Acklam's algorithm for the inverse complementary error function. More...

Detailed Description

Acklam's algorithm for the inverse complementary error function.

Author: Pascal Getreuer getre.nosp@m.uer@.nosp@m.cmla..nosp@m.ens-.nosp@m.cacha.nosp@m.n.fr

This program is free software: you can redistribute it and/or modify it under, at your option, the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version, or the terms of the simplified BSD license.

You should have received a copy of these licenses along with this program. If not, see http://www.gnu.org/licenses/ and http://www.opensource.org/licenses/bsd-license.html.

Definition in file inverfc_acklam.h.

#include <math.h>
#include "erfc_cody.h"

Go to the source code of this file.

Macros
#define	M_SQRT2 1.41421356237309504880168872420969808
	The constant $\sqrt{2}$ .

#define	M_SQRT2PI 2.50662827463100050241576528481104525
	The constant $\sqrt{2 \pi}$ .

#define	inverfc(x) inverfc_acklam(x)
	Short alias of inverfc_acklam()

Functions
double	inverfc_acklam (double x)
	Inverse complementary error function $\mathrm{erfc}^{-1}(x)$ . More...

Function Documentation

double inverfc_acklam ( double x )

Inverse complementary error function $\mathrm{erfc}^{-1}(x)$ .

Parameters

x	input argument

Reference: P.J. Acklam, "An algorithm for computing the inverse normal cumulative distribution function," 2010, online at http://home.online.no/~pjacklam/notes/invnorm/

Definition at line 30 of file inverfc_acklam.c.

Detailed Description

Macros

Functions

Function Documentation