Package smile.math.special
Class Erf
java.lang.Object
smile.math.special.Erf
The error function. The error function (or 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) = ∫0x e-t^2dt
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.
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Method Summary
Modifier and TypeMethodDescriptionstatic 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.
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Method Details
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erf
public static double erf(double x) The Gauss error function.- Parameters:
x
- a real number.- Returns:
- the function value.
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erfc
public static double erfc(double x) The complementary error function.- Parameters:
x
- a real number.- Returns:
- the function value.
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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.- Parameters:
x
- a real number.- Returns:
- the function value.
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inverfc
public static double inverfc(double p) The inverse complementary error function.- Parameters:
p
- a real number.- Returns:
- the function value.
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inverf
public static double inverf(double p) The inverse error function.- Parameters:
p
- a real number.- Returns:
- the function value.
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