Re: erf and inverse erf

Posted by Kim Kuen Tang on Oct 12, 2011; 7:23pm
URL: http://quantlib.414.s1.nabble.com/erf-and-inverse-erf-tp11661p11663.html


Using another library will add complexity into the project which is then harder to maintain.

Since boost::math already provides these functions the existing functions should just be replaced.


Am 12.10.2011 13:49, schrieb Keith A. Lewis:

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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