/// <summary>
/// Normal cumulative distribution function.
/// </summary>
///
/// <returns>
/// The area under the Gaussian p.d.f. integrated
/// from minus infinity to the given value.
/// </returns>
///
public static double Function(double value)
{
return(0.5 + 0.5 * Special.Erf(value / Constants.Sqrt2));
}
/// <summary>
/// Normal cumulative distribution function.
/// </summary>
///
/// <returns>
/// The area under the Gaussian p.d.f. integrated
/// from minus infinity to the given value.
/// </returns>
///
public static double Log(double value)
{
return(0.5 * Special.Log1p(Special.Erf(value / Constants.Sqrt2)));
}