13 if (nL <= 1 || nR <= 1)
18 double N = 1 / (sigma * (nL / aL * 1 / (nL - 1) * Exp(-aL * aL / 2) +
19 Sqrt(
Pi() / 2) * (Erf(aL / Sqrt(2)) + Erf(aR / Sqrt(2))) +
20 nR / aR * 1 / (nR - 1) * Exp(-aR * aR / 2)));
31 double AL = dL / (nL - 1) * Exp(-aL * aL / 2);
32 double CL = Sqrt(
Pi() / 2) * Erf(aL / Sqrt(2));
33 double CR = Sqrt(
Pi() / 2) * Erf(aR / Sqrt(2));
34 if (y < sigma * N * AL) {
35 double BL = dL / (nL - 1) * Exp(-aL * aL / 2);
36 x = mu + sigma * (-dL * Power(y / (sigma * N * BL), 1 / (-nL + 1)) - aL + dL);
37 }
else if (y > sigma * N * (AL + CL + CR)) {
38 double AR = dR / (nR - 1) * Exp(-aR * aR / 2);
39 double BR = dR / (1 - nR) * Exp(-aR * aR / 2);
40 double D = (y / (sigma *
N) - AL - CL - CR - AR) / BR;
41 x = mu + sigma * (dR * Power(D, 1 / (-nR + 1)) + aR - dR);
43 double D = 1 - Sqrt(2 /
Pi()) * (y / (sigma *
N) - AL - CL);
44 x = mu + sigma * Sqrt(2) * ErfcInverse(D);
double shoot(double mu, double sigma, double aL, double nL, double aR, double nR, RandomEngineAndDistribution const *random)
double flatShoot(double xmin=0.0, double xmax=1.0) const
DecomposeProduct< arg, typename Div::arg > D