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Q = [
1.32281951154744992508E1,
8.67072140885989742329E1,
3.54937778887819891062E2,
9.75708501743205489753E2,
1.82390916687909736289E3,
2.24633760818710981792E3,
1.65666309194161350182E3,
5.57535340817727675546E2,
]
# approximation for abs(a) >= 8
R = [
5.64189583547755073984E-1,
1.27536670759978104416E0,
5.01905042251180477414E0,
6.16021097993053585195E0,
7.40974269950448939160E0,
2.97886665372100240670E0,
]
S = [
2.26052863220117276590E0,
9.39603524938001434673E0,
1.20489539808096656605E1,
1.70814450747565897222E1,
9.60896809063285878198E0,
3.36907645100081516050E0,
]
# Shortcut special cases
if a == 0:
return 1
if a >= MAXVAL:
return 0
if a <= -MAXVAL:
return 2
x = a
if a < 0:
x = -a
# computationally cheaper to calculate erf for small values, I guess.
if x < 1:
return 1 - erf(a)
z = -a * a
z = math.exp(z)
if x < 8:
p = _polevl(x, P, 8)
q = _p1evl(x, Q, 8)
else:
p = _polevl(x, R, 5)
q = _p1evl(x, S, 6)
y = (z * p) / q
if a < 0:
y = 2 - y
return y"
1031,"def _polevl(x, coefs, N):
""""""
Port of cephes ``polevl.c``: evaluate polynomial
See https://github.com/jeremybarnes/cephes/blob/master/cprob/polevl.c
""""""
ans = 0
power = len(coefs) - 1
for coef in coefs:
try:
ans += coef * x**power
except OverflowError:
pass
power -= 1
return ans"
1032,"def _ndtri(y):
""""""
Port of cephes ``ndtri.c``: inverse normal distribution function.
See https://github.com/jeremybarnes/cephes/blob/master/cprob/ndtri.c
""""""
# approximation for 0 <= abs(z - 0.5) <= 3/8
P0 = [
-5.99633501014107895267E1,
9.80010754185999661536E1,
-5.66762857469070293439E1,
1.39312609387279679503E1,
-1.23916583867381258016E0,
]
Q0 = [
1.95448858338141759834E0,
4.67627912898881538453E0,
8.63602421390890590575E1,
-2.25462687854119370527E2,
2.00260212380060660359E2,
-8.20372256168333339912E1,