Package org.drip.function.e2erf

Class ErrorFunctionAnalytical

java.lang.Object
org.drip.function.e2erf.ErrorFunctionAnalytical
public class ErrorFunctionAnalytical
extends java.lang.Object
ErrorFunctionAnalytical implements Analytical Versions of the E2 Error Function (erf) Estimate. 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


Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    ErrorFunctionAnalytical()  

  • Method Summary

    Modifier and Type Method Description
    static AbramowitzStegun Winitzki2008​(double a, double maximumError)
    Construct Winitzki (2008) Version of the E2 erf Analytical
    static AbramowitzStegun Winitzki2008a()
    Construct Winitzki (2008a) Version of E2 erf Analytical
    static AbramowitzStegun Winitzki2008b()
    Construct Winitzki (2008b) Version of E2 erf Analytical

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ErrorFunctionAnalytical

      public ErrorFunctionAnalytical()

  • Method Details

    • Winitzki2008

      public static final AbramowitzStegun Winitzki2008​(double a, double maximumError)
      Construct Winitzki (2008) Version of the E2 erf Analytical
      Parameters:
      a - a
      maximumError - Maximum Absolute Error
      Returns:
      Winitzki (2008) Version of the E2 erf Analytical

    • Winitzki2008a

      public static final AbramowitzStegun Winitzki2008a()
      Construct Winitzki (2008a) Version of E2 erf Analytical
      Returns:
      Winitzki (2008a) Version of E2 erf Analytical

    • Winitzki2008b

      public static final AbramowitzStegun Winitzki2008b()
      Construct Winitzki (2008b) Version of E2 erf Analytical
      Returns:
      Winitzki (2008b) Version of E2 erf Analytical