com.metsci.glimpse.util.math.fast
Class FastErfInverse

java.lang.Object
  extended by com.metsci.glimpse.util.math.fast.FastErfInverse

public class FastErfInverse
extends java.lang.Object

Approximates the inverse of 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).

Author:
ellis

Method Summary
 double evaluate(double x)
           
static FastErfInverse getInstance()
           
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Method Detail

getInstance

public static final FastErfInverse getInstance()

evaluate

public double evaluate(double x)


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