///|
const MAXLOG : Double = 7.09782712893383996732E2
///|
pub fn ndtr(a : Double) -> Double {
let sqrth = 0.70710678118654752440
let x = a * sqrth
let z = fabs(x)
let y = if z < 1.0 {
0.5 + 0.5 * erf(x)
} else {
let y = 0.5 * erfce(z)
let z = expx2(a, -1)
y * sqrt(z)
}
if x > 0.0 {
1.0 - y
} else {
y
}
}
///|
/// Computes exp(x^2) * erfc(x)
pub fn erfce(x : Double) -> Double {
let coef_p : Array[Double] = [
2.46196981473530512524E-10, 5.64189564831068821977E-1, 7.46321056442269912687E0,
4.86371970985681366614E1, 1.96520832956077098242E2, 5.26445194995477358631E2,
9.34528527171957607540E2, 1.02755188689515710272E3, 5.57535335369399327526E2,
]
let coef_q : Array[Double] = [
1.32281951154744992508E1, 8.67072140885989742329E1, 3.54937778887819891062E2,
9.75708501743205489753E2, 1.82390916687909736289E3, 2.24633760818710981792E3,
1.65666309194161350182E3, 5.57535340817727675546E2,
]
let coef_r : Array[Double] = [
5.64189583547755073984E-1, 1.27536670759978104416E0, 5.01905042251180477414E0,
6.16021097993053585195E0, 7.40974269950448939160E0, 2.97886665372100240670E0,
]
let coef_s : Array[Double] = [
2.26052863220117276590E0, 9.39603524938001434673E0, 1.20489539808096656605E1,
1.70814450747565897222E1, 9.60896809063285878198E0, 3.36907645100081516050E0,
]
let (p, q) = if x < 8.0 {
(polevl(x, coef_p), p1evl(x, coef_q))
} else {
(polevl(x, coef_r), p1evl(x, coef_s))
}
p / q
}
///|
/// Computes exp(x^2)
pub fn expx2(x : Double, sign : Int) -> Double {
let m_ : Double = 128.0
let minv : Double = 0.0078125
let mut x = fabs(x)
if sign < 0 {
x = -x
}
// Represent x as an exact multiple of M plus a residual.
// M is a power of 2 chosen so that exp(m * m) does not overflow
// or underflow and so that |x - m| is small.
let m = minv * floor(m_ * x + 0.5)
let f = x - m
// x^2 = m^2 + 2mf + f^2
let mut u = m * m
let mut u1 = 2.0 * m * f + f * f
if sign < 0 {
u = -u
u1 = -u1
}
if u + u1 > MAXLOG {
return @double.infinity
}
// u is exact, u1 is small.
u = exp(u) * exp(u1)
u
}
// fn erf(x: Double) -> Double {
// if abs(x) > 1.0 {
// return 1.0 - erfc(x)
// }
//
// let z = x * x
// x * polevl(z, T, 4) / p1evl(z, U, 5)
// }