[Octave-bug-tracker] [bug #38170] nan package: normcdf override inaccurate compared to core function

[Mike Miller]

Update of bug #38170 (project octave):

                  Status:                    None => Patch Submitted        
                 Release:                   3.6.2 => other                  
        Operating System:               GNU/Linux => Any                    
                 Summary: normcdf() becomes inaccurate when package nan is
loaded => nan package: normcdf override inaccurate compared to core function

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Follow-up Comment #1:

The following change to the nan package normcdf.m makes it comparable to the
function in Octave:


--- normcdf.m
+++ normcdf.m
@@ -40,7 +40,7 @@
 % allocate output memory and check size of arguments
 z = (x-m)./s;    % if this line causes an error, input arguments do not fit. 
 
-p = (1 + erf(z/sqrt(2)))/2;
+p = erfc(z/-sqrt(2))/2;
 
 z = (s==0);
 p((x<m) & z) = 0;


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