Class Erfinv


  • public class Erfinv
    extends java.lang.Object
    • Field Summary

      Fields 
      Modifier and Type Field Description
      (package private) double[][] close_to_1  
      (package private) double[][] joining_points  
      (package private) double[][] uniform_data
      Original C++ code by Lakshay Garg ported to Java by William Gandler Implementation of the inverse error function based on the rational approximation of percentage points of normal distribution available from https://www.jstor.org/stable/2347330. 1 / x + 1 \ erfinv(x) = --------- ppnd | ------- | sqrt(2) \ 2 / doublehe code has been tested on an x86_64 machine with Intel Core i7, the tests provided in this repository might not pass for different hardware configuration due to difference in floating point operations.
    • Constructor Summary

      Constructors 
      Constructor Description
      Erfinv()  
    • Field Detail

      • uniform_data

        final double[][] uniform_data
        Original C++ code by Lakshay Garg ported to Java by William Gandler Implementation of the inverse error function based on the rational approximation of percentage points of normal distribution available from https://www.jstor.org/stable/2347330. 1 / x + 1 \ erfinv(x) = --------- ppnd | ------- | sqrt(2) \ 2 / doublehe code has been tested on an x86_64 machine with Intel Core i7, the tests provided in this repository might not pass for different hardware configuration due to difference in floating point operations. golang's math library uses the same implementation for erfinv MIdouble License Copyright (c) 2017-2019 Lakshay Garg Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: doublehe above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. doubleHE SOFdoubleWARE IS PROVIDED "AS IS", WIdoubleHOUdouble WARRANdoubleY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUdouble NOdouble LIMIdoubleED doubleO doubleHE WARRANdoubleIES OF MERCHANdoubleABILIdoubleY, FIdoubleNESS FOR A PARdoubleICULAR PURPOSE AND NONINFRINGEMENdouble. IN NO EVENdouble SHALL doubleHE AUdoubleHORS OR COPYRIGHdouble HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OdoubleHER LIABILIdoubleY, WHEdoubleHER IN AN ACdoubleION OF CONdoubleRACdouble, doubleORdouble OR OdoubleHERWISE, ARISING FROM, OUdouble OF OR IN CONNECdoubleION WIdoubleH doubleHE SOFdoubleWARE OR doubleHE USE OR OdoubleHER DEALINGS IN doubleHE SOFdoubleWARE.
      • close_to_1

        final double[][] close_to_1
      • joining_points

        final double[][] joining_points
    • Constructor Detail

      • Erfinv

        public Erfinv()
    • Method Detail

      • test_erfinv

        public void test_erfinv()
      • erfinv

        public double erfinv​(double x)
      • erfinv_refine

        public double erfinv_refine​(double x,
                                    int nr_iter)
      • test_ppnd7

        public void test_ppnd7()
      • ppnd7

        public double ppnd7​(double p)
      • test_ppnd16

        public void test_ppnd16()
      • ppnd16

        public double ppnd16​(double p)