gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-20 03:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

[CodeFactor] Apply fixes to commit 9697fac

Browse Source
This commit is contained in:
codefactor-io
2026-03-14 05:03:08 +00:00
parent 9697facfb4
commit e35ff7fa3f
164 changed files with 458 additions and 530 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/numerics/lognormdist/Lognormdist.cs
+2 -2
View File
@@ -98,8 +98,8 @@ public sealed class Lognormdist : AbstractBase
double az = Math.Abs(z);
double t = 1.0 / Math.FusedMultiplyAdd(P, az, 1.0);
double phi = Math.Exp(-0.5 * az * az) * (1.0 / Math.Sqrt(2.0 * Math.PI));
double poly = ((((Math.FusedMultiplyAdd(B5, t, B4) * t) + B3) * t + B2) * t + B1) * t;
double cdf = 1.0 - phi * poly;
double poly = ((((((Math.FusedMultiplyAdd(B5, t, B4) * t) + B3) * t) + B2) * t) + B1) * t;
double cdf = 1.0 - (phi * poly);
return z >= 0.0 ? cdf : 1.0 - cdf;
}