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(),
};