1 files changed, 17 insertions, 9 deletions
diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/NormalDistribution.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/NormalDistribution.java
index 919cc2e3..9180b59e 100644
--- a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/NormalDistribution.java
+++ b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/NormalDistribution.java
@@ -32,7 +32,7 @@ import de.lmu.ifi.dbs.elki.math.MathUtil;
  * 
  * @author Erich Schubert
  */
-public class NormalDistribution implements Distribution {
+public class NormalDistribution implements DistributionWithRandom {
   /**
    * Coefficients for erf approximation.
    * 
@@ -148,20 +148,25 @@ public class NormalDistribution implements Distribution {
   public double pdf(double val) {
     return pdf(val, mean, stddev);
   }
-  
+
   @Override
   public double cdf(double val) {
     return cdf(val, mean, stddev);
   }
 
   @Override
+  public double quantile(double q) {
+    return quantile(q, mean, stddev);
+  }
+
+  @Override
   public double nextRandom() {
     return mean + random.nextGaussian() * stddev;
   }
 
   @Override
   public String toString() {
-    return "Normal Distribution (mean="+mean+", stddev="+stddev+")";
+    return "NormalDistribution(mean=" + mean + ", stddev=" + stddev + ")";
   }
 
   /**
@@ -195,7 +200,7 @@ public class NormalDistribution implements Distribution {
     if(Double.isInfinite(x)) {
       return (x < 0.0) ? 2 : 0;
     }
-  
+
     double result = Double.NaN;
     double absx = Math.abs(x);
     // First approximation interval
@@ -249,7 +254,7 @@ public class NormalDistribution implements Distribution {
    * @return erfinv(x)
    */
   public static double erfinv(double x) {
-    return standardNormalProbit(0.5 * (x + 1)) / MathUtil.SQRT2;
+    return standardNormalQuantile(0.5 * (x + 1)) / MathUtil.SQRT2;
   }
 
   /**
@@ -261,10 +266,13 @@ public class NormalDistribution implements Distribution {
    * by Peter John Acklam
    * </p>
    * 
+   * FIXME: precision of this seems to be rather low, compared to our other
+   * functions. Only about 8-9 digits agree with SciPy/GNU R.
+   * 
    * @param d Quantile. Must be in [0:1], obviously.
    * @return Inverse erf.
    */
-  public static double standardNormalProbit(double d) {
+  public static double standardNormalQuantile(double d) {
     if(d == 0) {
       return Double.NEGATIVE_INFINITY;
     }
@@ -319,7 +327,7 @@ public class NormalDistribution implements Distribution {
    * @return The CDF of the normal given distribution at x.
    */
   public static double cdf(double x, double mu, double sigma) {
-    return (1 + erf(x / Math.sqrt(2))) / 2;
+    return .5 * (1 + erf((x - mu) / (MathUtil.SQRT2 * sigma)));
   }
 
   /**
@@ -331,7 +339,7 @@ public class NormalDistribution implements Distribution {
    * @param sigma Standard deviation.
    * @return The probit of the normal given distribution at x.
    */
-  public static double probit(double x, double mu, double sigma) {
-    return mu + sigma * standardNormalProbit(x);
+  public static double quantile(double x, double mu, double sigma) {
+    return mu + sigma * standardNormalQuantile(x);
   }
 }