com.numericalmethod.suanshu.analysis.function.special
Class Erf

java.lang.Object
  com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction
      com.numericalmethod.suanshu.analysis.function.special.Erf

All Implemented Interfaces:

Function, RealScalarFunction

public class Erf
extends UnivariateRealFunction

This class computes an approximation to the error function, erf(x).

We compute erf(x) using CumulativeNormal.

See Also:

• "Paul Glasserman. "Section 2.3," Monte Carlo Methods in Financial Engineering."
• Wikipedia: Error function

Nested Class Summary

Nested classes/interfaces inherited from interface com.numericalmethod.suanshu.analysis.function.Function

Function.EvaluationException

Constructor Summary

Erf()

Method Summary

double

evaluate(double x) Compute f(x).

Methods inherited from class com.numericalmethod.suanshu.analysis.function.rn2r1.UnivariateRealFunction

dimension4Domain, dimension4Range, evaluate

Methods inherited from class java.lang.Object

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

Constructor Detail

Erf

public Erf()

Method Detail

evaluate

public double evaluate(double x)

Description copied from class: UnivariateRealFunction

Compute f(x).

Specified by:

evaluate in class UnivariateRealFunction

Parameters:

x - x

Returns:

f(x)