using System;
namespace Legalsoft.Truffer
{
/// <summary>
/// Error function and related distributions
/// </summary>
public class Erf
{
public const int ncof = 28;
public double[] cof { get; } = new double[28] {
-1.3026537197817094, 6.4196979235649026e-1, 1.9476473204185836e-2,
-9.561514786808631e-3, -9.46595344482036e-4, 3.66839497852761e-4,
4.2523324806907e-5, -2.0278578112534e-5, -1.624290004647e-6,
1.303655835580e-6, 1.5626441722e-8, -8.5238095915e-8,
6.529054439e-9, 5.059343495e-9, -9.91364156e-10,
-2.27365122e-10, 9.6467911e-11, 2.394038e-12,
-6.886027e-12, 8.94487e-13, 3.13092e-13,
-1.12708e-13, 3.81e-16, 7.106e-15,
-1.523e-15, -9.4e-17, 1.21e-16, -2.8e-17
};
public double erf(double x)
{
if (x >= 0.0)
{
return 1.0 - erfccheb(x);
}
else
{
return erfccheb(-x) - 1.0;
}
}
public double erfc(double x)
{
if (x >= 0.0)
{
return erfccheb(x);
}
else
{
return 2.0 - erfccheb(-x);
}
}
public double erfccheb(double z)
{
double d = 0.0;
double dd = 0.0;
if (z < 0.0)
{
throw new Exception("erfccheb requires nonnegative argument");
}
double t = 2.0 / (2.0 + z);
double ty = 4.0 * t - 2.0;
for (int j = ncof - 1; j > 0; j--)
{
double tmp = d;
d = ty * d - dd + cof[j];
dd = tmp;
}
return t * Math.Exp(-z * z + 0.5 * (cof[0] + ty * d) - dd);
}
public double inverfc(double p)
{
if (p >= 2.0)
{
return -100.0;
}
if (p <= 0.0)
{
return 100.0;
}
double pp = (p < 1.0) ? p : 2.0 - p;
double t = Math.Sqrt(-2.0 * Math.Log(pp / 2.0));
double x = -0.70711 * ((2.30753 + t * 0.27061) / (1.0 + t * (0.99229 + t * 0.04481)) - t);
for (int j = 0; j < 2; j++)
{
double err = erfc(x) - pp;
x += err / (1.12837916709551257 * Math.Exp(-Globals.SQR(x)) - x * err);
}
return (p < 1.0 ? x : -x);
}
public double inverf(double p)
{
return inverfc(1.0 - p);
}
public static double erfcc(double x)
{
double z = Math.Abs(x);
double t = 2.0 / (2.0 + z);
double ans = t * Math.Exp(-z * z - 1.26551223 + t * (1.00002368 + t * (0.37409196 + t * (0.09678418 + t * (-0.18628806 + t * (0.27886807 + t * (-1.13520398 + t * (1.48851587 + t * (-0.82215223 + t * 0.17087277)))))))));
return (x >= 0.0 ? ans : 2.0 - ans);
}
}
}