Package org.apache.commons.numbers.gamma

Class 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 Detail

      • InverseErf

        public InverseErf()

    • Method Detail

      • value

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