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Expand file tree Collapse file tree Original file line number Diff line number Diff line change 11// / @func erf(x)
22// /
3- // / @desc Returns the value of erf(x), the "error function" or cumulative
4- // / distribution function, which computes the probability that a
5- // / Gaussian random number falls within a given range .
3+ // / @desc Returns the probability that a Gaussian random number falls
4+ // / within a given range. This is known as the "error function"
5+ // / or cumulative distribution function .
66// /
77// / @param {real} x value
88// /
Original file line number Diff line number Diff line change 55The "error function" or cumulative distribution function is encountered
66in probability and can be used to compute the probability that a
77Gaussian random number falls within a given range. This algorithm was
8- taken from the article in the link given immediately below.
9-
10- < http://www4.ncsu.edu/unity/users/p/pfackler/www/ECG790C/accuratecumnorm.pdf >
11-
12- If the above link does not work, an alternate version of the same
13- paper can be found below.
8+ taken from the article in the link given below.
149
1510< http://www.codeplanet.eu/files/download/accuratecumnorm.pdf >
1611
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