NormalDistribution.h

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// NormalDistribution.h:
// ---------------------
//

#ifndef __IPSDKMATH_NORMALDISTRIBUTION_H__
#define __IPSDKMATH_NORMALDISTRIBUTION_H__

#include <IPSDKMath/IPSDKMathExports.h>
#include <IPSDKMath/Constants.h>

namespace ipsdk {
namespace math {


IPSDKMATH_API ipReal64
normalDistribution(const ipReal64 x,
                   const ipReal64 stdDev,
                   const ipReal64 mean = 0);

IPSDKMATH_API ipReal64
normalDistributionFirstDerivative(const ipReal64 x,
                                  const ipReal64 stdDev,
                                  const ipReal64 mean = 0);

IPSDKMATH_API ipReal64
normalDistributionSecondDerivative(const ipReal64 x,
                                   const ipReal64 stdDev,
                                   const ipReal64 mean = 0);

IPSDKMATH_API ipReal64
cumulativeNormalDistribution(const ipReal64 x,
                             const ipReal64 stdDev,
                             const ipReal64 mean = 0);

inline ipReal64
normalDistributionCoverage(const ipReal64 dist,
                           const ipReal64 stdDev,
                           const ipReal64 mean = 0)
{
    if (dist < 0)
        return 0;

    return 2 * (cumulativeNormalDistribution(mean + dist, stdDev, mean) - 0.5);
}


} // end of namespace math
} // end of namespace ipsdk

#endif // __IPSDKMATH_NORMALDISTRIBUTION_H__