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#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 <cassert>
#include <cmath>
#include <initializer_list>
#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 <typename Range = std::initializer_list<double>>
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
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