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erf(x,y) #222

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cossio opened this issue May 13, 2020 · 0 comments · Fixed by #223
Closed

erf(x,y) #222

cossio opened this issue May 13, 2020 · 0 comments · Fixed by #223

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@cossio
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cossio commented May 13, 2020

Would people agree on adding a two-argument erf(x, y) = erf(y) - erf(x)? It could be implemented like this:

function erf(x, y)
	if x  0  y || y  0  x
		erf(y) - erf(x)
	elseif 0  x && 0  y
		erfc(x) - erfc(y)
	elseif x  0 && y  0
		erf(-y, -x)
	end
end

avoiding catastrophic cancellation. I use this frequently so I could do a PR.

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