pub fn probit_acklam<P, E, V, const REFINE: bool>(
p_in: V,
a: &[E; 6],
b: &[E; 6],
c: &[E; 6],
d: &[E; 5],
) -> Vwhere
P: Policy,
E: FloatElementWithBits,
V: FloatVectorWithBits<Element = E> + SpecializedSpecialMath<E>,Expand description
Shared Acklam normal-quantile (probit) core for all real element types.
probit(p) = Phi^-1(p), via Peter John Acklam’s rational approximation
(a central region plus a q = sqrt(-2 ln p) tail branch):
https://web.archive.org/web/20151030215612/http://home.online.no/~pjacklam/notes/invnorm/
REFINE enables a single Halley step that polishes Acklam’s ~1.15e-9 fit up to
full double precision (used by f64; f32 is already at its precision limit without
it). The step only runs when the policy precision is Best or higher.