com.numericalmethod.suanshu.analysis.function.special.gaussian

Class Erf

java.lang.Object

com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

com.numericalmethod.suanshu.analysis.function.special.gaussian.Erf

All Implemented Interfaces:

Function<Vector,java.lang.Double>, RealScalarFunction, java.io.Serializable

public class Erf
extends UnivariateRealFunction

The Error function is defined as: \[ \operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2} dt \]

See Also:

• "Paul Glasserman, "Section 2.3," Monte Carlo Methods in Financial Engineering."
• Wikipedia: Error function

, Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor and Description
Erf()

Method Summary

Modifier and Type	Method and Description
double	evaluate(double x) Evaluate y = f(x).

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.univariate.UnivariateRealFunction

dimensionOfDomain, dimensionOfRange, evaluate

Methods inherited from class java.lang.Object

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

Constructor Detail

Erf

public Erf()

Method Detail

evaluate

public double evaluate(double x)

Description copied from class: UnivariateRealFunction

Evaluate y = f(x).

Specified by:

evaluate in class UnivariateRealFunction

Parameters:

x - x

Returns:

f(x)