It probably uses the built in erf function that comes with the C math library. Those are usually computed using quite involved techniques (series or rational function approximations that depend upon which range x falls into).

________________________________________

From: Octave-maintainers [octave-maintainers-bounces+stephen=

[hidden email]] on behalf of José Luis García Pallero [

[hidden email]]

Sent: Monday, October 16, 2017 8:23 AM

To: Octave Maintainers; Octave Maintainers List

Subject: About normcdf() function integration method

Hello:

I'm teaching this semester some maths and I'll explain numerical

integration methods. In one exercise the students must write a script

in order to compute areas below the normal distribution curve and then

use the normcdf() function to check the results and the theoretical

error level for the Simpson and the trapezoidal methods.

My question is, which method for numerical integration uses Octave in

normcdf()? If uses the trapezoidal or Simpson method, what is the

level of discretization?

Thanks

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José Luis García Pallero

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Use Debian GNU/Linux and enjoy!

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