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