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39 lines
1.7 KiB
C++
39 lines
1.7 KiB
C++
#ifndef PROBABILITE_NORMAL_LAW_H
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#define PROBABILITE_NORMAL_LAW_H
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#include "two_parameter_law.h"
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namespace Probability {
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class NormalLaw final : public TwoParameterLaw {
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public:
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NormalLaw() : TwoParameterLaw(0.0f, 1.0f) {}
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I18n::Message title() override { return I18n::Message::NormalLaw; }
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Type type() const override { return Type::Normal; }
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bool isContinuous() const override { return true; }
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float xMin() const override { return xExtremum(true); }
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float xMax() const override { return xExtremum(false); }
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float yMax() const override;
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I18n::Message parameterNameAtIndex(int index) override;
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I18n::Message parameterDefinitionAtIndex(int index) override;
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float evaluateAtAbscissa(float x) const override;
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bool authorizedValueAtIndex(float x, int index) const override;
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void setParameterAtIndex(float f, int index) override;
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double cumulativeDistributiveFunctionAtAbscissa(double x) const override;
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double cumulativeDistributiveInverseForProbability(double * probability) override;
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private:
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constexpr static double k_maxRatioMuSigma = 1000000.0f;
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/* For the standard normal law, P(X < y) > 0.9999995 with y >= 4.892 so the
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* value displayed is 1. But this is dependent on the fact that we display
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* only 7 decimal values! */
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static_assert(Constant::LargeNumberOfSignificantDigits == 7, "k_maxProbability is ill-defined compared to LargeNumberOfSignificantDigits");
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constexpr static double k_boundStandardNormalDistribution = 4.892;
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double standardNormalCumulativeDistributiveFunctionAtAbscissa(double abscissa) const;
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double standardNormalCumulativeDistributiveInverseForProbability(double probability);
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float xExtremum(bool min) const;
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};
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}
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#endif
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