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Diffstat (limited to 'gsl-1.9/doc/specfunc-erf.texi')
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diff --git a/gsl-1.9/doc/specfunc-erf.texi b/gsl-1.9/doc/specfunc-erf.texi new file mode 100644 index 0000000..6b28cde --- /dev/null +++ b/gsl-1.9/doc/specfunc-erf.texi @@ -0,0 +1,99 @@ +@cindex error function +@cindex erf(x) +@cindex erfc(x) + +The error function is described in Abramowitz & Stegun, Chapter 7. The +functions in this section are declared in the header file +@file{gsl_sf_erf.h}. + +@menu +* Error Function:: +* Complementary Error Function:: +* Log Complementary Error Function:: +* Probability functions:: +@end menu + +@node Error Function +@subsection Error Function + +@deftypefun double gsl_sf_erf (double @var{x}) +@deftypefunx int gsl_sf_erf_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the error function @c{$\erf(x)$} +@math{erf(x)}, where +@c{$\erf(x) = (2/\sqrt{\pi}) \int_0^x dt \exp(-t^2)$} +@math{erf(x) = (2/\sqrt(\pi)) \int_0^x dt \exp(-t^2)}. +@comment Exceptional Return Values: none +@end deftypefun + +@node Complementary Error Function +@subsection Complementary Error Function + +@deftypefun double gsl_sf_erfc (double @var{x}) +@deftypefunx int gsl_sf_erfc_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the complementary error function +@c{$\erfc(x) = 1 - \erf(x) = (2/\sqrt{\pi}) \int_x^\infty \exp(-t^2)$} +@math{erfc(x) = 1 - erf(x) = (2/\sqrt(\pi)) \int_x^\infty \exp(-t^2)}. +@comment Exceptional Return Values: none +@end deftypefun + + +@node Log Complementary Error Function +@subsection Log Complementary Error Function + +@deftypefun double gsl_sf_log_erfc (double @var{x}) +@deftypefunx int gsl_sf_log_erfc_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the logarithm of the complementary error function +@math{\log(\erfc(x))}. +@comment Exceptional Return Values: none +@end deftypefun + + +@node Probability functions +@subsection Probability functions + +The probability functions for the Normal or Gaussian distribution are +described in Abramowitz & Stegun, Section 26.2. + +@deftypefun double gsl_sf_erf_Z (double @var{x}) +@deftypefunx int gsl_sf_erf_Z_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the Gaussian probability density function +@c{$Z(x) = (1/\sqrt{2\pi}) \exp(-x^2/2)$} +@math{Z(x) = (1/\sqrt@{2\pi@}) \exp(-x^2/2)}. +@end deftypefun + +@deftypefun double gsl_sf_erf_Q (double @var{x}) +@deftypefunx int gsl_sf_erf_Q_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the upper tail of the Gaussian probability +function +@c{$Q(x) = (1/\sqrt{2\pi}) \int_x^\infty dt \exp(-t^2/2)$} +@math{Q(x) = (1/\sqrt@{2\pi@}) \int_x^\infty dt \exp(-t^2/2)}. +@comment Exceptional Return Values: none +@end deftypefun + +@cindex hazard function, normal distribution +@cindex Mill's ratio, inverse +The @dfn{hazard function} for the normal distribution, +also known as the inverse Mill's ratio, is defined as, +@tex +\beforedisplay +$$ +h(x) = {Z(x)\over Q(x)} = \sqrt{2 \over \pi} {\exp(-x^2 / 2) \over \erfc(x/\sqrt 2)} +$$ +\afterdisplay +@end tex +@ifinfo + +@example +h(x) = Z(x)/Q(x) = \sqrt@{2/\pi@} \exp(-x^2 / 2) / \erfc(x/\sqrt 2) +@end example + +@end ifinfo +@noindent +It decreases rapidly as @math{x} approaches @math{-\infty} and asymptotes +to @math{h(x) \sim x} as @math{x} approaches @math{+\infty}. + +@deftypefun double gsl_sf_hazard (double @var{x}) +@deftypefunx int gsl_sf_hazard_e (double @var{x}, gsl_sf_result * @var{result}) +These routines compute the hazard function for the normal distribution. +@comment Exceptional Return Values: GSL_EUNDRFLW +@end deftypefun |