erf() and erfi()

gistfile1.scala

  private val a = 0.147 // constant for calculating erf/erfi
  /**
   * An approximation to the error function
   */
  def erf(x: Double) = {
    val x2 = x*x
    val inner = exp(-1*x2*(4/pi + a*x2) /
                    (1.0 + a*x2))
    signum(x)*sqrt(1.0 - inner)
  }

  def erfi(x: Double) = {
    val x2 = x*x
    val i1 = 2.0/(pi*a) + log(1-x2)/2.0
    val i2 = log(1-x2)/a
    signum(x) * sqrt( sqrt(i1*i1 - i2) - i1 )
  }