DataLab is a compact statistics package aiming at exploratory data analysis. Please visit the DataLab Web site for more information....


Declaration: ErfApprox (x: double): double;

Calculating the error function by using the incomplete gamma function requires considerable time. If performance is an issue you may consider to use a Chebyshev approximation which is accurate to approx. 10-7. The function ErfApprox returns the approximated error function.

Hint: The complementary error function (often denoted as erfc) can be easily calculated from Erf: erfc(x) = 1-Erf(x).