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/*****************************************************************************
* *
* ERFCINV.SPL Copyright (C) 2001 DSP Development Corporation *
* All Rights Reserved *
* *
* Author: Randy Race *
* *
* Synopsis: Returns inverse incomplete error function *
* *
* Revisions: 6 Dec 2001 RRR Creation *
* *
*****************************************************************************/
#if @HELP_ERFCINV
ERFCINV
Purpose: Returns the inverse incomplete error function
Syntax: ERFCINV(y)
y - real or series
Returns: A real or series, the inverse incomplete error function
x where y = erfc(x) for 0 <= y <= 2 and -inf <= x <= inf.
Example:
erfcinv(.2)
returns 0.90619381, the inverse incomplete error function of 0.2.
erfc(erfcinv(.2))
returns 0.2, indicating that ERFC and ERFCINV are inverse
functions.
Remarks:
ERFCINV uses the built-in INVPROBN function to find the Z value
for a given a probability value of a normal distribution.
erfc(erfcinv(x)) == x
erfcinv(x) == -invprobn(x/2) / sqrt(2)
See Also:
Erf
Erfc
Erfinv
Invprobn
Probn
#endif
/* inverse incomplete error function */
erfcinv(x)
{
/* use inverse normal CDF */
return(-invprobn(x / 2) / sqrt(2));
}