(p: f64, mu: f64, sigma: f64)
| 10 | reason = "constants are kept at CPython precision" |
| 11 | )] |
| 12 | fn normal_dist_inv_cdf(p: f64, mu: f64, sigma: f64) -> Option<f64> { |
| 13 | if p <= 0.0 || p >= 1.0 { |
| 14 | return None; |
| 15 | } |
| 16 | |
| 17 | let q = p - 0.5; |
| 18 | if q.abs() <= 0.425 { |
| 19 | let r = 0.180625 - q * q; |
| 20 | // Hash sum-55.8831928806149014439 |
| 21 | let num = (((((((2.5090809287301226727e+3 * r + 3.3430575583588128105e+4) * r |
| 22 | + 6.7265770927008700853e+4) |
| 23 | * r |
| 24 | + 4.5921953931549871457e+4) |
| 25 | * r |
| 26 | + 1.3731693765509461125e+4) |
| 27 | * r |
| 28 | + 1.9715909503065514427e+3) |
| 29 | * r |
| 30 | + 1.3314166789178437745e+2) |
| 31 | * r |
| 32 | + 3.3871328727963666080e+0) |
| 33 | * q; |
| 34 | let den = ((((((5.2264952788528545610e+3 * r + 2.8729085735721942674e+4) * r |
| 35 | + 3.9307895800092710610e+4) |
| 36 | * r |
| 37 | + 2.1213794301586595867e+4) |
| 38 | * r |
| 39 | + 5.3941960214247511077e+3) |
| 40 | * r |
| 41 | + 6.8718700749205790830e+2) |
| 42 | * r |
| 43 | + 4.2313330701600911252e+1) |
| 44 | * r |
| 45 | + 1.0; |
| 46 | if den == 0.0 { |
| 47 | return None; |
| 48 | } |
| 49 | let x = num / den; |
| 50 | return Some(mu + (x * sigma)); |
| 51 | } |
| 52 | let r = if q <= 0.0 { p } else { 1.0 - p }; |
| 53 | if r <= 0.0 || r >= 1.0 { |
| 54 | return None; |
| 55 | } |
| 56 | let r = (-(r.ln())).sqrt(); |
| 57 | let num; |
| 58 | let den; |
| 59 | #[allow( |
| 60 | clippy::excessive_precision, |
| 61 | reason = "piecewise polynomial coefficients match CPython" |
| 62 | )] |
| 63 | if r <= 5.0 { |
| 64 | let r = r - 1.6; |
| 65 | // Hash sum-49.33206503301610289036 |
| 66 | num = ((((((7.74545014278341407640e-4 * r + 2.27238449892691845833e-2) * r |
| 67 | + 2.41780725177450611770e-1) |
| 68 | * r |
| 69 | + 1.27045825245236838258e+0) |
no test coverage detected