# | Line 15 | Line 15 | NORMF : 1/sqrt(2*PI) ; | |
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15 | ||
16 | Z(u) : NORMF * exp(-u*u/2) ; | |
17 | ||
18 | + | { ### Old approximation: |
19 | + | |
20 | Q2(t) : t*(.31938153+t*(-.356563782+t*(1.781477937+ | |
21 | t*(-1.821255978+t*1.330274429)))) ; | |
22 | ||
23 | Q1(u) : Z(u) * Q2(1/(1+.2316419*u)) ; | |
24 | ||
25 | Q(u) : if( u, Q1(u), 1-Q1(-u) ) ; | |
26 | + | |
27 | + | ### erf() gives us exact value: } |
28 | + | |
29 | + | Q(u) : .5 - .5*erf(u/sqrt(2)) ; |
30 | ||
31 | u2(t) : t - (2.515517+t*(.802853+t*.010328))/ | |
32 | (1+t*(1.432788+t*(.189269+t*.001308))) ; |
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