#pragma clang system_header // Licensed to the Apache Software Foundation (ASF) under one // or more contributor license agreements. See the NOTICE file // distributed with this work for additional information // regarding copyright ownership. The ASF licenses this file // to you under the Apache License, Version 2.0 (the // "License"); you may not use this file except in compliance // with the License. You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, // software distributed under the License is distributed on an // "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY // KIND, either express or implied. See the License for the // specific language governing permissions and limitations // under the License. #pragma once #include #include #include #include "contrib/libs/apache/arrow_next/cpp/src/arrow/util/macros.h" #include "contrib/libs/apache/arrow_next/cpp/src/arrow/util/visibility.h" namespace arrow20::internal { /// \brief Percent-point / quantile function (PPF) of the normal distribution. /// /// Given p in [0, 1], return the corresponding quantile value in the normal /// distribution. This is the reciprocal of the cumulative distribution function. /// /// If p is not in [0, 1], behavior is undefined. /// /// This function is sometimes also called the probit function. ARROW_EXPORT double NormalPPF(double p); /// "Improved Kahan–Babuška algorithm" by Neumaier /// /// https://en.wikipedia.org/wiki/Kahan_summation_algorithm#Further_enhancements template > double NeumaierSum(Range&& inputs) { double sum = 0, c = 0; for (const double v : inputs) { double t = sum + v; if (std::isfinite(t)) { if (std::abs(sum) >= std::abs(v)) { // If sum is bigger, low-order digits of v are lost... c += (sum - t) + v; } else { // ... else low-order digits of sum are lost. c += (v - t) + sum; } } sum = t; } return sum + c; } } // namespace arrow20::internal