Function Error-Function-Complement

Part of:

package cl-mathstats
( error-function-complement < x > )
This function computes the complement of the error function, ``erfc(x),'' defined as 1-erf(x). See the documentation for `error-function' for a more complete definition and description. Essentially, this function on z/sqrt2 returns the two-tailed significance of z in a standard Gaussian distribution. This function implements the function that Numerical Recipes in C calls erfcc, see section 6.3; that is, it's the one using the Chebyshev approximation, since that is the one they call from their statistical functions. It is quick to compute and has fractional error everywhere less than 1.2x10^{-7}.