# erf

The "error function" or cumulative distribution function is encountered in probability and can be used to compute the probability that a Gaussian random number falls within a given range. This algorithm was taken from the article in the link given immediately below.

http://www4.ncsu.edu/unity/users/p/pfackler/www/ECG790C/accuratecumnorm.pdf

If the above link does not work, an alternate version of the same paper can be found below.

erf(x)
Returns the value of erf(x), the "error function" or cumulative distribution function, which computes the probability that a Gaussian random number falls within a given range.
COPY/// erf(x)
//
//  Returns the value of erf(x), the "error function" or cumulative
//  distribution function, which computes the probability that a
//  Gaussian random number falls within a given range.
//
//      x           value, real
//
{
var xAbs, c, e, b;
xAbs = abs(argument0) * sqrt(2);
if (xAbs > 37)
c = 0;
else {
e = exp(-xAbs*xAbs / 2);
if (xAbs < 7.07106781186547) {
b = 0.0352624965998911 * xAbs + 0.700383064443688;
b = b * xAbs + 6.37396220353165;
b = b * xAbs + 33.912866078383;
b = b * xAbs + 112.079291497871;
b = b * xAbs + 221.213596169931;
b = b * xAbs + 220.206867912376;
c = e*b;
b = 0.0883883476483184 * xAbs + 1.75566716318264;
b = b * xAbs + 16.064177579207;
b = b * xAbs + 86.7807322029461;
b = b * xAbs + 296.564248779674;
b = b * xAbs + 637.333633378831;
b = b * xAbs + 793.826512519948;
b = b * xAbs + 440.413735824752;
c /= b;
}
else {
b = xAbs + 0.65;
b = xAbs + 4 / b;
b = xAbs + 3 / b;
b = xAbs + 2 / b;
b = xAbs + 1 / b;
c = e / b / 2.506628274631;
}
}
if (argument0 > 0)
return 1 - 2*c;
else
return 2*c - 1;
}


Contributors: Yourself, brac37

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