Package dev.nm.analysis.function.special.gaussian

Class ErfInverse

java.lang.Object

dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

dev.nm.analysis.function.special.gaussian.ErfInverse

All Implemented Interfaces:

Function<Vector,Double>, RealScalarFunction, UnivariateRealFunction

public class ErfInverse
extends AbstractUnivariateRealFunction

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

Nested Class Summary

Nested classes/interfaces inherited from interface dev.nm.analysis.function.Function

Function.EvaluationException

Constructor Summary

Constructors

Constructor	Description
ErfInverse()

Method Summary

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

Methods inherited from class dev.nm.analysis.function.rn2r1.univariate.AbstractUnivariateRealFunction

evaluate

Methods inherited from class dev.nm.analysis.function.rn2r1.AbstractRealScalarFunction

dimensionOfDomain, dimensionOfRange

Methods inherited from class java.lang.Object

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

Methods inherited from interface dev.nm.analysis.function.Function

dimensionOfDomain, dimensionOfRange

Constructor Details

ErfInverse

public ErfInverse()

Method Details

evaluate

public double evaluate(double u)

Description copied from interface: UnivariateRealFunction

Evaluate y = f(x).

Parameters:

u - x

Returns:

f(x)