erfinv

inverse error function

Calling Sequence

y = erfinv(x)

Arguments

:x real vector or matrix : :y real vector or matrix (same size as x) :

Description

The erfinv function computes the inverse of the erf error function. Thus, erf(erfinv(x)) = x for all x such that -1 ≤ x ≤ 1 .

Examples

x = `linspace`_(-0.99, 0.99, 100);
y = erfinv(x);
`plot2d`_(x, y)

See Also

• cdfnor cumulative distribution function normal distribution
• erf The error function.
• erfc The complementary error function.
• erfcx scaled complementary error function.

References

Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972.