org.apache.commons.numbers.gamma

Class InverseErf

java.lang.Object

org.apache.commons.numbers.gamma.InverseErf

public final class InverseErf
extends 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.

Method Summary

Modifier and Type	Method and 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

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).