gov.sandia.cognition.statistics.distribution

Class UnivariateGaussian.ErrorFunction

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.math.AbstractScalarFunction<java.lang.Double>

gov.sandia.cognition.math.AbstractUnivariateScalarFunction

gov.sandia.cognition.statistics.distribution.UnivariateGaussian.ErrorFunction

All Implemented Interfaces:

Evaluator<java.lang.Double,java.lang.Double>, ScalarFunction<java.lang.Double>, UnivariateScalarFunction, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

Enclosing class:

UnivariateGaussian

@PublicationReference(title="ErrorFunction.java",
                      author={"Robert Sedgewick","Kevin Wayne"},
                      type=WebPage,
                      year=2007,
                      url="http://www.cs.princeton.edu/introcs/21function/ErrorFunction.java.html")
public static class UnivariateGaussian.ErrorFunction
extends AbstractUnivariateScalarFunction

Gaussian Error Function, useful for computing the cumulative distribution function for a Gaussian. This implementation uses Horner's method of approximation.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	UnivariateGaussian.ErrorFunction.Inverse Inverse of the ErrorFunction

Field Summary

Fields

Modifier and Type	Field and Description
static UnivariateGaussian.ErrorFunction	INSTANCE Default instance.

Constructor Summary

Constructors

Constructor and Description
ErrorFunction() Default constructor.

Method Summary

Modifier and Type	Method and Description
double	evaluate(double z) Computes the Gaussian Error Function using Horner's Method.

Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable

clone

Methods inherited from class java.lang.Object

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

Methods inherited from interface gov.sandia.cognition.math.UnivariateScalarFunction

evaluate, evaluateAsDouble

Field Detail

INSTANCE

public static final UnivariateGaussian.ErrorFunction INSTANCE

Default instance.

Constructor Detail

ErrorFunction

public ErrorFunction()

Default constructor.

Method Detail

evaluate

public double evaluate(double z)

Computes the Gaussian Error Function using Horner's Method. Guaranteed to be accurate within 1.2E-7, but can suffer from catastrophic cancellation when z is close to 0.0

Parameters:

z - value on the interval (-infinity,infinity)

Returns:

Normalized Gaussian Error Function value of z