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18 changes: 17 additions & 1 deletion Modules/_statisticsmodule.c
Original file line number Diff line number Diff line change
Expand Up @@ -32,8 +32,11 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
/*[clinic end generated code: output=02fd19ddaab36602 input=24715a74be15296a]*/
{
double q, num, den, r, x;
if (p <= 0.0 || p >= 1.0 || sigma <= 0.0) {
goto error;
}

q = p - 0.5;
// Algorithm AS 241: The Percentage Points of the Normal Distribution
if(fabs(q) <= 0.425) {
r = 0.180625 - q * q;
// Hash sum-55.8831928806149014439
Expand All @@ -53,10 +56,16 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
6.8718700749205790830e+2) * r +
4.2313330701600911252e+1) * r +
1.0);
if (den == 0.0) {
goto error;
}
x = num / den;
return mu + (x * sigma);
}
r = (q <= 0.0) ? p : (1.0 - p);
if (r <= 0.0 || r >= 1.0) {
goto error;
}
r = sqrt(-log(r));
if (r <= 5.0) {
r = r - 1.6;
Expand Down Expand Up @@ -97,11 +106,18 @@ _statistics__normal_dist_inv_cdf_impl(PyObject *module, double p, double mu,
5.99832206555887937690e-1) * r +
1.0);
}
if (den == 0.0) {
goto error;
}
x = num / den;
if (q < 0.0) {
x = -x;
}
return mu + (x * sigma);

error:
PyErr_SetString(PyExc_ValueError, "inv_cdf undefined for these parameters");
return -1.0;
}


Expand Down