https://github.com/cran/pracma
Revision a7001ff1805634d18a10fa371b38dbe3e48f8c9e authored by HwB on 30 October 2011, 00:00:00 UTC, committed by Gabor Csardi on 30 October 2011, 00:00:00 UTC
1 parent 6b51622
Tip revision: a7001ff1805634d18a10fa371b38dbe3e48f8c9e authored by HwB on 30 October 2011, 00:00:00 UTC
version 0.8.1
version 0.8.1
Tip revision: a7001ff
erfz.Rd
\name{erf, erfc}
\alias{erf}
\alias{erfc}
\alias{erfz}
\title{
Error Functions (Matlab Style)
}
\description{
The error or Phi function is a variant of the cumulative normal (or
Gaussian) distribution.
}
\usage{
erf(x)
erfc(x)
erfz(z)
}
\arguments{
\item{x}{vector of real numbers.}
\item{z}{real or complex number; must be a scalar.}
}
\details{
For real arguments, the following obvious relations
\deqn{erf(x) = 2 Phi(x \sqrt(2)) - 1}
\deqn{erfc(x) = 2 Phi(-x \sqrt(2))}
for the error and the complementary error functions were used.
}
\value{
Real or complex number, the value of the function.
Please note that \code{erfz} is not (yet) vectorized.
}
\note{
For the complex error function we used Fortran code from the book
S. Zhang & J. Jin ``Computation of Special Functions'' (Wiley, 1996).
}
\seealso{
\code{\link{pnorm}}
}
\examples{
x <- 1
erf(x); 2*pnorm(sqrt(2)*x) - 1
# [1] 0.842700792949715
# [1] 0.842700792949715
erfc(x); 1 - erf(x); 2*pnorm(-sqrt(2)*x)
# [1] 0.157299207050285
# [1] 0.157299207050285
# [1] 0.157299207050285
erfz(1)
# [1] 0.842700792949715
}
\keyword{ stat }
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