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N ! ∫ x ∞ t − 2 N e − t 2 d t , {\displaystyle R_ − 7(x):={\frac {(-1)^ − 6}{\sqrt {\pi }}}2^ − 5{\frac {(2N)!} − 4}\int _ Weisstein ^ Bergsma, Wicher. "On a new correlation coefficient, its orthogonal decomposition and associated tests of independence" (PDF). ^ Cuyt, Annie A. Positive integer values of Im(f) are shown with thick blue lines. J. (March 1993), "Algorithm 715: SPECFUN—A portable FORTRAN package of special function routines and test drivers" (PDF), ACM Trans. Check This Out

I did put in the INCLUDE statement they recommended. so those statitistical functions, if they are in the MKL libary, are unusable. Any statistical application would have to have it........... It uses the existing ERF in the Fortran library and a set of linear approximations to iterate on the answer. TEST_SLEEP tests SLEEP. TEST_DLGAMA checks DLGAMA against GAMMA_LOG_VALUES.

Hope this helps, Mat Back to top alfvenwaveJoined: 08 Apr 2010Posts: 79 Posted: Thu Apr 28, 2011 1:35 am Post subject: D'OH! I see that C++ has added erfinv, but Fortran doesn't tend to follow C++. The second thing that's wrong is the double precision intrinsic DERF function, which is clearly producing junk.

Bit annoying that intel declares DERF for you as a non standard feature. Softw., 19 (1): 22–32, doi:10.1145/151271.151273 ^ Zaghloul, M. For complex

TEST_TIME tests TIME. Complementary Error Function See also[edit] Related functions[edit] Gaussian integral, **over the whole real** line Gaussian function, derivative Dawson function, renormalized imaginary error function Goodwin–Staton integral In probability[edit] Normal distribution Normal cumulative distribution function, a Press, William H.; Teukolsky, Saul A.; Vetterling, William T.; Flannery, Brian P. (2007), "Section 6.2. But you may not get the full REAL*8 accuracy.

BESSEL_J1_VALUES returns some values of the J1 Bessel function. Stegun, Dover Publications, Inc., New York, 1965. ! ! Standard Fortran 2008 and later Class Elemental function Syntax result = erf(x) Arguments x - The type shall be real. We were suppose to be done with F2003 by now but unfortunately got behind.

The error and complementary error functions occur, for example, in solutions of the heat equation when boundary conditions are given by the Heaviside step function. Some authors discuss the more general functions:[citation needed] E n ( x ) = n ! π ∫ 0 x e − t n d t = n ! π ∑ Fortran Derf Every other math library on other processors has this function. Erfc Rob.

J.; Lozier, Daniel M.; Boisvert, Ronald F.; Clark, Charles W., NIST Handbook of Mathematical Functions, Cambridge University Press, ISBN978-0521192255, MR2723248 External links[edit] MathWorld – Erf Authority control NDL: 00562553 Retrieved from his comment is here Example: program test_erf real(8) :: x = 0.17_8 x = erf(x) end program test_erf Specific names: Name Argument Return type Option DERF(X) REAL(8) X REAL(8) gnu Fortran Wiki erf Skip TEST_SRAND tests SRAND. Related functions[edit] The error function is essentially identical to the standard normal cumulative distribution function, denoted Φ, also named norm(x) by software languages, as they differ only by scaling and translation.

BESSEL_Y1_VALUES returns some values of the Y1 Bessel function. Return value:The return value is a scalar of type REAL(*) and it is positive ( - 1 \leq erf (x) \leq 1 . Generalized error functions[edit] Graph of generalised error functions En(x): grey curve: E1(x) = (1−e−x)/ π {\displaystyle \scriptstyle {\sqrt {\pi }}} red curve: E2(x) = erf(x) green curve: E3(x) blue curve: E4(x) this contact form Calculation in double precision, result returned !

Edited by Milton Abramowitz and ! You could **pass a single-element** array if you wanted. Firstly, my function version of ERF is not returning its value correctly (the print statement inside the function prints the right value but the returned value is wrong).

Its a statistical function based upon the Gaussian Normal distribution. Strangely enough, it does exist for VECTOR ELEMENTS, but I don't see why they would not include it for regular TEST_ERF checks ERF against ERF_VALUES. Back to top mkcolgJoined: 30 Jun 2004Posts: 6764Location: The Portland Group Inc. New Exponential Bounds and Approximations for the Computation of Error Probability in Fading Channels.

Real error function ERF(x). ! ! *** Details: ! ! The defining integral cannot be evaluated in closed form in terms of elementary functions, but by expanding the integrand e−z2 into its Maclaurin series and integrating term by term, one obtains J. navigate here These functions are not listed in the FORTRAN standard; they are in some cases commonly available in C or C++ compilers.

Top billsincl Tue, 04/15/2014 - 15:20 That thing that mecej4 sent me doesn't work either. pbkenned1 Tue, 04/15/2014 - 13:35 The IMSL package add-on has ERFI, but I don't think it is a part of standard Intel Fortran. Can you expand on 'it does exist for Schöpf and P.