msci Code

#include <math.h>
#include <stdio.h>
#include <gsl/gsl_sf_erf.h>

#include "gsl/gsl_fit.h"

#include "erfinv.h"

int main() {
  int n=40;

  double x[n];
  double x1;
  double y[n];

  //double xmin=0.001;
  double xmin=0.;
  double xmax=25;

  for (int i=0; i<n; i++) {
    //x[i]=xmin*pow(xmax/xmin, 1.*i/(n-1.));
    x[i]=xmin+(xmax-xmin)*i/(n-1);
    y[i]=gsl_sf_erfc(x[i]);
    x1=erfcinv(y[i]);
    printf("%14.10g %14.10g %14.10g %10.3g\n", x[i], y[i], x1, x[i]-x1);
  }


  printf("#define ERFCINV_NTABLE %d\n", n);

  printf("double erfcinv_ytable[ERFCINV_NTABLE]={");
  for (int i=0; i<n; i++) printf(", %30.25g", x[i]);
  printf("};\n");

  printf("double erfcinv_xtable[ERFCINV_NTABLE]={");
  for (int i=0; i<n; i++) printf(", %30.25g", y[i]);
  printf("};\n");

  return 0;

}