/******************************************************************************/ /* */ /* COMPUTE PROBIT FUNCTION (Wichura's algorithm) */ /* 11/04/18 (dkc) */ /* */ /* 03/16/18 Changed initial p value from 0 to 1/(MAXN+1) (optional). */ /* */ /******************************************************************************/ #include <math.h> #include <stdio.h> unsigned int MAXN=999; void main () { long double a0=3.3871328727963666080e+0; long double a1=1.3314166789178437745e+2; long double a2=1.9715909503065514427e+3; long double a3=1.3731693765509461125e+4; long double a4=4.5921953931549871457e+4; long double a5=6.7265770927008700853e+4; long double a6=3.3430575583588128105e+4; long double a7=2.5090809287301226727e+3; long double b1=4.2313330701600911252e+1; long double b2=6.8718700749205790830e+2; long double b3=5.3941960214247511077e+3; long double b4=2.1213794301586595867e+4; long double b5=3.9307895800092710610e+4; long double b6=2.8729085735721942674e+4; long double b7=5.2264952788528545610e+3; long double abhash=55.8831928806149014439; long double c0=1.42343711074968357734e+0; long double c1=4.63033784615654529590e+0; long double c2=5.76949722146069140550e+0; long double c3=3.64784832476320460504e+0; long double c4=1.27045825245236838258e+0; long double c5=2.41780725177450611770e-1; long double c6=2.27238449892691845833e-2; long double c7=7.74545014278341407640e-4; long double d1=2.05319162663775882187e+0; long double d2=1.67638483018380384940e+0; long double d3=6.89767334985100004550e-1; long double d4=1.48103976427480074590e-1; long double d5=1.51986665636164571966e-2; long double d6=5.47593808499534494600e-4; long double d7=1.05075007164441684324e-9; long double cdhash=49.33206503301610289036; long double e0=6.65790464350110377720e+0; long double e1=5.46378491116411436990e+0; long double e2=1.78482653991729133580e+0; long double e3=2.96560571828504891230e-1; long double e4=2.65321895265761230930e-2; long double e5=1.24266094738807843860e-3; long double e6=2.71155556874348757815e-5; long double e7=2.01033439929228813265e-7; long double f1=5.99832206555887937690e-1; long double f2=1.36929880922735805310e-1; long double f3=1.48753612908506148525e-2; long double f4=7.86869131145613259100e-4; long double f5=1.84631831751005468180e-5; long double f6=1.42151175831644588870e-7; long double f7=2.04426310338993978564e-15; long double efhash=47.52583317549289671629; long double split1=0.425; long double split2=5.0; long double const1=0.180625; long double const2=1.6; unsigned int i; long double q,r; long double sum,p,temp,pinc; FILE *Outfp; Outfp = fopen("out5c.dat","w"); if (Outfp==NULL) return; p=0.0; pinc=1.0/(double)(MAXN+1); p=p+pinc; for (i=0; i<MAXN; i++) { q=p-0.5; temp=q; if (temp<0.0) temp=-temp; if (temp<=split1) { r=const1-q*q; sum=((((((a7*r+a6)*r+a5)*r+a4)*r+a3)*r+a2)*r+a1)*r+a0; sum=q*sum/(((((((b7*r+b6)*r+b5)*r+b4)*r+b3)*r+b2)*r+b1)*r+1.0); } else { if (q<0.0) r=p; else r=1.0-p; r=sqrt(-log(r)); if (r<=split2) { r=r-const2; sum=((((((c7*r+c6)*r+c5)*r+c4)*r+c3)*r+c2)*r+c1)*r+c0; sum=sum/(((((((d7*r+d6)*r+d5)*r+d4)*r+d3)*r+d2)*r+d1)*r+1.0); } else { r=r-split2; sum=((((((e7*r+e6)*r+e5)*r+e4)*r+e3)*r+e2)*r+e1)*r+e0; sum=sum/(((((((f7*r+f6)*r+f5)*r+f4)*r+f3)*r+f2)*r+f1)*r+1.0); } if (q<0.0) sum=-sum; } if (i==(i/100000)*100000) printf("p=%llf %llf \n",p,sum); fprintf(Outfp," %.16f, \n",sum); p=p+pinc; } // fclose(Outfp); return; }