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Posted to issues@commons.apache.org by "Luc Maisonobe (JIRA)" <ji...@apache.org> on 2013/04/07 11:21:19 UTC
[jira] [Closed] (MATH-948) Add inverse error function and inverse
complementary error function
[ https://issues.apache.org/jira/browse/MATH-948?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Luc Maisonobe closed MATH-948.
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Closing issue as version 3.2 has been released on 2013-04-06.
> Add inverse error function and inverse complementary error function
> -------------------------------------------------------------------
>
> Key: MATH-948
> URL: https://issues.apache.org/jira/browse/MATH-948
> Project: Commons Math
> Issue Type: Wish
> Affects Versions: 3.1.1
> Reporter: Luc Maisonobe
> Assignee: Luc Maisonobe
> Priority: Minor
> Fix For: 3.2
>
>
> The Erf class provides only direct functions erf(double) and erfc(double).
> The inverse of these functions are useful to compute accurately and efficiently the inverse cumulative probabilities of normal distribution and Lévy distribution.
> A recent implementation as been designed by Mike Giles and published in a 2010 paper in CUDA Gems: Approximating the erfinv function. The paper is available at [http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf]. The code implementing the double precision version with all the coefficients is available here: [http://gpucomputing.net/?q=node/1828].
> After a direct contact with professor Giles, he gave his authorization to the Apache Commons project to use this code in the library.
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