Package org.drip.function.e2erf
Class AbramowitzStegun
java.lang.Object
org.drip.function.definition.R1ToR1
org.drip.numerical.estimation.R1ToR1Estimator
org.drip.numerical.estimation.R1ToR1IntegrandLimitEstimator
org.drip.function.e2erf.ErrorFunction
org.drip.function.e2erf.AbramowitzStegun
public abstract class AbramowitzStegun extends ErrorFunction
AbramowitzStegun implements the E2 (erf) Estimator using Abramowitz-Stegun Scheme. The
References are:
- Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions Dover Book on Mathematics
- Chang, S. H., P. C. Cosman, L. B. Milstein (2011): Chernoff-Type Bounds for Gaussian Error Function IEEE Transactions on Communications 59 (11) 2939-2944
- Cody, W. J. (1991): Algorithm 715: SPECFUN – A Portable FORTRAN Package of Special Function Routines and Test Drivers ACM Transactions on Mathematical Software 19 (1) 22-32
- Schopf, H. M., and P. H. Supancic (2014): On Burmann’s Theorem and its Application to Problems of Linear and Non-linear Heat Transfer and Diffusion https://www.mathematica-journal.com/2014/11/on-burmanns-theorem-and-its-application-to-problems-of-linear-and-nonlinear-heat-transfer-and-diffusion/#more-39602/
- Wikipedia (2019): Error Function https://en.wikipedia.org/wiki/Error_function
- Module = Computational Core Module
- Library = Numerical Analysis Library
- Project = Rd To Rd Function Analysis
- Package = E2 erf and erf-1 Implementations
- Author:
- Lakshmi Krishnamurthy
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Constructor Summary
Constructors Constructor Description AbramowitzStegun(AbramowitzStegunSeriesGenerator abramowitzStegunSeriesGenerator, DerivativeControl dc, double maximumError)
E2AbramowitzStegun Constructor -
Method Summary
Modifier and Type Method Description static AbramowitzStegun
InversePolynomial4()
Construct the Inverse Degree 4 Polynomial Version of Abramowitz-Stegun E2 erf Estimatorstatic AbramowitzStegun
InversePolynomial6()
Construct the Inverse Degree 6 Polynomial Version of Abramowitz-Stegun E2 erf Estimatordouble
maximumError()
Retrieve the Maximum Errorstatic AbramowitzStegun
MixedPolynomial3()
Construct the Mixed Degree 3 Polynomial Version of Abramowitz-Stegun E2 erf Estimatorstatic AbramowitzStegun
MixedPolynomial5()
Construct the Mixed Degree 5 Polynomial Version of Abramowitz-Stegun E2 erf Estimatorstatic AbramowitzStegun
NumericalRecipe2007()
Construct the Numerical Recipe Version of Abramowitz-Stegun E2 erf EstimatorMethods inherited from class org.drip.function.e2erf.ErrorFunction
antiDerivative, cdf, derivative, erfc, gaussianDensityIntegral, HansHeinrichBurmannConvergent, HansHeinrichBurmannSchopfSupancic2014, integrand, MacLaurin, q, seriesEstimateNative
Methods inherited from class org.drip.numerical.estimation.R1ToR1IntegrandLimitEstimator
evaluate, leftLimit
Methods inherited from class org.drip.numerical.estimation.R1ToR1Estimator
boundedEstimate, seriesEstimate
Methods inherited from class org.drip.function.definition.R1ToR1
conditionNumber, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Constructor Details
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AbramowitzStegun
public AbramowitzStegun(AbramowitzStegunSeriesGenerator abramowitzStegunSeriesGenerator, DerivativeControl dc, double maximumError) throws java.lang.ExceptionE2AbramowitzStegun Constructor- Parameters:
abramowitzStegunSeriesGenerator
- Abramowitz Stegun Series Generatordc
- The Derivative ControlmaximumError
- Maximum Error- Throws:
java.lang.Exception
- Thrown if the Inputs are Invalid
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Method Details
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InversePolynomial4
Construct the Inverse Degree 4 Polynomial Version of Abramowitz-Stegun E2 erf Estimator- Returns:
- The Inverse Degree 4 Polynomial Version of Abramowitz-Stegun E2 erf Estimator
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MixedPolynomial3
Construct the Mixed Degree 3 Polynomial Version of Abramowitz-Stegun E2 erf Estimator- Returns:
- The Mixed Degree 3 Polynomial Version of Abramowitz-Stegun E2 erf Estimator
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InversePolynomial6
Construct the Inverse Degree 6 Polynomial Version of Abramowitz-Stegun E2 erf Estimator- Returns:
- The Inverse Degree 6 Polynomial Version of Abramowitz-Stegun E2 erf Estimator
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MixedPolynomial5
Construct the Mixed Degree 5 Polynomial Version of Abramowitz-Stegun E2 erf Estimator- Returns:
- The Mixed Degree 5 Polynomial Version of Abramowitz-Stegun E2 erf Estimator
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NumericalRecipe2007
Construct the Numerical Recipe Version of Abramowitz-Stegun E2 erf Estimator- Returns:
- The Numerical Recipe Version of Abramowitz-Stegun E2 erf Estimator
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maximumError
public double maximumError()Retrieve the Maximum Error- Returns:
- The Maximum Error
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