GAMS Classification Index
NAG C Library Manual

C8a: Error functions, their inverses, integrals, including the normal distribution function

s15abc   nag_cumul_normal
Cumulative Normal distribution function P(x)
s15acc   nag_cumul_normal_complem
Complement of cumulative Normal distribution function Q(x)
s15adc   nag_erfc
Complement of error function erfc(x)
s15aec   nag_erf
Error function erf(x)
s15ddc   nag_complex_erfc
Scaled complex complement of error function, exp(-z2) erfc(-iz)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2002