erfc |
(function for equations) |
Usage: |
erfc (x) |
Definition: |
1 – erf (x) Definition of erf |
Required: |
x is an unrestricted real |
This returns the complementary error function of x. It is useful for calculating an integral of a tail of a normal distribution.
It would be easy enough to just use 1-erf(x), but this provides better numerical accuracy when x is large (so erf(x) is very close to 1).