Statistical functions

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Statistical functions

Erf(x)

Returns error function (also called the Gauss error function, inverse of the Normal PDF), e.g., Erf(1.0)=0.842701

NormalCDF(x, mu, sigma)

Returns the value of the Normal cumulative density function, e.g., NormalCDF(1.0,0,1)=0.841345

NormalCDF(x, mu, sigma)

Returns the value of the Normal probability density function, e.g., NormalPDF(1.0,0,1)=0.241971