manifold/common/normal.ts
2022-05-08 15:42:11 -04:00

13 lines
257 B
TypeScript

export function normpdf(x: number, mean = 0, variance = 1) {
if (variance === 0) {
return x === mean ? Infinity : 0
}
return (
Math.exp((-0.5 * Math.pow(x - mean, 2)) / variance) /
Math.sqrt(TAU * variance)
)
}
const TAU = Math.PI * 2