erfInv,erfCInv

Purpose

Computes the inverse of the Gaussian error function (erfInv()) and its complement (erfcInv()).

Format

x = erfInv(y)
x = erfCInv(y)
Parameters:y (scalar or NxK matrix) – Gaussian error function values. \(-1 < y < 1\).
Returns:x (scalar or NxK matrix) – The inverse of the Gaussian error function.

Examples

First find the Gaussian error function values for a vector of 10 sequential values starting at 0.1 and incrementing by 0.1:

/*
** Set x equal to 10 sequential values
** starting at .1 with an increment of
** 0.1
*/
x = seqa(.1, .1, 10);

// Find Gaussian error function
y = erf(x);

This results in:

    0.1000       0.1125
    0.2000       0.2227
    0.3000       0.3286
    0.4000       0.4284
x = 0.5000   y = 0.5205
    0.6000       0.6039
    0.7000       0.6778
    0.8000       0.7421
    0.9000       0.7969
    1.0000       0.8427

Now find the inverse Gaussian error function of y:

print erfInv(y);
0.1000
0.2000
0.3000
0.4000
0.5000
0.6000
0.7000
0.8000
0.9000
1.0000

Also finding the complement of the inverse Gaussian error function:

print erfCInv(y);
1.122
0.862
0.691
0.560
0.454
0.367
0.294
0.233
0.182
0.140

See also

Functions erf(), erfc(), cdfN(), cdfNC(), cdfNi()