I'm curious if it will be possible to call a Python or R function into Tableau Prep Builder 2019.x so that the function can then be applied to various fields in the dataset? I've been attempting to recreate the Normal Cumulative Distribution Function utilized in the Black Scholes Option Pricing model. While I was successful at recreating probabilities out to 10-6 for d(1) and/or d(2) < 3, I can't seem to get the accuracy I need for those rare scenarios when d(1) and/or d(2) are larger (>= 3). I have attempted to recreate several versions of the asymptotic erf functions but 10-7 is the minimum accuracy I can accept. To the best if my understanding, Tableau does not currently support the"Norm.S.Dist" function (or similar). My hope was that I could call the script, reference the relevant value in my existing dataset, and then publish the flow? Any and all help here is GREATLY appreciated! Thank You.
I forgot to mention that I have gone through the Tableau community workbooks that contain approximations for the CDF Normal Dist/erf functions. However, those approximations seem to encounter significant errors for my specific needs at any (d*)>2.