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erf and inverse erf

Posted by Keith A. Lewis on Oct 12, 2011; 11:49am
URL: http://quantlib.414.s1.nabble.com/erf-and-inverse-erf-tp11661.html

Here is a link to high precision routines by T. Ooura for these functions: http://xllbms.codeplex.com/SourceControl/changeset/view/9909#143295.

 

And some not so high precision routines: http://xllbms.codeplex.com/SourceControl/changeset/view/9909#143299.

 

kal

 


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