Distributions: Normal.CDF to use same Erfc implementation as the instance method, avoiding a problematic subtraction (accuracy) #348

src/Numerics/Distributions/Normal.cs

@@ -4,7 +4,7 @@
 // http://github.com/mathnet/mathnet-numerics
 // http://mathnetnumerics.codeplex.com
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2015 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -496,7 +496,7 @@ namespace MathNet.Numerics.Distributions
                 throw new ArgumentException(Resources.InvalidDistributionParameters);
             }
 
-            return 0.5*(1.0 + SpecialFunctions.Erf((x - mean)/(stddev*Constants.Sqrt2)));
+            return 0.5*SpecialFunctions.Erfc((mean - x)/(stddev*Constants.Sqrt2));
         }
 
         /// <summary>