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#include "cdfs.hpp"
float NormalCDF(float mu, float sigmaSq, float x) {
float nStdDev = (x - mu)/sqrt(sigmaSq);
if ((int) nStdDev <= -10.0) return 0;
if ((int) nStdDev >= 10.0) return 1;
int cdfindex = 1000 + 100*nStdDev;
assert(cdfindex >= 0);
assert(cdfindex <= 2000);
if (cdfindex == 2000) {
return 1;
}
// cout << "nstdev: " << nStdDev << " mu " << mu
// << " sigma " << sigmaSq << " x " << x
// << " norm cdf index: " << cdfindex << endl;
return NormCDFTable[cdfindex];
}
float PoissonCDF(float lambda, int a, int b) {
float cdf = 0;
int i;
for (i = a; i <= b; i++ ){
// cout << "poiss " << lambda << ", " << i
// << " " << Poisson(lambda, i) << endl;
cdf += Poisson(lambda, i);
}
return cdf;
}
float PoissonCDF(float lambda, int a) {
float cdf = 0;
int i;
float p;
float epsilon =0.000000000001;
if (lambda > (int)(FactorialTableLength*2/3)) {
// lambda is too large, use normal approximation.
// cout << "using table: lambda: " << lambda
// << " a: " << a << endl;
return NormalCDF(lambda, lambda, a);
}
for (i = 0; i <= a; i++ ){
p = Poisson(lambda, i);
if (p < epsilon and i > (int) lambda) break;
// cout << "p: " << p << endl;
cdf += p;
}
return cdf;
}
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