probit_gts.h

#include <limits>
 
constexpr int n_samples = 200;
constexpr double probit_ins[] = {
    0.000000, 0.005025, 0.010050, 0.015075, 0.020101, 0.025126, 0.030151, 0.035176, 0.040201, 0.045226, 0.050251, 0.055276, 0.060302, 0.065327, 0.070352,
    0.075377, 0.080402, 0.085427, 0.090452, 0.095477, 0.100503, 0.105528, 0.110553, 0.115578, 0.120603, 0.125628, 0.130653, 0.135678, 0.140704, 0.145729,
    0.150754, 0.155779, 0.160804, 0.165829, 0.170854, 0.175879, 0.180905, 0.185930, 0.190955, 0.195980, 0.201005, 0.206030, 0.211055, 0.216080, 0.221106,
    0.226131, 0.231156, 0.236181, 0.241206, 0.246231, 0.251256, 0.256281, 0.261307, 0.266332, 0.271357, 0.276382, 0.281407, 0.286432, 0.291457, 0.296482,
    0.301508, 0.306533, 0.311558, 0.316583, 0.321608, 0.326633, 0.331658, 0.336683, 0.341709, 0.346734, 0.351759, 0.356784, 0.361809, 0.366834, 0.371859,
    0.376884, 0.381910, 0.386935, 0.391960, 0.396985, 0.402010, 0.407035, 0.412060, 0.417085, 0.422111, 0.427136, 0.432161, 0.437186, 0.442211, 0.447236,
    0.452261, 0.457286, 0.462312, 0.467337, 0.472362, 0.477387, 0.482412, 0.487437, 0.492462, 0.497487, 0.502513, 0.507538, 0.512563, 0.517588, 0.522613,
    0.527638, 0.532663, 0.537688, 0.542714, 0.547739, 0.552764, 0.557789, 0.562814, 0.567839, 0.572864, 0.577889, 0.582915, 0.587940, 0.592965, 0.597990,
    0.603015, 0.608040, 0.613065, 0.618090, 0.623116, 0.628141, 0.633166, 0.638191, 0.643216, 0.648241, 0.653266, 0.658291, 0.663317, 0.668342, 0.673367,
    0.678392, 0.683417, 0.688442, 0.693467, 0.698492, 0.703518, 0.708543, 0.713568, 0.718593, 0.723618, 0.728643, 0.733668, 0.738693, 0.743719, 0.748744,
    0.753769, 0.758794, 0.763819, 0.768844, 0.773869, 0.778894, 0.783920, 0.788945, 0.793970, 0.798995, 0.804020, 0.809045, 0.814070, 0.819095, 0.824121,
    0.829146, 0.834171, 0.839196, 0.844221, 0.849246, 0.854271, 0.859296, 0.864322, 0.869347, 0.874372, 0.879397, 0.884422, 0.889447, 0.894472, 0.899497,
    0.904523, 0.909548, 0.914573, 0.919598, 0.924623, 0.929648, 0.934673, 0.939698, 0.944724, 0.949749, 0.954774, 0.959799, 0.964824, 0.969849, 0.974874,
    0.979899, 0.984925, 0.989950, 0.994975, 1.000000,
};
 
constexpr double probit_gts[] = {
    -std::numeric_limits<double>::infinity(),
    -2.574096,
    -2.324467,
    -2.168104,
    -2.051678,
    -1.957819,
    -1.878583,
    -1.809639,
    -1.748358,
    -1.693017,
    -1.642422,
    -1.595714,
    -1.552247,
    -1.511531,
    -1.473176,
    -1.436874,
    -1.402373,
    -1.369464,
    -1.337975,
    -1.307760,
    -1.278693,
    -1.250669,
    -1.223594,
    -1.197387,
    -1.171978,
    -1.147303,
    -1.123308,
    -1.099943,
    -1.077164,
    -1.054930,
    -1.033206,
    -1.011959,
    -0.991159,
    -0.970779,
    -0.950795,
    -0.931183,
    -0.911923,
    -0.892996,
    -0.874383,
    -0.856069,
    -0.838037,
    -0.820273,
    -0.802765,
    -0.785499,
    -0.768465,
    -0.751650,
    -0.735046,
    -0.718642,
    -0.702428,
    -0.686398,
    -0.670542,
    -0.654852,
    -0.639323,
    -0.623946,
    -0.608715,
    -0.593624,
    -0.578667,
    -0.563838,
    -0.549132,
    -0.534545,
    -0.520070,
    -0.505703,
    -0.491440,
    -0.477276,
    -0.463207,
    -0.449229,
    -0.435339,
    -0.421532,
    -0.407805,
    -0.394154,
    -0.380576,
    -0.367069,
    -0.353627,
    -0.340250,
    -0.326933,
    -0.313674,
    -0.300469,
    -0.287317,
    -0.274215,
    -0.261159,
    -0.248148,
    -0.235178,
    -0.222248,
    -0.209355,
    -0.196497,
    -0.183671,
    -0.170876,
    -0.158108,
    -0.145366,
    -0.132647,
    -0.119950,
    -0.107272,
    -0.094612,
    -0.081966,
    -0.069334,
    -0.056713,
    -0.044101,
    -0.031496,
    -0.018895,
    -0.006298,
    0.006298,
    0.018895,
    0.031496,
    0.044101,
    0.056713,
    0.069334,
    0.081966,
    0.094612,
    0.107272,
    0.119950,
    0.132647,
    0.145366,
    0.158108,
    0.170876,
    0.183671,
    0.196497,
    0.209355,
    0.222248,
    0.235178,
    0.248148,
    0.261159,
    0.274215,
    0.287317,
    0.300469,
    0.313674,
    0.326933,
    0.340250,
    0.353627,
    0.367069,
    0.380576,
    0.394154,
    0.407805,
    0.421532,
    0.435339,
    0.449229,
    0.463207,
    0.477276,
    0.491440,
    0.505703,
    0.520070,
    0.534545,
    0.549132,
    0.563838,
    0.578667,
    0.593624,
    0.608715,
    0.623946,
    0.639323,
    0.654852,
    0.670542,
    0.686398,
    0.702428,
    0.718642,
    0.735046,
    0.751650,
    0.768465,
    0.785499,
    0.802765,
    0.820273,
    0.838037,
    0.856069,
    0.874383,
    0.892996,
    0.911923,
    0.931183,
    0.950795,
    0.970779,
    0.991159,
    1.011959,
    1.033206,
    1.054930,
    1.077164,
    1.099943,
    1.123308,
    1.147303,
    1.171978,
    1.197387,
    1.223594,
    1.250669,
    1.278693,
    1.307760,
    1.337975,
    1.369464,
    1.402373,
    1.436874,
    1.473176,
    1.511531,
    1.552247,
    1.595714,
    1.642422,
    1.693017,
    1.748358,
    1.809639,
    1.878583,
    1.957819,
    2.051678,
    2.168104,
    2.324467,
    2.574096,
    std::numeric_limits<double>::infinity(),
};