Cumul_normal_complem

Definition:

\(Q = cumul\_normal\_complem(x)\) evaluates an approximate value for the complement of the cumulative normal distribution function

\[Q(x)=\frac 1{\sqrt{2\pi }}\int_x^\infty e^{\frac{-u^2}2}du\]

The function is based on the fact that

\[Q(x)=\frac 12 erfc(\frac{x}{\sqrt{2}})\]

For more information please review the s15acc function in the NAG document.

Parameters:

x (input, double)

The argument x of the function.

Q (output, double)

Approximate value of the complement of the cumulative normal distribution function.