Question

Possible Duplicate:
erf(x) and math.h
Best library for statistics in C++?

I am wondering if there is any standard way to implement a cumulative normal distribution function in C++. Or, is there any existing library for that task?

Can anyone recommend a good statistics library for C++, if there is any?

Thanks.

Answer 1

You can do this with the erf function (which is include in the standard math library, source).

CDF = 0.5 + 0.5 * erf(x/(sigma * sqrt(2.0)));

sigma = 1.0 for a normal distribution of course.