probability/calculation/left_integral_calculation.cpp b/apps/probability/calculation/left_integral_calculation.cpp
index 3e4cd904d..fb3d5a53f 100644
--- a/apps/probability/calculation/left_integral_calculation.cpp
+++ b/apps/probability/calculation/left_integral_calculation.cpp
@@ -28,7 +28,6 @@ const char * LeftIntegralCalculation::legendForParameterAtIndex(int index) {
 
 void LeftIntegralCalculation::setParameterAtIndex(float f, int index) {
   assert(index >= 0 && index < 2);
-  /* Parameters in probability application are rounder to 3 decimals */
   float rf = roundf(f/k_precision)*k_precision;
   if (index == 0) {
     m_upperBound = rf;
diff --git a/apps/probability/calculation/right_integral_calculation.cpp b/apps/probability/calculation/right_integral_calculation.cpp
index 66ac35c58..2defaf1cf 100644
--- a/apps/probability/calculation/right_integral_calculation.cpp
+++ b/apps/probability/calculation/right_integral_calculation.cpp
@@ -28,7 +28,6 @@ const char * RightIntegralCalculation::legendForParameterAtIndex(int index) {
 
 void RightIntegralCalculation::setParameterAtIndex(float f, int index) {
   assert(index >= 0 && index < 2);
-/* Parameters in probability application are rounder to 3 decimals */
   float rf = roundf(f/k_precision)*k_precision;
   if (index == 0) {
     m_lowerBound = rf;
diff --git a/apps/probability/law/normal_law.cpp b/apps/probability/law/normal_law.cpp
index 0e6400751..8b079c629 100644
--- a/apps/probability/law/normal_law.cpp
+++ b/apps/probability/law/normal_law.cpp
@@ -107,6 +107,7 @@ float NormalLaw::standardNormalCumulativeDistributiveFunctionAtAbscissa(float ab
   if (abscissa > k_boundStandardNormalDistribution) {
     return 1.0f;
   }
+  /* Waissi & Rossin's formula (error less than 0.0001) */
   return 1.0f/(1.0f+expf(-sqrtf(M_PI)*(k_beta1*powf(abscissa,5)+k_beta2*powf(abscissa,3)+k_beta3*abscissa)));
 }
 
@@ -120,6 +121,7 @@ float NormalLaw::standardNormalCumulativeDistributiveInverseForProbability(float
   if (probability < 0.5f) {
     return -standardNormalCumulativeDistributiveInverseForProbability(1-probability);
   }
+  /* Soranzo & Epure (error less than 0.001) */
   return (k_alpha3/logf(k_alpha2))*logf(1.0f - logf(-logf(probability)/logf(2.0f))/logf(k_alpha1));
 }