Skip to main content

normal_pdf

Function normal_pdf 

Source
pub fn normal_pdf(x: f64) -> f64
Expand description

Standard normal PDF φ(x). Implementation lives in gam-math; re-exported to keep crate::probability::normal_pdf resolving for all existing callers. Standard normal PDF phi(x).

The squared argument is carried exactly (see [square_residual]); without that, exp(-½·fl(x*x)) degrades like x²·ε/2 and reaches 5.7e-14 relative before φ underflows, against the 3.3e-16 it holds with.