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NormalHighAccuracyComplemented Method

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
)
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Parameters

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