package ocephes

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package ocephes

ocephes
- Ocephes

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Module
Module type
Parameter
Class
Class type

val erf : float -> float

erf x the error function (2/sqrt(pi) *. \int_ 0^[x] exp (-t^2) dt.

val erfc : float -> float

erfc x the complement of the error function 1.0 - erf x.

val gamma : float -> float

gamma x computes the gamma function for x, this is the extension of the factorial function to real numbers.

val lgam : float -> float

lgam x computes the logarithm of the gamma function.

val igam : float -> float -> float

igam a x computes the regularized (divided by gamma a) lower incomplete (integrate from 0 to x) gamma function.

val igamc : float -> float -> float

igamc a x computes the regularized (divided by gamma a) uppwer incomplete (integrate x to infinity) gamma function.

val ndtri : float -> float

ndtri p computes the value x such that the integral of the normal probability density function from neg_infinity to x is p.

val stdtri : int -> float -> float

stdtri k p computes the value x such that the integral (from neg_infinity to x) of the Student's T probability density function, with k degrees of freedom is p.