public static double half_normal_cdf_inv(double cdf, double a, double b)
//****************************************************************************80
//
// Purpose:
//
// HALF_NORMAL_CDF_INV inverts the Half Normal CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 17 October 2004
//
// Author:
//
// John Burkardt
//
// Parameters:
//
// Input, double CDF, the value of the CDF.
// 0.0 <= CDF <= 1.0.
//
// Input, double A, B, the parameters of the PDF.
// 0.0 < B.
//
// Output, double HALF_NORMAL_CDF_INV, the corresponding argument.
//
{
switch (cdf)
{
case < 0.0:
case > 1.0:
Console.WriteLine(" ");
Console.WriteLine("HALF_NORMAL_CDF_INV - Fatal error!");
Console.WriteLine(" CDF < 0 or 1 < CDF.");
return(1);
}
double cdf2 = 0.5 * (cdf + 1.0);
double x = CDF.normal_cdf_inv(cdf2, a, b);
return(x);
}
private static void normal_cdf_test()
//****************************************************************************80
//
// Purpose:
//
// NORMAL_CDF_TEST tests NORMAL_CDF.
//
// Licensing:
//
// This code is distributed under the GNU LGPL license.
//
// Modified:
//
// 27 February 2007
//
// Author:
//
// John Burkardt
//
{
int i;
int seed = 123456789;
Console.WriteLine("");
Console.WriteLine("NORMAL_CDF_TEST");
Console.WriteLine(" NORMAL_CDF evaluates the Normal CDF;");
Console.WriteLine(" NORMAL_CDF_INV inverts the Normal CDF.");
Console.WriteLine(" NORMAL_PDF evaluates the Normal PDF;");
const double mu = 100.0;
const double sigma = 15.0;
Console.WriteLine("");
Console.WriteLine(" PDF parameter MU = " + mu + "");
Console.WriteLine(" PDF parameter SIGMA = " + sigma + "");
if (!Normal.normal_check(mu, sigma))
{
Console.WriteLine("");
Console.WriteLine("NORMAL_CDF_TEST - Fatal error!");
Console.WriteLine(" The parameters are not legal.");
return;
}
Console.WriteLine("");
Console.WriteLine(" X PDF CDF CDF_INV");
Console.WriteLine("");
for (i = 1; i <= 10; i++)
{
double x = Normal.normal_sample(mu, sigma, ref seed);
double pdf = Normal.normal_pdf(x, mu, sigma);
double cdf = CDF.normal_cdf(x, mu, sigma);
double x2 = CDF.normal_cdf_inv(cdf, mu, sigma);
Console.WriteLine(" "
+ x.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ pdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ cdf.ToString(CultureInfo.InvariantCulture).PadLeft(12) + " "
+ x2.ToString(CultureInfo.InvariantCulture).PadLeft(12) + "");
}
}
