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.

x (input, double): The argument x of the function.
Q (output, double): Approximate value of the complement of the cumulative normal distribution function.