com.metsci.glimpse.util.math.fast
Class FastErfInverse
java.lang.Object
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
Methods inherited from class java.lang.Object |
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
getInstance
public static final FastErfInverse getInstance()
evaluate
public double evaluate(double x)
Copyright © 2012 Metron, Inc.. All Rights Reserved.