1 files changed, 43 insertions, 0 deletions
diff --git a/lib/gaussian_cdf.c b/lib/gaussian_cdf.c
new file mode 100644
index 0000000..2111aae
--- /dev/null
+++ b/lib/gaussian_cdf.c
@@ -0,0 +1,43 @@
+// Gaussian Cdf
+//
+// gaussian_cdf
+//
+// Gaussian cumulative distribution function
+//
+// F(x) = 0.5 * (1 + erf(x/√2))
+//
+// Inputs:    1
+// Outputs:   1
+// Constants: 0
+
+
+#include <math.h>
+#include "ts.h"
+
+
+ts_parameter_t const ts_gaussian_cdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
+
+uint_t ts_gaussian_cdf_offset( ts_constant_t const *c )
+{
+	( void )c;
+	return ( 0 );
+}
+
+int ts_gaussian_cdf(
+	fp_t * const *y, uint_t y_n,
+	fp_t const * const *x, uint_t x_n,
+	uint_t n, ts_constant_t const *c
+)
+{
+	TS_PROLOGUE( ts_gaussian_cdf_p );
+	(void)c;
+    /* CDF = 0.5 * (1 + erf(x / sqrt(2))) */
+    for (uint_t i = 0; i < n; ++i)
+    {
+        y[0][i] = 0.5 * (1.0 + erf(x[0][i] / sqrt(2.0)));
+    }
+	return 0;
+}
+
+
+