/* @file Normal.hpp */

#pragma once

#include "Distribution.hpp"
#include <cmath>

namespace xo {
    namespace distribution {
        /* the guassian distribution,  with mean 0 and variance 1
         */
        class Normal : public Distribution<double> {
        public:
            Normal() = default;

            /* N(0,1):  mean 0, sdev 1 */
            static rp<Normal> unit() { return new Normal(); }

            /* normal probability density:
             *
             *                  x^2
             *            -(1/2)              1/2
             *    p(x) = e            / (2.pi)
             */
            static double density(double x) {
                static double c_sqrt_2pi = ::sqrt(2 * M_PI);

                return ::exp(-0.5 * x * x) / c_sqrt_2pi;
            } /*density*/

            /* cumulative distribution function for N(0,1):
             *
             *   / x
             *   |
             *   |    p(x).dx
             *   |
             *   / -oo
             *
             * where p(x) is the normal density function p(x) = e^[-x^2/2]
             */
            static double cdf_impl(double x) {
                return 0.5 * std::erfc(-M_SQRT1_2 * x);
            } /*cdf_impl*/

            // ----- inherited from Distribution<double> -----

            virtual double cdf(double const & x) const override {
                return cdf_impl(x);
            } /*cdf*/
        }; /*Normal*/
    } /*namespace distribution*/
} /*namespace xo*/

/* end Normal.hpp */