Function r_mathlib::normal_cdf

pub fn normal_cdf(
    x: f64, 
    mu: f64, 
    sigma: f64, 
    lower_tail: bool, 
    log_p: bool
) -> f64

Evaluate the culmulative density function of the normal distribution with mean mu and variance sigma squared at x.

If lower_tail is true, the integral from -∞ to x is evaluated, else the integral from x to ∞ is evaluated instead. "Usual" behaviour corresponds to true. Using lower_tail = false gives higher numerical accuracy than performing the calculation 1 - result on lower_tail = true (when the result is close to 1).

If log_p is true, the natural logarithm of the value will be returned, with potentially higher numerical accuracy than calling .ln() on the result.