CODEWITHSUNDEEP
c++11normal-distribution
LocoField
LocoField

Reputation: 27

C++11 normal_distribution and MATLAB normpdf

I have to develop normpdf MATLAB function in C++ environment. But I got a problem..

normpdf(X, u, sigma) in MATLAB is similar with normal_distribution gaussian(u, sigma);

where is X values? It means I want the gaussian function not gaussian random. How I sample a output value with gaussian distribution?

Thanks.

Upvotes: 1

Views: 862

Answers (1)

Severin Pappadeux
Severin Pappadeux

Reputation: 20080

You could easily write normpdf yourself

inline double squared(double x)
{
    return x*x;
}

double normpdf(double x, double u, double s) { 
    return (1.0/(s*sqrt(2.0*M_PI)))*exp(-0.5*squared(x-u)/squared(s));
}

UPDATE

This one might be a bit faster, less one multiplication

const double ONE_OVER_SQRT_2PI = 0.39894228040143267793994605993438;

double normpdf(double x, double u, double s) { 
    return (ONE_OVER_SQRT_2PI/s)*exp(-0.5*squared((x-u)/s));
}

Upvotes: 2

Related Questions