org.apache.commons.numbers.gamma.InverseErfc Maven / Gradle / Ivy
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* The ASF licenses this file to You 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
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*/
package org.apache.commons.numbers.gamma;
/**
* Inverse of the complementary error function.
*
* This implementation is described in the paper:
* Approximating
* the erfinv function by Mike Giles, Oxford-Man Institute of Quantitative Finance,
* which was published in GPU Computing Gems, volume 2, 2010.
* The source code is available here.
*
*/
public final class InverseErfc {
/** Private constructor. */
private InverseErfc() {
// intentional empty.
}
/**
* Returns the inverse complementary error function.
*
* @param x Value.
* @return t such that {@code x =} {@link Erfc#value(double) Erfc.value(t)}.
*/
public static double value(double x) {
return InverseErf.value(1 - x);
}
}