Cumulative Normal Distribution Function in C/C++

Question

I was wondering if there were statistics functions built into math libraries that are part of the standard C++ libraries like cmath. If not, can you guys recommend a good st

Answer 1

From https://en.cppreference.com/w/cpp/numeric/math/erfc

Normal CDF can be calculated as below:

#include 
#include 
#include 
using namespace std;

double normalCDF(double x) // Phi(-∞, x) aka N(x)
{
    return erfc(-x / sqrt(2))/2;
}

Using 2.0 instead of 2 in the denominator helps in getting decimals instead of integers.

Hope that helps.