From: dtprice@interaccess.com (David T. Price) Subject: Re: erf/cumnorm function algorithm? Date: Fri, 30 Apr 1999 23:11:06 GMT Newsgroups: sci.math.num-analysis Keywords: algorithms to compute erf jordan.samuels@wdr.com wrote: > > >Does anyone know the algorithm for erf(3M) on Solaris or how to find >out what it is? Check out the work of W. J. Cody cited in section 4.2 of "Numerical Evaluation of Special Functions" at http://math.nist.gov/nesf/ for the standard alogrithms for these functions. Dave Price ============================================================================== From: "Alan Miller" Subject: Re: erf/cumnorm function algorithm? Date: Sat, 1 May 1999 09:55:56 +1000 Newsgroups: sci.math.num-analysis For the normal distribution function, look at Applied Statistics algorithm AS 66 which you can download from the apstat directory at statlib. You can also obtain it from my web site. N.B. The cumulative normal is integrated from minus infinity to x, not from zero. statlib: http://lib.stat.cmu.edu or ftp from: lib.stat.cmu.edu -- Alan Miller, Retired Scientist (Statistician) CSIRO Mathematical & Information Sciences Alan.Miller -at- vic.cmis.csiro.au http://www.ozemail.com.au/~milleraj David T. Price wrote in message <372a3786.41364796@nntp.interaccess.com>... [previous article quoted -- djr] ============================================================================== From: dtprice@interaccess.com (David T. Price) Subject: Re: erf/cumnorm function algorithm? Date: Sat, 01 May 1999 02:12:17 GMT Newsgroups: sci.math.num-analysis dtprice@interaccess.com (David T. Price) wrote: [first article quoted -- djr] The code for Cody's algorithm is available at http://www.netlib.org/specfun/erf. Dave