NAME

kjb_erf - Computes error function erf(x)

SYNOPSIS

#include "wrap_gsl/wrap_gsl_sf.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


int kjb_erf
(
	double *P_ptr,
	double x
);

PARAMETERS

double *P_ptr: Pointer to where the result should be stored
double x: Value at which to evaluate erf

DESCRIPTION

This routine is a thin wrapper to GSL code that computes, if possible, the so-called "error function," a well-known special function. It is defined to be equal to following definite integral: |

               2      / x
 erf(x) := ---------  |     exp( -t**2 ) dt
            sqrt(pi)  / 0

This has a close relationship to the CDF of the standard Normal distribution Phi(x). Check me on this, but I believe the equation is | Phi(x) = 0.5 (1 + erf(x / sqrt(2))).

RETURNS

If successful, the value is written to *P_ptr and this function returns NO_ERROR. If the routine fails -- caused by the library being unavailable during linking -- an error message is set and the return value is ERROR.

DISCLAIMER

This software is not adequatedly tested. It is recomended that results are checked independantly where appropriate.

AUTHOR

Andrew Predoehl

DOCUMENTER

Kobus Barnard