Package org.drip.function.e2erfc

Class ErrorFunctionComplementAnalytical

java.lang.Object
org.drip.function.e2erfc.ErrorFunctionComplementAnalytical
public class ErrorFunctionComplementAnalytical
extends java.lang.Object
ErrorFunctionComplementAnalytical implements Analytical Versions of the Error Function Complement (erfc) 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 Details

    • ErrorFunctionComplementAnalytical

      public ErrorFunctionComplementAnalytical()

  • Method Details

    • KaragiannidisLioumpas2007

      public static final ErrorFunctionComplement KaragiannidisLioumpas2007​(double A, double B)
      Construct Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement
      Parameters:
      A - A
      B - B
      Returns:
      Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement

    • KaragiannidisLioumpas2007

      public static final ErrorFunctionComplement KaragiannidisLioumpas2007()
      Construct Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement
      Returns:
      Karagiannidis-Lioumpas (2007) Version of the Analytical Error Function Complement

    • ChianiDardariSimon2012a

      public static final ErrorFunctionComplement ChianiDardariSimon2012a()
      Construct the Chiani-Dardari-Simon (2012a) Version of the Analytical Error Function Complement
      Returns:
      The Chiani-Dardari-Simon (2012a) Version of the Analytical Error Function Complement

    • ChianiDardariSimon2012b

      public static final ErrorFunctionComplement ChianiDardariSimon2012b()
      Construct the Chiani-Dardari-Simon (2012b) Version of the Analytical Error Function Complement
      Returns:
      The Chiani-Dardari-Simon (2012b) Version of the Analytical Error Function Complement

    • ChangCosmanMilstein2011

      public static final ErrorFunctionComplement ChangCosmanMilstein2011​(double beta)
      Construct the Chang-Cosman-Milstein (2011) Version of the Analytical Error Function Complement
      Parameters:
      beta - Beta
      Returns:
      The Chang-Cosman-Milstein (2011) Version of the Analytical Error Function Complement

    • ContinuedFractionExpansion

      public static final ErrorFunctionComplement ContinuedFractionExpansion​(int termCount)
      Construct the Continued Fraction Expansion Version of the Analytical Error Function Complement
      Parameters:
      termCount - Term Count
      Returns:
      The Continued Fraction Expansion Version of the Analytical Error Function Complement

    • Craig1991

      public static final ErrorFunctionComplement Craig1991()
      Construct the Craig 1991 Version of the ErrorFunctionComplement Quadrature
      Returns:
      The Craig 1991 Version of the ErrorFunctionComplement Quadrature