#include "xf_fintech/rng.hpp"
template <typename mType> mType inverseCumulativeNormalAcklam (mType input)
Inverse CumulativeNormal using Acklam’s approximation to transform uniform random number to normal random number.
Reference: Acklam’s approximation: by Peter J. Acklam, University of Oslo, Statistics Division.
Parameters:
| mType | data type. |
| input | input uniform random number |
Returns:
normal random number