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; } } --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]