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List:       koffice-devel
Subject:    KSpread - Better Precision with NORMINV, ...
From:       Martin Eitzenberger <m.eitzenberger () unix ! net>
Date:       2004-03-24 10:07:33
Message-ID: 200403241107.33290 () proxima ! psiplus ! at
[Download RAW message or body]

Hi!

I created a better gaussinv (base for NORMINV and some other statistical 
functions) for OpenOffice based on the A241 Algorythm and the way Gnumeric 
did it (but a little bit differently implemented) ... Because KSpread has 
currently the same precision problems like OOo with some of these statistic 
functions...

I hope this is usefull for you!

(PS: I'm not subscribed to this mailinglist, so please reply directly to 
me ;-) )

Have Fun!
Martin

["gaussinv.c" (text/x-csrc)]

/*
	Alternative gaussinv-Implementation for OpenOffice.org Calc
	By Martin Eitzenberger <m.eitzenberger@unix.net>
	Inspired by Gnumeric's qnorm
	Licensed under the terms of the
	    GNU Lesser General Public License Version 2.1
*/

#include <stdio.h>
#include <math.h>

double gaussinv(double x);

int main(int argc,char**argv)
{
    double result,sigma,mue,x;
    
    x=(double)0.975;
    mue=0;
    sigma=1;
		
    /* Test Norminv, as implemented in OpenOffice Calc */
    result=gaussinv(x)*sigma+mue;
    
    printf("Result: %0.20f\n",result);
}

double gaussinv(double x)
{
	double q,t,z;
	
	q=x-0.5;
	
	if(fabs(q)<=.425)
	{
		t=0.180625-q*q;
		
		z=
		q*
		(
			(
				(
					(
						(
							(
								(
									t*2509.0809287301226727+33430.575583588128105
								)
								*t+67265.770927008700853
							)
							*t+45921.953931549871457
						)
						*t+13731.693765509461125
					)
					*t+1971.5909503065514427
				)
				*t+133.14166789178437745
			)
			*t+3.387132872796366608
		)
		/
		(
			(
				(
					(
						(
							(
								(
									t*5226.495278852854561+28729.085735721942674
								) 
								*t+39307.89580009271061
							)
							*t+21213.794301586595867
						)
						*t+5394.1960214247511077
					)
					*t+687.1870074920579083
				)
				*t+42.313330701600911252
			)
			*t+1.0
		);
		
	}
	else
	{
		if(q>0)	t=1-x;
		else		t=x;
	
		t=sqrt(-log(t));
	
		if(t<=5.0)
		{
			t+=-1.6;
			
			z=
			(
				(
					(
						(
							(
								(
									(
										t*7.7454501427834140764e-4+0.0227238449892691845833
									)
									*t+0.24178072517745061177
								)
								*t+1.27045825245236838258
							)
							*t+3.64784832476320460504
						)
						*t+5.7694972214606914055
					)
					*t+4.6303378461565452959
				)
				*t+1.42343711074968357734
			)
			/
			(
				(
					(
						(
							(
								(
									(
										t*1.05075007164441684324e-9+5.475938084995344946e-4
									)
									*t+0.0151986665636164571966
								)
								*t+0.14810397642748007459
							)
							*t+0.68976733498510000455
						)
						*t+1.6763848301838038494
					)
					*t+2.05319162663775882187
				)
				*t+1.0
			);
			
		}
		else
		{
			t+=-5.0;
			
			z=
			(
				(
					(
						(
							(
								(
									(
										t*2.01033439929228813265e-7+2.71155556874348757815e-5
									)
									*t+0.0012426609473880784386
								)
								*t+0.026532189526576123093
							)
							*t+0.29656057182850489123
						)
						*t+1.7848265399172913358
					)
					*t+5.4637849111641143699
				)
				*t+6.6579046435011037772
			)
			/
			(
				(
					(
						(
							(
								(
									(
										t*2.04426310338993978564e-15+1.4215117583164458887e-7
									)
									*t+1.8463183175100546818e-5
								)
								*t+7.868691311456132591e-4
							)
							*t+0.0148753612908506148525
						)
						*t+0.13692988092273580531
					)
					*t+0.59983220655588793769
				)
				*t+1.0
			);
			
		}
	
		if(q<0.0) z=-z;
	}
	
	return z;
}


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