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x/simplestatistics/src/inverse_error_function.js

simple statistics for node & browser javascript
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/** * The Inverse [Gaussian error function](http://en.wikipedia.org/wiki/Error_function) * returns a numerical approximation to the value that would have caused * `errorFunction()` to return x. * * @param {number} x value of error function * @returns {number} estimated inverted value */function inverseErrorFunction(x) { const a = (8 * (Math.PI - 3)) / (3 * Math.PI * (4 - Math.PI));
const inv = Math.sqrt( Math.sqrt( Math.pow(2 / (Math.PI * a) + Math.log(1 - x * x) / 2, 2) - Math.log(1 - x * x) / a ) - (2 / (Math.PI * a) + Math.log(1 - x * x) / 2) );
if (x >= 0) { return inv; } else { return -inv; }}
export default inverseErrorFunction;