diff --git a/mex/sources/sobol/gaussian.hh b/mex/sources/sobol/gaussian.hh index 745ee0e10..ccd8f3ade 100644 --- a/mex/sources/sobol/gaussian.hh +++ b/mex/sources/sobol/gaussian.hh @@ -112,6 +112,14 @@ template T icdf( const T uniform ) tmp_ = tmp*sqrt(2*M_PI)*exp(.5*gaussian*gaussian); gaussian = gaussian - tmp_/(1+.5*gaussian*tmp_); } + if ( uniform==0) + { + gaussian = -INFINITY; + } + if ( uniform==1) + { + gaussian = INFINITY; + } return(gaussian); }