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NormalHighAccuracyComplemented Method
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High-accuracy Complementary normal distribution function.
Namespace:
Accord.Math
Assembly:
Accord.Math (in Accord.Math.dll) Version: 3.8.0
Syntax public static double HighAccuracyComplemented(
double x
)
Public Shared Function HighAccuracyComplemented (
x As Double
) As Double
Request Example
View SourceParameters
- x
- Type: SystemDouble
Return Value
Type:
Double
The area under the Gaussian p.d.f. integrated
from the given value to positive infinity.
Remarks
This function uses 9 tabled values to provide tail values of the
normal distribution, also known as complementary Phi, with an
absolute error of 1e-14 ~ 1e-16.
References:
- George Marsaglia, Evaluating the Normal Distribution, 2004.
Available in: http://www.jstatsoft.org/v11/a05/paper
See Also