Folded normal distribution

The probability density function for the folded normal distribution is:

.. math::

f(x, c) = \sqrt{2/\pi} cosh(c x) \exp(-\frac{x^2+c^2}{2})

where :math:c \ge 0.

The cumulative distribution function is:

.. math::

F(x, c) = {\rm NormCDF}(x - c) + {\rm NormCDF}(x + c) - 1.0

where NormCDF is the cumulative density function of the standard normal distribution.

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/foldnorm/foldnormpdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/foldnorm/foldnormcdf.png :align: center :width: 480