BuiltInEntry.java
package org.drip.function.e2erf;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>BuiltInEntry</i> implements E<sub>2</sub> Entries of the Built-in Table of erf and erfc Values. The
* References are:
*
* <br><br>
* <ul>
* <li>
* Abramowitz, M., and I. A. Stegun (2007): <i>Handbook of Mathematics Functions</i> <b>Dover Book
* on Mathematics</b>
* </li>
* <li>
* Chang, S. H., P. C. Cosman, L. B. Milstein (2011): Chernoff-Type Bounds for Gaussian Error
* Function <i>IEEE Transactions on Communications</i> <b>59 (11)</b> 2939-2944
* </li>
* <li>
* Cody, W. J. (1991): Algorithm 715: SPECFUN – A Portable FORTRAN Package of Special Function
* Routines and Test Drivers <i>ACM Transactions on Mathematical Software</i> <b>19 (1)</b>
* 22-32
* </li>
* <li>
* 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/
* </li>
* <li>
* Wikipedia (2019): Error Function https://en.wikipedia.org/wiki/Error_function
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/e2erf/README.md">E<sub>2</sub> erf and erf<sup>-1</sup> Implementations</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class BuiltInEntry
{
private double _erf = java.lang.Double.NaN;
private double _erfc = java.lang.Double.NaN;
/**
* Generate a Table of Built-in E<sub>2</sub> erf/erfc Entries
*
* @return The Table of Built-in E<sub>2</sub> erf/erfc Entries
*/
public static final java.util.Map<java.lang.Double, BuiltInEntry> Table()
{
java.util.Map<java.lang.Double, BuiltInEntry> builtInEntryTable = new
java.util.TreeMap<java.lang.Double, BuiltInEntry>();
try
{
builtInEntryTable.put (
0.00,
new BuiltInEntry (
0.000000000,
1.000000000
)
);
builtInEntryTable.put (
0.02,
new BuiltInEntry (
0.022564575,
0.977435425
)
);
builtInEntryTable.put (
0.04,
new BuiltInEntry (
0.045111106,
0.954888894
)
);
builtInEntryTable.put (
0.06,
new BuiltInEntry (
0.067621594,
0.932378406
)
);
builtInEntryTable.put (
0.08,
new BuiltInEntry (
0.090078126,
0.909921874
)
);
builtInEntryTable.put (
0.10,
new BuiltInEntry (
0.112462916,
0.887537084
)
);
builtInEntryTable.put (
0.20,
new BuiltInEntry (
0.222792589,
0.777297411
)
);
builtInEntryTable.put (
0.30,
new BuiltInEntry (
0.328626759,
0.671373241
)
);
builtInEntryTable.put (
0.40,
new BuiltInEntry (
0.428392355,
0.571607645
)
);
builtInEntryTable.put (
0.50,
new BuiltInEntry (
0.520499878,
0.479500122
)
);
builtInEntryTable.put (
0.60,
new BuiltInEntry (
0.603856091,
0.396143909
)
);
builtInEntryTable.put (
0.70,
new BuiltInEntry (
0.677801194,
0.322198806
)
);
builtInEntryTable.put (
0.80,
new BuiltInEntry (
0.742100965,
0.257899035
)
);
builtInEntryTable.put (
0.90,
new BuiltInEntry (
0.796908212,
0.203091788
)
);
builtInEntryTable.put (
1.00,
new BuiltInEntry (
0.842700793,
0.157299207
)
);
builtInEntryTable.put (
1.10,
new BuiltInEntry (
0.880205070,
0.119794930
)
);
builtInEntryTable.put (
1.20,
new BuiltInEntry (
0.910313978,
0.089686022
)
);
builtInEntryTable.put (
1.30,
new BuiltInEntry (
0.934007945,
0.065992055
)
);
builtInEntryTable.put (
1.40,
new BuiltInEntry (
0.952285120,
0.047714880
)
);
builtInEntryTable.put (
1.50,
new BuiltInEntry (
0.966105146,
0.033894854
)
);
builtInEntryTable.put (
1.60,
new BuiltInEntry (
0.976348383,
0.023651617
)
);
builtInEntryTable.put (
1.70,
new BuiltInEntry (
0.983790459,
0.016209541
)
);
builtInEntryTable.put (
1.80,
new BuiltInEntry (
0.989090502,
0.010909498
)
);
builtInEntryTable.put (
1.90,
new BuiltInEntry (
0.992790429,
0.007209571
)
);
builtInEntryTable.put (
2.00,
new BuiltInEntry (
0.995322265,
0.004677735
)
);
builtInEntryTable.put (
2.10,
new BuiltInEntry (
0.997020533,
0.002979467
)
);
builtInEntryTable.put (
2.20,
new BuiltInEntry (
0.998137154,
0.001862846
)
);
builtInEntryTable.put (
2.30,
new BuiltInEntry (
0.998856823,
0.001143177
)
);
builtInEntryTable.put (
2.40,
new BuiltInEntry (
0.999311486,
0.000688514
)
);
builtInEntryTable.put (
2.50,
new BuiltInEntry (
0.999593048,
0.000406952
)
);
builtInEntryTable.put (
3.00,
new BuiltInEntry (
0.999977910,
0.000022090
)
);
builtInEntryTable.put (
3.50,
new BuiltInEntry (
0.999999257,
0.000000743
)
);
return builtInEntryTable;
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
/**
* BuiltInEntry Constructor
*
* @param erf E<sub>2</sub> erf Value
* @param erfc E<sub>2</sub> erfc Value
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public BuiltInEntry (
final double erf,
final double erfc)
throws java.lang.Exception
{
if (!org.drip.numerical.common.NumberUtil.IsValid (_erf = erf) ||
!org.drip.numerical.common.NumberUtil.IsValid (_erfc = erfc))
{
throw new java.lang.Exception ("BuiltInE2Entry Constructor => Invalid Inputs");
}
}
/**
* Retrieve the E<sub>2</sub> erf
*
* @return The E<sub>2</sub> erf
*/
public double erf()
{
return _erf;
}
/**
* Retrieve the E<sub>2</sub> erfc
*
* @return The E<sub>2</sub> erfc
*/
public double erfc()
{
return _erfc;
}
}