E1ErrorFunction

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.numerical.estimation.R1ToR1Estimator

org.drip.function.enerf.E1ErrorFunction

public class E1ErrorFunction
extends R1ToR1Estimator

E1ErrorFunction implements the E₁ Error Function (erf). 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 = R^d To R^d Function Analysis
Package = E_n erf Series and Generators

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

E1ErrorFunction(DerivativeControl dc)
E₁ Error Function Constructor
Method Summary

Modifier and Type Method Description

double evaluate(double z)
Evaluate for the given variate

Methods inherited from class org.drip.numerical.estimation.R1ToR1Estimator
boundedEstimate, seriesEstimate, seriesEstimateNative

Methods inherited from class org.drip.function.definition.R1ToR1
antiDerivative, conditionNumber, derivative, differential, differential, integrate, maxima, maxima, minima, minima, poleResidue

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- E1ErrorFunction
  
  public E1ErrorFunction(DerivativeControl dc)
  
  E₁ Error Function Constructor
  
  Parameters:
  
  dc - The Derivative Control
Method Details
- evaluate
  
  public double evaluate(double z) throws java.lang.Exception
  
  Description copied from class: R1ToR1
  
  Evaluate for the given variate
  
  Specified by:
  
  evaluate in class R1ToR1
  
  Parameters:
  
  z - Variate
  
  Returns:
  
  Returns the calculated value
  
  Throws:
  
  java.lang.Exception - Thrown if evaluation cannot be done