const double Pi = 3.14159265359; // Standard Normal cumulative distribution function double Normal_CDF(const double & x) { double k = 1.0/(1.0 + 0.2316419 * x); double k_sum = k * (0.319381530 + k * (-0.356563782 + k * (1.781477937 + k * (-1.821255978 + 1.330274429 * k)))); if (x >= 0.0) { return (1.0 - (1.0/(pow(2*Pi,0.5)))*exp(-0.5*x*x) * k_sum); } else { return 1.0 - Normal_CDF(-x); } }