brentworden 2004/05/05 12:54:58
Added: math/src/test/org/apache/commons/math/special ErfTest.java
math/src/java/org/apache/commons/math/special Erf.java
Removed: math/src/java/org/apache/commons/math/distribution
NormalCDFPreciseAlgorithm.java
Log:
Replaced normal CDF routine with one based on the error function.
Revision Changes Path
1.1
jakarta-commons/math/src/test/org/apache/commons/math/special/ErfTest.java
Index: ErfTest.java
===================================================================
/*
* Copyright 2004 The Apache Software Foundation
*
* 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.
*/
package org.apache.commons.math.special;
import org.apache.commons.math.MathException;
import junit.framework.TestCase;
/**
* @version $Revision: 1.1 $ $Date: 2004/05/05 19:54:58 $
*/
public class ErfTest extends TestCase {
public void testErf0() throws MathException {
double actual = Erf.erf(0.0);
double expected = 0.0;
assertEquals(expected, actual, 1.0e-5);
}
public void testErf1960() throws MathException {
double x = 1.960 / Math.sqrt(2.0);
double actual = Erf.erf(x);
double expected = 0.95;
assertEquals(expected, actual, 1.0e-5);
actual = Erf.erf(-x);
expected = -expected;
assertEquals(expected, actual, 1.0e-5);
}
public void testErf2576() throws MathException {
double x = 2.576 / Math.sqrt(2.0);
double actual = Erf.erf(x);
double expected = 0.99;
assertEquals(expected, actual, 1.0e-5);
actual = Erf.erf(-x);
expected = -expected;
assertEquals(expected, actual, 1.0e-5);
}
public void testErf2807() throws MathException {
double x = 2.807 / Math.sqrt(2.0);
double actual = Erf.erf(x);
double expected = 0.995;
assertEquals(expected, actual, 1.0e-5);
actual = Erf.erf(-x);
expected = -expected;
assertEquals(expected, actual, 1.0e-5);
}
public void testErf3291() throws MathException {
double x = 3.291 / Math.sqrt(2.0);
double actual = Erf.erf(x);
double expected = 0.999;
assertEquals(expected, actual, 1.0e-5);
actual = Erf.erf(-x);
expected = -expected;
assertEquals(expected, actual, 1.0e-5);
}
}
1.1
jakarta-commons/math/src/java/org/apache/commons/math/special/Erf.java
Index: Erf.java
===================================================================
/*
* Copyright 2004 The Apache Software Foundation.
*
* 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.
*/
package org.apache.commons.math.special;
import java.io.Serializable;
import org.apache.commons.math.MathException;
/**
* This is a utility class that provides computation methods related to the
* error functions.
*
* @version $Revision: 1.1 $ $Date: 2004/05/05 19:54:58 $
*/
public class Erf implements Serializable {
/**
* Default constructor. Prohibit instantiation.
*/
private Erf() {
super();
}
/**
* Returns the error function erf(x).
*
* The implementation of this method is based on:
* <ul>
* <li>
* <a href="http://mathworld.wolfram.com/Erf.html";>
* Erf</a>, equation (3).</li>
* </ul>
*
* @param x the value.
* @return the error function erf(x)
* @throws MathException if the algorithm fails to converge.
*/
public static double erf(double x) throws MathException {
double ret = Gamma.regularizedGammaP(0.5, x * x, 1.0e-15, 10000);
if (x < 0) {
ret = -ret;
}
return ret;
}
}
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