Attribute VB_Name = "modMethod"
Option Explicit

'計算正態分布函數
'u：正態偏離點
'p：下側概率
Public Sub Norm(u, P)
    Dim y As Double, ER As Double, Q As Double
    Dim A
    Const a1 As Double = 0.0705230784
    Const a2 As Double = 0.0422820123
    Const a3 As Double = 0.0092705272
    Const a4 As Double = 0.0001520143
    Const a5 As Double = 0.0002765672
    Const a6 As Double = 0.0000430638
    y = 0.707106781187 * Abs(u)
    A = a4 + y * (a5 + y * a6)
    A = a3 + y * A
    A = a2 + y * A
    A = a1 + y * A
    ER = 1 - (1 + y * A) ^ (-16)
    Q = 0.5 * ER
    If u < 0 Then P = 0.5 - Q Else P = 0.5 + Q
End Sub