Package org.drip.function.e2erf

Class MacLaurinSeriesTerm

java.lang.Object
org.drip.numerical.estimation.R1ToR1SeriesTerm
org.drip.function.e2erf.MacLaurinSeriesTerm
public class MacLaurinSeriesTerm
extends R1ToR1SeriesTerm
MacLaurinSeriesTerm implements the E2 MacLaurin Series Term. This is used for both erf and erf-1. 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
    MacLaurinSeriesTerm()
    Empty MacLaurinSeriesTerm Constructor

  • Method Summary

    Modifier and Type Method Description
    double value​(int order, double z)
    Compute the Value of the R1 To R1 Series Expansion Term

    Methods inherited from class org.drip.numerical.estimation.R1ToR1SeriesTerm

    Asymptotic, derivative, InvertedRisingExponential, Taylor

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • MacLaurinSeriesTerm

      public MacLaurinSeriesTerm()
      Empty MacLaurinSeriesTerm Constructor

  • Method Details

    • value

      public double value​(int order, double z) throws java.lang.Exception
      Description copied from class: R1ToR1SeriesTerm
      Compute the Value of the R1 To R1 Series Expansion Term
      Specified by:
      value in class R1ToR1SeriesTerm
      Parameters:
      order - Order of the R1 To R1 Series Expansion Term
      z - X
      Returns:
      The Value of the R1 To R1 Series Expansion Term
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid