smile.math.special

Class Erf

java.lang.Object

smile.math.special.Erf

public class Erf
extends java.lang.Object

The error function (also called the Gauss error function) is a special function of sigmoid shape which occurs in probability, statistics, materials science, and partial differential equations. It is defined as:

erf(x) = ∫₀^x e^-t2dt

The complementary error function, denoted erfc, is defined as erfc(x) = 1 - erf(x). The error function and complementary error function are special cases of the incomplete gamma function.

Method Summary

Modifier and Type	Method and Description
static double	erf(double x) The Gauss error function.
static double	erfc(double x) The complementary error function.
static double	erfcc(double x) The complementary error function with fractional error everywhere less than 1.2 × 10-7.
static double	inverf(double p) The inverse error function.
static double	inverfc(double p) The inverse complementary error function.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

erf

public static double erf(double x)

The Gauss error function.

erfc

public static double erfc(double x)

The complementary error function.

erfcc

public static double erfcc(double x)

The complementary error function with fractional error everywhere less than 1.2 × 10^-7. This concise routine is faster than erfc.

inverfc

public static double inverfc(double p)

The inverse complementary error function.

inverf

public static double inverf(double p)

The inverse error function.