static GnmValue *
gnumeric_erf (GnmFuncEvalInfo *ei, GnmValue const * const *argv)
{
gnm_float lower = value_get_as_float (argv[0]);
gnm_float ans;
if (argv[1]) {
gnm_float upper = value_get_as_float (argv[1]);
ans = 2 * pnorm2 (lower * M_SQRT2gnum, upper * M_SQRT2gnum);
} else
ans = gnm_erf (lower);
return value_new_float (ans);
}
gnm_float
psnorm (gnm_float x, gnm_float shape, gnm_float location, gnm_float scale, gboolean lower_tail, gboolean log_p)
{
gnm_float result, h;
if (gnm_isnan (x) || gnm_isnan (shape) ||
gnm_isnan (location) || gnm_isnan (scale))
return gnm_nan;
if (shape == 0.)
return pnorm (x, location, scale, lower_tail, log_p);
/* Normalize */
h = (x - location) / scale;
/* Flip to a lower-tail problem. */
if (!lower_tail) {
h = -h;
shape = -shape;
lower_tail = !lower_tail;
}
if (gnm_abs (shape) < 10) {
gnm_float s = pnorm (h, 0, 1, lower_tail, FALSE);
gnm_float t = 2 * gnm_owent (h, shape);
result = s - t;
} else {
/*
* Make use of this result for Owen's T:
*
* T(h,a) = .5N(h) + .5N(ha) - N(h)N(ha) - T(ha,1/a)
*/
gnm_float s = pnorm (h * shape, 0, 1, TRUE, FALSE);
gnm_float u = gnm_erf (h / M_SQRT2gnum);
gnm_float t = 2 * gnm_owent (h * shape, 1 / shape);
result = s * u + t;
}
/*
* Negatives can occur due to rounding errors and hopefully for no
* other reason.
*/
result= CLAMP (result, 0.0, 1.0);
if (log_p)
return gnm_log (result);
else
return result;
}
