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

-------- Original-Nachricht --------

Datum: Sat, 14 Jun 2008 10:04:25 +0900
Von: Bil K. [email protected]
An: [email protected]
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}§ = \Phi^{-1}§ = \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

Axel E. wrote:

you can use Shin-ichiro Hara’s statistics2 package

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

Excellent; thanks.

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

Unfortunately, I’ve never managed to get R installed on
my OS X box. I haven’t honestly tried harder than sudo
port install.

Thanks again,