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std::erfc

Defined in header <cmath> 
float       erfc( float arg );
 (1) (since C++11) 
double      erfc( double arg );
 (2) (since C++11) 
long double erfc( long double arg );
 (3) (since C++11) 
double      erfc( Integral arg );
 (4) (since C++11)
1-3) Computes the complementary error function of arg, that is 1.0-erf(arg), but without loss of precision for large arg
4) A set of overloads or a function template accepting an argument of any integral type. Equivalent to 2) (the argument is cast to double).

Parameters

arg - value of a floating-point or Integral type

Return value

If no errors occur, value of the complementary error function of arg, that is
2
√π
∫∞
arge-t2
dt or 1-erf(arg), is returned.

If a range error occurs due to underflow, the correct result (after rounding) is returned.

Error handling

Errors are reported as specified in math_errhandling.

If the implementation supports IEEE floating-point arithmetic (IEC 60559),

  • If the argument is +∞, +0 is returned
  • If the argument is -∞, 2 is returned
  • If the argument is NaN, NaN is returned

Notes

For the IEEE-compatible type double, underflow is guaranteed if arg > 26.55.

Example

#include <iostream>
#include <cmath>
#include <iomanip>
double normalCDF(double x) // Phi(-∞, x) aka N(x)
{
    return std::erfc(-x/std::sqrt(2))/2;
}
int main()
{
    std::cout << "normal cumulative distribution function:\n"
              << std::fixed << std::setprecision(2);
    for(double n=0; n<1; n+=0.1)
        std::cout << "normalCDF(" << n << ") " << 100*normalCDF(n) << "%\n";
 
    std::cout << "special values:\n"
              << "erfc(-Inf) = " << std::erfc(-INFINITY) << '\n'
              << "erfc(Inf) = " << std::erfc(INFINITY) << '\n';
}

Output:

normal cumulative distribution function:
normalCDF(0.00) 50.00%
normalCDF(0.10) 53.98%
normalCDF(0.20) 57.93%
normalCDF(0.30) 61.79%
normalCDF(0.40) 65.54%
normalCDF(0.50) 69.15%
normalCDF(0.60) 72.57%
normalCDF(0.70) 75.80%
normalCDF(0.80) 78.81%
normalCDF(0.90) 81.59%
normalCDF(1.00) 84.13%
special values:
erfc(-Inf) = 2.00
erfc(Inf) = 0.00

See also

(C++11)
 error function
(function)
C documentation for erfc

Weisstein, Eric W. "Erfc." From MathWorld--A Wolfram Web Resource.

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