// from F#:
func vWithinMargin(perfDiff, drawMargin float64) float64 {
perfDiffAbs := math.Abs(perfDiff)
denom := numerics.GaussCumulativeTo(drawMargin-perfDiffAbs) - numerics.GaussCumulativeTo(-drawMargin-perfDiffAbs)
if denom < 2.222758749e-162 {
if perfDiff < 0.0 {
return -perfDiff - drawMargin
}
return -perfDiff + drawMargin
}
numerator := numerics.GaussAt(-drawMargin-perfDiffAbs) - numerics.GaussAt(drawMargin-perfDiffAbs)
if perfDiff < 0.0 {
return -numerator / denom
}
return numerator / denom
}
func vExceedsMargin(perfDiff, drawMargin float64) float64 {
denom := numerics.GaussCumulativeTo(perfDiff - drawMargin)
if denom < 2.222758749e-162 {
return -perfDiff + drawMargin
}
return numerics.GaussAt(perfDiff-drawMargin) / denom
}
// From F#:
func wWithinMargin(perfDiff, drawMargin float64) float64 {
perfDiffAbs := math.Abs(perfDiff)
denom := numerics.GaussCumulativeTo(drawMargin-perfDiffAbs) - numerics.GaussCumulativeTo(-drawMargin-perfDiffAbs)
if denom < 2.222758749e-162 {
return 1.0
}
vt := vWithinMargin(perfDiffAbs, drawMargin)
return vt*vt + ((drawMargin-perfDiffAbs)*numerics.GaussAt(drawMargin-perfDiffAbs)-(-drawMargin-perfDiffAbs)*numerics.GaussAt(-drawMargin-perfDiffAbs))/denom
}