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

Class ErfInverse

java.lang.Object

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

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

All Implemented Interfaces:

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

public class ErfInverse
extends UnivariateRealFunction

The inverse of the Error function is defined as: \[ \operatorname{erf}^{-1}(x) \]

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
ErfInverse()

Method Summary

Modifier and Type	Method and Description
double	evaluate(double u) 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

ErfInverse

public ErfInverse()

Method Detail

evaluate

public double evaluate(double u)

Description copied from class: UnivariateRealFunction

Evaluate y = f(x).

Specified by:

evaluate in class UnivariateRealFunction

Parameters:

u - x

Returns:

f(x)