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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Closed] (MATH-948) Add inverse error function and inverse complementary error function
Date Sun, 07 Apr 2013 09:21:19 GMT


Luc Maisonobe closed MATH-948.

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:
>             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 [].
The code implementing the double precision version with all the coefficients is available
here: [].
> 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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