internal void NormalCdfIntegralTest2()
{
double x = 0.0093132267868981222;
double y = -0.0093132247056551785;
double r = -1;
y = -2499147.006377392;
x = 2499147.273918618;
//MMath.TraceConFrac = true;
//MMath.TraceConFrac2 = true;
for (int i = 0; i < 100; i++)
{
//x = 2.1 * (i + 1);
//y = -2 * (i + 1);
//x = -2 * (i + 1);
//y = 2.1 * (i + 1);
//x = -System.Math.Pow(10, -i);
//y = -x * 1.1;
x = -0.33333333333333331;
y = -1.5;
r = 0.16666666666666666;
x = -0.4999;
y = 0.5;
x = -0.1;
y = 0.5;
r = -0.1;
x = -824.43680216388009;
y = -23300.713731480908;
r = -0.99915764591723821;
x = -0.94102098773740084;
x = 1 + i * 0.01;
y = 2;
r = 1;
x = 0.021034851174404436;
y = -0.37961242087533614;
//x = -0.02;
//y += -1;
//x -= -1;
r = -1 + System.Math.Pow(10, -i);
//x = i * 0.01;
//y = -1;
//r = -1 + 1e-8;
// 1.81377005549484E-40 with exponent
// flipped is 1.70330340479022E-40
//x = -1;
//y = -8.9473684210526319;
//x = System.Math.Pow(10, -i);
//y = x;
//r = -0.999999999999999;
//x = -0.94102098773740084;
//y = -1.2461486442846208;
//r = 0.5240076921033775;
x = 790.80368892437889;
y = -1081776354979.6719;
y = -System.Math.Pow(10, i);
r = -0.94587440643473975;
x = -39062.492380206008;
y = 39062.501110681893;
r = -0.99999983334056686;
//x = -2;
//y = 1.5789473684210522;
//r = -0.78947368421052622;
//x = -1.1;
//y = -1.1;
//r = 0.052631578947368474;
//x = 0.001;
//y = -0.0016842105263157896;
//r = -0.4;
//x = 0.1;
//x = 2000;
//y = -2000;
//r = -0.99999999999999989;
x = double.MinValue;
y = double.MinValue;
r = 0.1;
Trace.WriteLine($"(x,y,r) = {x:g17}, {y:g17}, {r:g17}");
double intZOverZ;
try
{
intZOverZ = MMath.NormalCdfIntegralRatio(x, y, r);
}
catch
{
intZOverZ = double.NaN;
}
Trace.WriteLine($"intZOverZ = {intZOverZ:g17}");
double intZ0 = NormalCdfIntegralBasic(x, y, r);
double intZ1 = 0; // NormalCdfIntegralFlip(x, y, r);
double intZr = 0; // NormalCdfIntegralBasic2(x, y, r);
ExtendedDouble intZ;
double sqrtomr2 = System.Math.Sqrt((1 - r) * (1 + r));
try
{
intZ = MMath.NormalCdfIntegral(x, y, r, sqrtomr2);
}
catch
{
intZ = ExtendedDouble.NaN();
}
//double intZ = intZ0;
Trace.WriteLine($"intZ = {intZ:g17} {intZ.ToDouble():g17} {intZ0:g17} {intZ1:g17} {intZr:g17}");
if (intZ.Mantissa < 0)
{
throw new Exception();
}
//double intZ2 = NormalCdfIntegralBasic(y, x, r);
//Trace.WriteLine($"intZ2 = {intZ2} {r*intZ}");
double Z = MMath.NormalCdf(x, y, r);
if (Z < 0)
{
throw new Exception();
}
}
}