From b9d47ae42eb9e4602503c377f0ebd49a1c687a67 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
 <stephane.adjemian@univ-lemans.fr>
Date: Fri, 23 Dec 2011 11:16:06 +0100
Subject: [PATCH] Fixed the inverse Gaussian Cumulative Distribution Function.
 Return -Inf/Inf if input is equal to 0/1.

---
 mex/sources/sobol/gaussian.hh | 8 ++++++++
 1 file changed, 8 insertions(+)

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<typename T> 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);
 }