math: add inverse error function

[btracey]

I'd like to request the addition of the inverse error function (erfinv) and the
complement, erfcinv to the math package to go along with erf and erfc. The inverse error
function comes up most commonly in statistics (quantile of the normal distribution being
the prime example), though it makes frequent appearances elsewhere. It is not a function
in cmath, but it is a function in the cuda math library (not to mention matlab, scipy
and mathematica).

[rsc]

Comment 1:

It's not clear whether we want to expand the set of functions. We've resisted before,
keeping it to just what the standard C library has.
We should decide one way or the other for Go 1.3.

Labels changed: added priority-later, go1.3maybe, removed priority-triage.

Status changed to Thinking.

[btracey]

Comment 2:

Have you had a lot of requests? In the issue tracker I only see one request (for Round). 
I don't think it has to be a binary (some additional functions can be added without
adding all possible functions). Erfinv and Erfcinv are a good fit for the math package
because they
 a) compliment functions aleady in the math package (right now you can use the math package to compute the cumulative distribution of a Gaussian at x but not inverse problem of finding the x which gives that cdf) and 
and
b) are not a one or two line function to implement (erf and erfc combine for about 200
lines of code)

[rsc]

Comment 3:

Labels changed: added release-none, removed go1.3maybe.

[rsc]

Comment 4:

Labels changed: added repo-main.

[markthelaw]

Hi I need inverse error function for my monte carlo project. It would be great if I don't have to code it myself.

[markthelaw]

I wrote a inverse error function here: https://github.com/markthelaw/GoStatHelper/blob/master/StatUtil/StatUtil.go
Based off Apache commons-math