vnorlogmix.cpp

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#include <fvar.hpp>

dvariable robust_normal_logistic_mixture_deviate(const prevariable& x,
  double spread)
{
  dvariable y=cumd_norm(x);
  y = 0.99999999*y + 0.000000005; // To gain numerical stability
  dvariable z = inv_cumd_normal_logistic_mixture(y,spread);
  return z;
}

dvariable robust_normal_mixture_deviate(const prevariable& x,
  double spread)
{
  dvariable y=cumd_norm(x);
  y = 0.99999999*y + 0.000000005; // To gain numerical stability
  dvariable z = inv_cumd_normal_mixture(y,spread);
  return z;
}