/*****************************************************************************
*                                                                            *
*   ERFINV.SPL  Copyright (C) 2001 DSP Development Corporation               *
*                               All Rights Reserved                          *
*                                                                            *
*   Author:      Randy Race                                                  *
*                                                                            *
*   Synopsis:    Returns inverse error function                              *
*                                                                            *
*   Revisions:    6 Dec 2001  RRR  Creation                                  *
*                                                                            *
*****************************************************************************/

#if @HELP_ERFINV

    ERFINV

    Purpose: Returns the inverse error function

    Syntax:  ERFINV(y)

                 y - real or series


    Returns: A real or series, the inverse error function x where
             y = erf(x) for -1 <= y <= 1 and -inf <= x <= inf.


    Example:
             erfinv(.2)

             returns 0.17914345, the inverse error function of 0.2.

             erf(erfinv(.2))

             returns 0.2, indicating that ERF and ERFINV are inverse
             functions.

    Remarks:
             ERFINV uses the built-in INVPROBN function to find the Z value
             for a given a probability value of a normal distribution.

             erf(erfinv(x)) == x

             erfinv(x) == invprobn((x+1)/2) / sqrt(2)

    See Also:
             Erf
             Erfc
             Erfcinv
             Invprobn
             Probn
#endif



/* inverse error function */
erfinv(x)
{
        /* use inverse normal CDF */
        return(invprobn((x + 1) / 2) / sqrt(2));
}