normal distribution - C++11 normal_distribution and MATLAB normpdf -
i have develop normpdf matlab function in c++ environment. got problem..
normpdf(x, u, sigma) in matlab similar normal_distribution gaussian(u, sigma);
where x values? means want gaussian function not gaussian random. how sample output value gaussian distribution?
thanks.
you write normpdf yourself
inline double squared(double x) { return x*x; } double normpdf(double x, double u, double s) { return (1.0/(s*sqrt(2.0*m_pi)))*exp(-0.5*squared(x-u)/squared(s)); }
update
this 1 might bit faster, less 1 multiplication
const double one_over_sqrt_2pi = 0.39894228040143267793994605993438; double normpdf(double x, double u, double s) { return (one_over_sqrt_2pi/s)*exp(-0.5*squared((x-u)/s)); }
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