Fixed the inverse Gaussian Cumulative Distribution Function. Return -Inf/Inf if input is equal to
0/1.time-shift
parent
a09779f218
commit
b9d47ae42e
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@ -112,6 +112,14 @@ template<typename T> T icdf( const T uniform )
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tmp_ = tmp*sqrt(2*M_PI)*exp(.5*gaussian*gaussian);
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tmp_ = tmp*sqrt(2*M_PI)*exp(.5*gaussian*gaussian);
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gaussian = gaussian - tmp_/(1+.5*gaussian*tmp_);
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gaussian = gaussian - tmp_/(1+.5*gaussian*tmp_);
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}
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}
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if ( uniform==0)
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{
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gaussian = -INFINITY;
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}
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if ( uniform==1)
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{
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gaussian = INFINITY;
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}
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return(gaussian);
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return(gaussian);
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}
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}
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