From: Axel Etzold <AEtzold@...>
Date: 2008-06-14T19:07:34+09:00
Subject: Re: Math::erfinv inverse error function


-------- Original-Nachricht --------
> Datum: Sat, 14 Jun 2008 10:04:25 +0900
> Von: Bil Kleb <Bil.Kleb-usenet@nasa.gov>
> An: ruby-talk@ruby-lang.org
> Betreff: Math::erfinv inverse error function

> Hi,
> 
> Does anyone know where to find a Ruby /inverse/ error function?^1
> 
> Thanks,
> --
> Bil kleb
> http://fun3d.larc.nasa.gov
> 
>   [1] See for example http://en.wikipedia.org/wiki/Error_function

Dear Bill,

you can use Shin-ichiro Hara's statistics2 package

http://raa.ruby-lang.org/project/statistics2/ .

It has functions for calculating the integral of the Normal Function and its inverse, and then there
is the following relation from the Wikipedia article you cited:

>>The inverse of \Phi\, is known as the normal quantile function, or probit function and may be >>expressed in terms of the inverse error function as

>>\operatorname{probit}(p) = \Phi^{-1}(p) = \sqrt{2}\,\operatorname{erf}^{-1}(2p-1) = -\sqrt{2}\,\operatorname{erfc}^{-1}(2p).


Another option would be to use the rsruby interface to the R statistical language.

http://rubyforge.org/projects/rsruby/
http://www.r-project.org/

Best regards,

Axel 

 
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