Package org.drip.sample.erfx

Class ERFIMacLaurin

java.lang.Object
org.drip.sample.erfx.ERFIMacLaurin
public class ERFIMacLaurin
extends java.lang.Object
ERFIMacLaurin illustrates the Inverse Error Function Estimation using the Euler-MacLaurin Series Inverse Error Function Estimator. 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
    ERFIMacLaurin()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] argumentArray)
    Entry Point

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • ERFIMacLaurin

      public ERFIMacLaurin()

  • Method Details

    • main

      public static final void main​(java.lang.String[] argumentArray) throws java.lang.Exception
      Entry Point
      Parameters:
      argumentArray - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation