目标 C 中的累积正态分布函数

问题描述

有人知道它的许可证与非免费 iPhone 应用程序兼容的良好实现吗?

Anyone know of a good implementation of this whose license is compatible with non-free iPhone apps?

正如这个问题所建议的，Boost 看起来非常棒.但据我所知，它仅在 C++ 中可用.

As suggested in this question, Boost looks absolutely wonderful. But as best I can tell, it is only available in C++.

C/C++ 中的累积正态分布函数

推荐答案

不需要任何花哨的东西.任何具有良好 C99 数学库的平台(如 iphone)已经拥有您需要的一切——特别是 erfc 函数，它是一个轻微的变体:

No need for anything fancy. Any platform with a good C99 math library (like the iphone) already has everything you need -- specifically the erfc function, which is a slight variant:

#import <math.h>

double cumulativeNormal(double x) {
    return 0.5 * erfc(-x * M_SQRT1_2);
}

请注意，这是针对标准正态分布(即均值 = 0，方差 = 1)，您需要使用适当的缩放比例 - 因此对于某些均值和方差，它将是:

Note this is for the standard normal distribution (i.e. mean = 0, variance = 1), you'll need to use the appropriate scaling -- so for some mean and variance, it will be:

return 0.5 * erfc(((mean - x)/sqrt(variance)) * M_SQRT1_2);

如果您不需要双精度，请将双精度数更改为浮点数，使用erfcf 函数，并将文字更改为单精度文字.

If you don't need double precision, change the doubles to floats, use the erfcf function, and change the literals to single-precision literals.

请记住，Objective-C 是对 C 的极其轻量级的扩展.每个 C 函数都是一个 Objective-C 函数，不需要包装或其他恶作剧.

Remember, Objective-C is an extremely light extension to C. Every C function is an Objective-C function, with no wrapping or other shenanigans required.

这篇关于目标 C 中的累积正态分布函数的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持！