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Ran 14 Sep 2021 07:07PM UTC

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Committed 14 Sep 2021 12:08PM UTC coverage: 100.0%. Remained the same

Job # 162.1

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push

travis-ci-com

Committed by

aherbert

Commit Message

Use a single instance of the standard normal distribution

The distribution is immutable. The underlying computations use static
methods and can be used across threads.

Note: A micro-optimisation to eliminate the mean=0 and SD=1 from the
computations used from NormalDistribution(0, 1) has not been performed
to aid maintenance. It is presumed that multiplication by 1 or addition
of 0 is insignificant compared to the calls to:

- Math.exp (density)
- Erf.value (cumulativeProbability)
- InverseErf.value (inverseCumulativeProbability)

Only the logDensity function would be expected to improve performance as
it would eliminate 1 subtraction and 1 devision to leave the computation
as 2 multiplications and a subtraction:

return -0.5 * x * x - halfLog2Pi

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