NormalHighAccuracyFunction Method

High-accuracy Normal cumulative distribution function.

Namespace: Accord.Math
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

public static double HighAccuracyFunction(
	double x
)

Public Shared Function HighAccuracyFunction ( 
	x As Double
) As Double

Type: Double

Remarks

The following formula provide probabilities with an absolute error less than 8e-16.

References: - George Marsaglia, Evaluating the Normal Distribution, 2004. Available in: http://www.jstatsoft.org/v11/a05/paper

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