Created
November 29, 2016 23:33
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function cdf(x, mean, variance) { | |
return 0.5 * (1 + erf((x - mean) / (Math.sqrt(2 * variance)))); | |
} | |
function erf(x) { | |
// save the sign of x | |
var sign = (x >= 0) ? 1 : -1; | |
x = Math.abs(x); | |
// constants | |
var a1 = 0.254829592; | |
var a2 = -0.284496736; | |
var a3 = 1.421413741; | |
var a4 = -1.453152027; | |
var a5 = 1.061405429; | |
var p = 0.3275911; | |
// A&S formula 7.1.26 | |
var t = 1.0/(1.0 + p*x); | |
var y = 1.0 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * Math.exp(-x * x); | |
return sign * y; // erf(-x) = -erf(x); | |
} |
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