public final class InverseErf extends Object
This implementation is described in the paper: Approximating the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance, which was published in GPU Computing Gems, volume 2, 2010. The source code is available here.
Modifier and Type | Method and Description |
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static double |
value(double x)
Returns the inverse error function.
|
public static double value(double x)
x
- Value.x =
Erf.value(t)
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