147 lines
No EOL
4.2 KiB
MQL5
147 lines
No EOL
4.2 KiB
MQL5
//+------------------------------------------------------------------+
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//| ndtr.mqh |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#include "error.mqh"
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#include "const.mqh"
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#include "polevl.mqh"
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namespace special {
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namespace cephes {
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namespace detail {
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double ndtr_P[] = {2.46196981473530512524E-10, 5.64189564831068821977E-1, 7.46321056442269912687E0,
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4.86371970985681366614E1, 1.96520832956077098242E2, 5.26445194995477358631E2,
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9.34528527171957607540E2, 1.02755188689515710272E3, 5.57535335369399327526E2};
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double ndtr_Q[] = {
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/* 1.00000000000000000000E0, */
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1.32281951154744992508E1, 8.67072140885989742329E1, 3.54937778887819891062E2, 9.75708501743205489753E2,
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1.82390916687909736289E3, 2.24633760818710981792E3, 1.65666309194161350182E3, 5.57535340817727675546E2};
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double ndtr_R[] = {5.64189583547755073984E-1, 1.27536670759978104416E0, 5.01905042251180477414E0,
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6.16021097993053585195E0, 7.40974269950448939160E0, 2.97886665372100240670E0};
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double ndtr_S[] = {
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/* 1.00000000000000000000E0, */
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2.26052863220117276590E0, 9.39603524938001434673E0, 1.20489539808096656605E1,
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1.70814450747565897222E1, 9.60896809063285878198E0, 3.36907645100081516050E0};
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double ndtr_T[] = {9.60497373987051638749E0, 9.00260197203842689217E1, 2.23200534594684319226E3,
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7.00332514112805075473E3, 5.55923013010394962768E4};
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double ndtr_U[] = {
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/* 1.00000000000000000000E0, */
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3.35617141647503099647E1, 5.21357949780152679795E2, 4.59432382970980127987E3, 2.26290000613890934246E4,
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4.92673942608635921086E4};
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double ndtri_UTHRESH = 37.519379347;
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} // namespace detail
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inline double erfc(double a) {
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double p, q, x, y, z;
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if (isnan(a)) {
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set_error("erfc", SF_ERROR_DOMAIN, NULL);
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return quiet_NaN();
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}
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if (a < 0.0) {
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x = -a;
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} else {
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x = a;
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}
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if (x < 1.0) {
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return 1.0 - erf(a);
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}
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z = -a * a;
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if (z < -detail::MAXLOG) {
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set_error("erfc", SF_ERROR_UNDERFLOW, NULL);
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if (a < 0) {
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return 2.0;
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} else {
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return 0.0;
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}
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}
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z = exp(z);
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if (x < 8.0) {
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p = polevl(x, detail::ndtr_P, 8);
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q = p1evl(x, detail::ndtr_Q, 8);
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} else {
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p = polevl(x, detail::ndtr_R, 5);
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q = p1evl(x, detail::ndtr_S, 6);
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}
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y = (z * p) / q;
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if (a < 0) {
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y = 2.0 - y;
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}
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if (y != 0.0) {
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return y;
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}
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set_error("erfc", SF_ERROR_UNDERFLOW, NULL);
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if (a < 0) {
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return 2.0;
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} else {
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return 0.0;
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}
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}
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inline double erf(double x) {
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double y, z;
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if (isnan(x)) {
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set_error("erf", SF_ERROR_DOMAIN, NULL);
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return quiet_NaN();
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}
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if (x < 0.0) {
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return -erf(-x);
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}
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if (abs(x) > 1.0) {
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return (1.0 - erfc(x));
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}
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z = x * x;
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y = x * polevl(z, detail::ndtr_T, 4) / p1evl(z, detail::ndtr_U, 5);
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return y;
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}
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inline double ndtr(double a) {
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double x, y, z;
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if (isnan(a)) {
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set_error("ndtr", SF_ERROR_DOMAIN, NULL);
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return quiet_NaN();
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}
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x = a * M_SQRT1_2;
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z = abs(x);
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if (z < M_SQRT1_2) {
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y = 0.5 + 0.5 * erf(x);
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} else {
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y = 0.5 * erfc(z);
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if (x > 0) {
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y = 1.0 - y;
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}
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}
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return y;
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}
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} // namespace cephes
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} // namespace special |