public class FastErfInverse extends Object
erf(x)
, valid on the interval
[-0.9999779095,0.9999779095], with a maximum error of about 6e-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).
public static final FastErfInverse getInstance()
public double evaluate(double x)
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