[jira] [Resolved] (MATH-948) Add inverse error function and inverse complementary error function

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[jira] [Resolved] (MATH-948) Add inverse error function and inverse complementary error function

wulf2333 (Jira)

     [ https://issues.apache.org/jira/browse/MATH-948?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Luc Maisonobe resolved MATH-948.
--------------------------------

    Resolution: Fixed

Fixed in subversion repository as of r1456905.
               

> Add inverse error function and inverse complementary error function
> -------------------------------------------------------------------
>
>                 Key: MATH-948
>                 URL: https://issues.apache.org/jira/browse/MATH-948
>             Project: Commons Math
>          Issue Type: Wish
>    Affects Versions: 3.1.1
>            Reporter: Luc Maisonobe
>            Assignee: Luc Maisonobe
>            Priority: Minor
>             Fix For: 3.2
>
>
> The Erf class provides only direct functions erf(double) and erfc(double).
> The inverse of these functions are useful to compute accurately and efficiently the inverse cumulative probabilities of normal distribution and Lévy distribution.
> An recent implementation as been designed by Mike Giles and published in a 2010 paper in CUDA Gems: Approximating the erfinv function. The paper is available at [http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf]. The code implementing the double precision version with all the coefficients is available here: [http://gpucomputing.net/?q=node/1828].
> After a direct contact with professor Giles, he gave is authorization to the Apache Commons project to use this code in the library.

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