c/c++/c# 快速计算 Cumulative Normal Distribution 正态累积函数CDF

static double CND(double d)
{
const double       A1 = 0.31938153;
const double       A2 = -0.356563782;
const double       A3 = 1.781477937;
const double       A4 = -1.821255978;
const double       A5 = 1.330274429;
const double RSQRT2PI = 0.39894228040143267793994605993438;

double
K = 1.0 / (1.0 + 0.2316419 * fabs(d));

double
cnd = RSQRT2PI * exp(- 0.5 * d * d) *
(K * (A1 + K * (A2 + K * (A3 + K * (A4 + K * A5)))));

if (d > 0)
cnd = 1.0 - cnd;

return cnd;
}