Module
Numeric.SpecFunctions
- Package
- purescript-stats
- Repository
- klangner/purescript-stats
#erf Source
erf :: Number -> Number
fractional error in math formula less than 1.2 * 10 ^ -7. although subject to catastrophic cancellation when z in very close to 0 from Chebyshev fitting formula for erf(z) from Numerical Recipes, 6.2 Implements the Gauss error function.
erf(z) = 2 / sqrt(pi) * integral(exp(-t*t), t = 0..z)
Taken from: http://introcs.cs.princeton.edu/java/21function/ErrorFunction.java.html