Class Erf
- java.lang.Object
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- dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
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- dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
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- dev.nm.analysis.function.special.gaussian.Erf
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- All Implemented Interfaces:
Function<Vector,Double>
,RealScalarFunction
,UnivariateRealFunction
public class Erf extends AbstractUnivariateRealFunction
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
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Nested Class Summary
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Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function
Function.EvaluationException
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Constructor Summary
Constructors Constructor Description Erf()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
evaluate(double x)
Evaluate y = f(x).-
Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction
evaluate
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Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction
dimensionOfDomain, dimensionOfRange
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface dev.nm.analysis.function.Function
dimensionOfDomain, dimensionOfRange
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Method Detail
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evaluate
public double evaluate(double x)
Description copied from interface:UnivariateRealFunction
Evaluate y = f(x).- Parameters:
x
- x- Returns:
- f(x)
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