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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 | // -*- C++ -*-
/**
* @file Normal3DCDF.hxx
* @brief Efficient implementation of the CDF computation for a tri-dimensional
* Normal distribution
*
* Copyright (C) 2005-2013 EDF-EADS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
* @author schueller
* @date 2012-07-16 12:24:33 +0200 (Mon, 16 Jul 2012)
*/
#ifndef OPENTURNS_NORMALCDF3D_HXX
#define OPENTURNS_NORMALCDF3D_HXX
#include "OTprivate.hxx"
BEGIN_NAMESPACE_OPENTURNS
NumericalScalar Normal3DCDF(const NumericalScalar x1,
const NumericalScalar x2,
const NumericalScalar x3,
const NumericalScalar rho12,
const NumericalScalar rho13,
const NumericalScalar rho23,
const Bool tail);
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NORMALCDF3D_HXX */
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