| // Distributed under 3-clause BSD license with permission from the author, |
| // see https://lists.debian.org/debian-legal/2004/12/msg00295.html |
| // |
| // Cephes Math Library Release 2.8: June, 2000 |
| // |
| // Copyright 1984, 1995, 2000 by Stephen L. Moshier |
| // |
| // This software is derived from the Cephes Math Library and is |
| // incorporated herein by permission of the author. |
| // |
| // All rights reserved. |
| // |
| // Redistribution and use in source and binary forms, with or without |
| // modification, are permitted provided that the following conditions are met: |
| // |
| // * Redistributions of source code must retain the above copyright |
| // notice, this list of conditions and the following disclaimer. |
| // * Redistributions in binary form must reproduce the above copyright |
| // notice, this list of conditions and the following disclaimer in the |
| // documentation and/or other materials provided with the distribution. |
| // * Neither the name of the <organization> nor the |
| // names of its contributors may be used to endorse or promote products |
| // derived from this software without specific prior written permission. |
| // |
| // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
| // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
| // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
| // ARE DISCLAIMED. IN NO EVENT SHALL <COPYRIGHT HOLDER> BE LIABLE FOR ANY |
| // DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES |
| // (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR |
| // SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER |
| // CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT |
| // LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY |
| // OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH |
| // DAMAGE. |
| // |
| // Note: The file inverse_gaussian_cdf.cc is a rewrite of the implementation |
| // of the ndtri function in the cephes library. It is not a copy; modification |
| // was permitted by the author under the above license. The original file can be |
| // found here: https://netlib.org/cephes/doubldoc.html#ndtri |
| |
| #ifndef DIFFERENTIAL_PRIVACY_THIRD_PARTY_CEPHES_INVERSE_GAUSSIAN_CDF_H_ |
| #define DIFFERENTIAL_PRIVACY_THIRD_PARTY_CEPHES_INVERSE_GAUSSIAN_CDF_H_ |
| |
| namespace differential_privacy::third_party::cephes { |
| // Calculates the inverse of the cumulative distribution function of the |
| // standard Gaussian distribution. That is, for given p in [0, 1] it determines |
| // x such that 1/sqrt(2pi) * integral[-inf, x] exp(-x^2/2) dx = p. |
| // The behaviour of this function is undefined if p < 0 or p > 1. |
| double InverseCdfStandardGaussian(double p); |
| |
| } // namespace differential_privacy::third_party::cephes |
| |
| #endif // DIFFERENTIAL_PRIVACY_THIRD_PARTY_CEPHES_INVERSE_GAUSSIAN_CDF_H_ |
