matlab - Cumulative Normal Distribution Function in C/C++ with parameters -

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i want implement equivalent of matlab normcdf function in c++, have found useful post: cumulative normal distribution function in c/c++ pointing implementation http://www.johndcook.com/cpp_phi.html. want optional mu , sigma parameters in matlab.

is ok, when change this:

x = fabs(x)/sqrt(2.0);

to:

x = fabs(x - mu)/sqrt(2.0 * sigma * sigma);

or supposed else?

watch out - want save sign of x-mu, not of x:

int sign = 1; if (x < mu)     sign = -1; x = fabs(x-mu)/sqrt(2.0*sigma*sigma);

otherwise scaling correct.


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