A game about forced loneliness, made by TACStudios
1using System;
2using static System.Math;
3
4namespace Unity.PerformanceTesting.Statistics
5{
6 static class NormalDistributionHelper
7 {
8 /// <summary>
9 /// ACM Algorithm 209: Gauss
10 ///
11 /// Calculates $(1/\sqrt{2\pi}) \int_{-\infty}^x e^{-u^2 / 2} du$
12 /// by means of polynomial approximations due to A. M. Murray of Aberdeen University;
13 ///
14 /// See: http://dl.acm.org/citation.cfm?id=367664
15 /// </summary>
16 /// <param name="x">-infinity..+infinity</param>
17 /// <returns>Area under the Standard Normal Curve from -infinity to x</returns>
18 public static double Gauss(double x)
19 {
20 double z;
21 if (Abs(x) < 1e-9)
22 z = 0.0;
23 else
24 {
25 var y = Abs(x) / 2;
26 if (y >= 3.0)
27 z = 1.0;
28 else if (y < 1.0)
29 {
30 var w = y * y;
31 z = ((((((((0.000124818987 * w - 0.001075204047) * w
32 + 0.005198775019) * w - 0.019198292004) * w
33 + 0.059054035642) * w - 0.151968751364) * w
34 + 0.319152932694) * w - 0.531923007300) * w
35 + 0.797884560593) * y * 2.0;
36 }
37 else
38 {
39 y = y - 2.0;
40 z = (((((((((((((-0.000045255659 * y + 0.000152529290) * y
41 - 0.000019538132) * y - 0.000676904986) * y
42 + 0.001390604284) * y - 0.000794620820) * y
43 - 0.002034254874) * y + 0.006549791214) * y
44 - 0.010557625006) * y + 0.011630447319) * y
45 - 0.009279453341) * y + 0.005353579108) * y
46 - 0.002141268741) * y + 0.000535310849) * y
47 + 0.999936657524;
48 }
49 }
50
51 return x > 0.0 ? (z + 1.0) / 2 : (1.0 - z) / 2;
52 }
53 }
54}