Package org.apache.commons.numbers.gamma

Class InverseErf

java.lang.Object
org.apache.commons.numbers.gamma.InverseErf
public class InverseErf
extends java.lang.Object
Inverse of the error function.

This implementation is described in the paper: Approximating the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published in GPU Computing Gems, volume 2, 2010. The source code is available here.

  • Constructor Summary

    Constructors 
    Constructor Description
    InverseErf()  

  • Method Summary

    Modifier and Type Method Description
    static double value​(double x)
    Returns the inverse error function.

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

  • Method Details

    • value

      public static double value​(double x)
      Returns the inverse error function.
      Parameters:
      x - Value.
      Returns:
      t such that x = Erf.value(t).