Investment Studio > Expressions > Functions > Statistical > ERF

float erf(float argument)

Returns the error function encountered when integrating the normal distirbution (see normdist).

Mathematically,

    x  
erf(x) =  2 ó e-t2 dt
¾¾ ô
p1/2 õ
    0  

Example

=erf(0)

= 0

=erf(1)

» 0.8427

=erf(-1)

» -0.8427 (erf is an odd function)

=erf(107)

returns an error (#VALUE!) since numerical integration overflows for x > 106 or so (the actual erf(x) ® 1 as x ® ¥).

See also normdist, normsdist.