Is there an easily available implementation of erf() for Python?

Solution 1:

Since v.2.7. the standard math module contains erf function. This should be the easiest way.

http://docs.python.org/2/library/math.html#math.erf

Solution 2:

I recommend SciPy for numerical functions in Python, but if you want something with no dependencies, here is a function with an error error is less than 1.5 * 10^-7 for all inputs.

def erf(x):
    # save the sign of x
    sign = 1 if x >= 0 else -1
    x = abs(x)

    # constants
    a1 =  0.254829592
    a2 = -0.284496736
    a3 =  1.421413741
    a4 = -1.453152027
    a5 =  1.061405429
    p  =  0.3275911

    # A&S formula 7.1.26
    t = 1.0/(1.0 + p*x)
    y = 1.0 - (((((a5*t + a4)*t) + a3)*t + a2)*t + a1)*t*math.exp(-x*x)
    return sign*y # erf(-x) = -erf(x)

The algorithm comes from Handbook of Mathematical Functions, formula 7.1.26.