Look at http://www.jsoftware.com/jwiki/Addons/stats/distribs
load 'stats/distribs' erfinv_pnormal_ 0.6038561 0.6 ----- Original Message ----- From: "Zsbán Ambrus" <[email protected]> To: "Programming forum" <[email protected]> Sent: Wednesday, March 25, 2009 4:40 AM Subject: Re: [Jprogramming] Inverse Error Function > On Sat, Feb 28, 2009 at 9:16 PM, <[email protected]> wrote: >> I'm new to J and I'm trying to work out an implementation of the inverse >> error function using Taylor Expansion. In order to do this, I need to >> calculate the coefficients of the series. > > If you don't insist on using the Taylor expansion, the inverse error > function has come up on this mailing list once. Look for the title > "[Jprogramming] Inverse of Normal CDF" in the archives near Sep 8, > 2008. The address is > "http://jsoftware.com/pipermail/programming/2008-September/011978.html";. > > Adapting the solution I recommended there, you'd get this definition, > using a function from gsl (gnu scientific library). > > ui =: 'libgsl.so gsl_cdf_ugaussian_Pinv > d d'&(15!:0"_ 0) > erfi =: %&(%:2)@:ui@:-:@:>: > erfi 0.6038561 > 0.6 > > Note however that this implementation is inaccurate for values really > close to zero. You might need to special such values (possibly even > using the Taylor series near zero) if that's important in your > application. > > Ambrus > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
