The complementary error function is defined by
| erfc(x)= |
| ∫ |
| e−t2dt=1−erf(x) |
Hence erfc(0)=1, since
| ∫ |
| e−t2dt= |
|
The erfc command computes the complementary error function.
Examples.
| 1−erf | ⎛ ⎝ | 1 | ⎞ ⎠ |
| 0.841344746069 |
Remark.
The relation between erfc and normal_cdf (see
Section 9.4.7) is:
| normal_cdf(x) =1− |
| erfc ( |
| ) |
Check:
Input:
Output:
| 0.841344746069 |