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TheGreekLab
Copyright (c) 2026 Olivier Chorchos
The original Java source code, tests and documentation are licensed under the
MIT License.
The ERF implementation uses the rational approximation, interval structure
and published coefficients of W. J. Cody's CALERF algorithm:
W. J. Cody, "Rational Chebyshev Approximations for the Error Function,"
Mathematics of Computation 23 (1969), 631-637.
https://doi.org/10.1090/S0025-5718-1969-0247736-4
https://netlib.org/specfun/erf
The Java implementation is maintained by TheGreekLab. The Netlib Fortran
CALERF routine itself is not distributed with this project.
Native pbivnorm component
-------------------------
The file src/main/fortran/pbivnorm.f is derived from the CRAN pbivnorm package
version 0.6.0:
https://CRAN.R-project.org/package=pbivnorm
https://github.com/brentonk/pbivnorm
The numerical Fortran code is attributed to Alan Genz. The vectorized
PBIVNORM subroutine was added by Brenton Kenkel in 2011 and was based on a
similar interface by Adelchi Azzalini in the mnormt package. Additional authors
are identified in the comments retained in the source file.
The CRAN pbivnorm package is licensed under GPL version 2 or any later version
(SPDX: GPL-2.0-or-later). Native binaries bundled with or built by this project
are compiled from that source and carry the same license.
Distributions combining the Java component and pbivnorm are provided under
GPL-3.0-or-later. Complete license texts are available in LICENSES/ and, in
built JAR files, META-INF/LICENSES/.