Class FastErfInverse
- java.lang.Object
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- com.metsci.glimpse.util.math.fast.FastErfInverse
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public class FastErfInverse extends Object
Approximates the inverse oferf(x), valid on the interval [-0.9999779095,0.9999779095], with a maximum error of about6e-5.Being a piecewise linear interpolation of a convex function, the function's magnitude is everywhere an upper bound on the true value, which is fine for the usual application of this function (multipliers for confidence intervals, making the estimate slightly more conservative).
- Author:
- ellis
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description doubleevaluate(double x)static FastErfInversegetInstance()
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Method Detail
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getInstance
public static final FastErfInverse getInstance()
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evaluate
public double evaluate(double x)
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