Re: Finding the inverf

On Dec 2, 9:43 pm, morg...@xxxxxxxxx wrote:
Could someone tell me how to calculate inverf (x) if I am given
the value of erf (x).

Here's a relatively simple approximation for inverf[x]:

With[{t = -2*Log[1-|x|]}, Sign[x]*Sqrt[(t -
Log[1 + t + (.01167845*t+.1066561)*t^2/
((.02118035*t+.3710243)*t+1)])/2]]

The maximum absolute error is about 3.6*10^-5
for all x in (-1,1) in 64-bit IEEE format.
.

Relevant Pages

  • Re: Finding the inverf
    ... Here's a relatively simple approximation for inverf: ... The maximum absolute error is about 3.6*10^-5 ... for all x in in 64-bit IEEE format. ...
    (sci.math)
  • Re: Finding the inverf
    ... Here's a relatively simple approximation for inverf: ... The maximum absolute error is about 3.6*10^-5 ... forgotten much about floating-point arithmetic, ... That's what I would normally choose to do for erf. ...
    (sci.math)
  • Re: Finding the inverf
    ... Ray Koopman wrote: ... the value of erf. ... The maximum absolute error is about 3.6*10^-5 ... for all x in in 64-bit IEEE format. ...
    (sci.math)
  • Re: erf function in C
    ... > probability) as part of their math libraries? ... * guarantee the error is less than one ulp for erf. ... we use rational approximation to approximate ... * Coefficients for approximation to erf in ...
    (comp.lang.c)
  • Re: Assign a generic name to a function based on user decision
    ... Jason Blevins wrote: ... I think what Nick is getting at is that ERF only allows you to ... approximate the CDF of the Gaussian distribution, ... The CDF approximation is straightforward, ...
    (comp.lang.fortran)