This Excel ERF clone works for with SQL Server 2000 and later. I have found that 10 iterations will give enough acccuracy (maximum float accuracy) in most cases, so you can call the function with

SELECT  dbo.fnErf(0.35, DEFAULT)

However, if you feel the need to more accuracy, replace second parameter with a value of your choice.
Here http://weblogs.sqlteam.com/peterl/archive/2009/03/11/Excel-ERF-clone-for-two-variables.aspx is also a solution for two variables.

CREATE FUNCTION dbo.fnErf
(
        @z FLOAT,
        @MaxIterations TINYINT = 10
)
RETURNS FLOAT
AS
BEGIN
        IF @z IS NULL
                RETURN      NULL

        DECLARE @n TINYINT,
                @s FLOAT,
                @p FLOAT,
                @a FLOAT

        SELECT  @n = 1,
                @p = 1,
                @a = @z,
                @MaxIterations = COALESCE(ABS(@MaxIterations), 10)

        WHILE @p <> 0.0E AND @n <= @MaxIterations
                SELECT  @s = @z /(2.0E * @n + 1.0E),
                        @p = - @p * @z * @z / @n,
                        @a = @a + @s * @p,
                        @n = @n + 1

        RETURN  @a * 2.0E / SQRT(PI())
END