erf(x,y)

JuliaMath · May 13, 2020 · d8f3dd2 · d8f3dd2
1 parent 91026f3
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diff --git a/src/erf.jl b/src/erf.jl
@@ -64,6 +64,21 @@ See also: [`erfc(x)`](@ref SpecialFunctions.erfc), [`erfcx(x)`](@ref SpecialFunc
 """
 erf
 
+@doc raw"""
+    erf(x, y)
+
+Compute the difference `erf(y) - erf(x)`, in an numerically sound way (only for real arguments).
+"""
+function erf(x::Real, y::Real)
+	if 0 ≤ x && 0 ≤ y
+		erfc(x) - erfc(y)
+    elseif x ≤ 0 && y ≤ 0
+        erfc(-y) - erfc(-x)
+    else
+        erf(y) - erf(x)
+	end
+end
+
 @doc raw"""
     erfc(x)
 

diff --git a/test/erf.jl b/test/erf.jl
@@ -131,4 +131,11 @@
         @test erfinv(one(Int))  == erfinv(1.0)
         @test erfcinv(one(Int)) == erfcinv(1.0)
     end
+
+    @testset "two args version" begin
+        @test erf(10, 11) ≈ 2.08848758232167861905709161e-45
+        @test erf(11, 10) ≈ -2.08848758232167861905709161e-45
+        @test erf(-11, -10) ≈ 2.08848758232167861905709161e-45
+        @test erf(-1, 1) ≈ 1.68540158589942973868244127017
+    end
 end