Question

如何在Ruby中计算数字的NORMSINV（0到1之间）和数字的平方根？

我正在使用Excel中的函数，如下所示，我需要在Ruby中实现它。

=NORMSINV(A1)
=SQRT(A1)

Answer 1

正如c650在评论中指出的那样，x的平方根只是

x**0.5

Martin Vidner为您提供link to a decent algorithm近似正态分布。为方便起见，我把它移植到Ruby：

# algorithm ported from http://www.source-code.biz/snippets/vbasic/9.htm

A1 =  -39.6968302866538
A2 =  220.946098424521
A3 = -275.928510446969
A4 =  138.357751867269
A5 =  -30.6647980661472
A6 =    2.50662827745924
B1 =  -54.4760987982241
B2 =   161.585836858041
B3 = -155.698979859887
B4 =   66.8013118877197 
B5 =  -13.2806815528857 
C1 =   -7.78489400243029E-03
C2 =   -0.322396458041136 
C3 =   -2.40075827716184 
C4 =   -2.54973253934373
C5 =    4.37466414146497 
C6 =    2.93816398269878 
D1 =    7.78469570904146E-03
D2 =    0.32246712907004 
D3 =    2.445134137143 
D4 =    3.75440866190742
P_low = 0.02425 
P_high = 1 - P_low

def phi(p)
  raise ArgumentError if p < 0 || p > 1
  if p < P_low
    q = (-2 * Math::log(p))**0.5
    (((((C1 * q + C2) * q + C3) * q + C4) * q + C5) * q + C6) / 
    ((((D1 * q + D2) * q + D3) * q + D4) * q + 1)
  elsif p <= P_high
    q = p - 0.5
    r = q * q
    (((((A1 * r + A2) * r + A3) * r + A4) * r + A5) * r + A6) * q / 
    (((((B1 * r + B2) * r + B3) * r + B4) * r + B5) * r + 1)
  else
    q = (-2 * Math::log(1 - p))**0.5
    (((((C1 * q + C2) * q + C3) * q + C4) * q + C5) * q + C6) / 
    ((((D1 * q + D2) * q + D3) * q + D4) * q + 1)
  end
end

NORMS中的NORMSINV和Square根

1 个答案: