Skip to main content
Module

x/simplestatistics/src/error_function.js

simple statistics for node & browser javascript
Go to Latest
File
/** * **[Gaussian error function](http://en.wikipedia.org/wiki/Error_function)** * * The `errorFunction(x/(sd * Math.sqrt(2)))` is the probability that a value in a * normal distribution with standard deviation sd is within x of the mean. * * This function returns a numerical approximation to the exact value. * It uses Horner's method to evaluate the polynomial of τ (tau). * * @param {number} x input * @return {number} error estimation * @example * errorFunction(1).toFixed(2); // => '0.84' */function errorFunction(x) { const t = 1 / (1 + 0.5 * Math.abs(x)); const tau = t * Math.exp( -x * x + ((((((((0.17087277 * t - 0.82215223) * t + 1.48851587) * t - 1.13520398) * t + 0.27886807) * t - 0.18628806) * t + 0.09678418) * t + 0.37409196) * t + 1.00002368) * t - 1.26551223 ); if (x >= 0) { return 1 - tau; } else { return tau - 1; }}
export default errorFunction;