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phi

Function phi 

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

Standard-normal CDF Φ(x) via Graeme West’s cumnorm (Hart-style rational approximation), accurate to ~1e-15 using only exp + arithmetic. Φ(0) = 0.5 exactly. 1e-9-relative primitive; the companion of inv_normal for BCa.