naginterfaces.library.specfun.compcdf_​normal_​vector

naginterfaces.library.specfun.compcdf_normal_vector(x)[source]

compcdf_normal_vector returns an array of values of the complement of the cumulative Normal distribution function, .

For full information please refer to the NAG Library document for s15aq

https://www.nag.com/numeric/nl/nagdoc_28.5/flhtml/s/s15aqf.html

Parameters
xfloat, array-like, shape

The argument of the function, for .

Returns
ffloat, ndarray, shape

, the function values.

Raises
NagValueError
(errno )

On entry, .

Constraint: .

Notes

compcdf_normal_vector evaluates approximate values for the complement of the cumulative Normal distribution function

for an array of arguments , for .

The function is based on the fact that

and it calls erfc_real() to obtain the necessary value of , the complementary error function.

References

NIST Digital Library of Mathematical Functions