54 lines
971 B
C++
54 lines
971 B
C++
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//#include "StdAfx.h"
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#include "Stat.h"
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#include "math.h"
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CStat::CStat(void)
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{
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}
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CStat::~CStat(void)
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{
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}
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// Input z-score, returns cumulative normal distribution value
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// Accuracy better than 1% to z=+/-7.5; .05% to z=+/-4.
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double CStat::ZtoP( double zScore )
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{
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double retval;
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// calculation variables
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double w;
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double y;
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double t;
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double num;
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double denom;
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// check
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if ( zScore > 8. )
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{
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zScore = 8.;
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}
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else
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{
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if ( zScore < -8. )
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zScore = -8.;
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}
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// calculation constants
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double c[8];
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c[1] = 2.506628275; c[2] = 0.31938153; c[3] = -0.356563782; c[4] = 1.781477937;
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c[5] = -1.821255978; c[6] = 1.330274429; c[7] = 0.2316419;
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w = (zScore>=0)? 1 : -1;
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t = 1. + (c[7]*w*zScore);
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y = 1./t;
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num = c[2] + (c[6] + (c[5]*t) + (c[4]*t*t) + (c[3]*t*t*t)) / (t*t*t*t) ;
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denom = c[1] * exp( .5*zScore*zScore ) * t;
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retval = 0.5 + w * ( .5 - (num/denom) );
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return retval;
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}
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