Daniel Cohen danielc192
danielc192
/ InverseError.rb
Last active
December 19, 2015 00:39
Code to calculate the Inverse Error function using a power series approximation. Based on information at http://en.wikipedia.org/wiki/Error_function#Inverse_functions. Implemented as a method in the Math module, but it could easily be run independently.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| module Math | |
| def self.invErf(x) | |
| c = [] | |
| c[0] = 1.0 | |
| c[1] = 1.0 | |
| result = 0.0 | |
| (0..100).each do |k| | |
| # Calculate C sub k | |
| if k > 1 then | |
| c[k] = 0.0 |
danielc192
/ 2F1Hypergeometic.rb
Created
June 25, 2013 19:47
This might be helpful for anyone trying to implement a t-distribution or other function which requires the 2F1 hypergeometic function. This code is based on an algorithm from http://people.maths.ox.ac.uk/porterm/research/pearson_final.pdf, and extends the Math module, although it could easily be implemented independently.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| module Math | |
| ## | |
| # hypergeom(a, b, c, z) => Float | |
| # Implementation of the 2F1 Hypergeometic Function using converging Taylor Series. | |
| # Note 10,000 iterations is normally more than enough to achieve convergence, but feel free to increase | |
| # | |
| def self.hypergeom(a, b, c, z) | |
| s = [] | |
| cj = [] | |
| cj[0] = 1 |