compute-erfinv

Inverse error function.

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erfinv
!NPM versionnpm-imagenpm-url !Build Statustravis-imagetravis-url !Coverage Statuscoveralls-imagecoveralls-url !Dependenciesdependencies-imagedependencies-url
Inverse error function.

The inverse error function is defined in terms of the Maclaurin series
\operatorname{erf}^{-1}(z)=\sum_{k=0}^\infty\frac{c_k}{2k+1}\left (\frac{\sqrt{\pi}}{2}z\right )^{2k+1}" data-equation="eq:inverse_error_function"> <img src="https://cdn.rawgit.com/compute-io/erfinv/47176c1d9a8c9694cb7ef83c21c18bf2a89af333/docs/img/eqn.svg" alt="Equation of the inverse error function."> <br>

where c_0 = 1 and
c_k=\sum_{m=0}^{k-1}\frac{c_m c_{k-1-m}}{(m+1)(2m+1)} = \left\{1,1,\frac{7}{6},\frac{127}{90},\frac{4369}{2520},\frac{34807}{16200},\ldots\right\}" data-equation="eq:inverse_error_function_series_coefficients"> <img src="https://cdn.rawgit.com/compute-io/erfinv/47176c1d9a8c9694cb7ef83c21c18bf2a89af333/docs/img/eqn2.svg" alt="Equation of the coefficients."> <br>

Installation

$ npm install compute-erfinv

For use in the browser, use browserify.

Usage

var erfinv = require( 'compute-erfinv' );

erfinv( x, options )

Evaluates the inverse error function. x may be either a number, an array, a typed array, or a matrix. All numeric values must reside on the interval [-1,1].
var matrix = require( 'dstructs-matrix' ),
	data,
	mat,
	out,
	i;

out = erfinv( 0.5 );
// returns ~0.47694

out = erfinv( [ 0, 0.2, 0.5, 0.8, 1 ] );
// returns [ 0, 0.17914, 0.47694, 0.90619, +infinity ]

data = [ 0, 0.5, 1 ];
out = erfinv( data );
// returns [ 0, 0.47694, +infinity ]

data = new Float32Array( data );
out = erfinv( data );
// returns Float64Array(  [ 0, 0.47694, +infinity ] )

data = new Float64Array( 4 );
for ( i = 0; i < 4; i++ ) {
	data[ i ] = i / 2;
}
mat = matrix( data, [2,2], 'float64' );
/*
	[ 0    0.25
	  0.5  0.75 ]
*/

out = erfinv( mat );
/*
	[  0      ~0.2253
	  ~0.4769 ~0.8134 ]
*/

The function accepts the following options:
  • accessor: accessor function for accessing array values.
  • dtype: output typed array or matrix data type. Default: float64.
    __copy__: `boolean` indicating if the `function` should return a new data structure. Default: `true`.
  • __path__: [deepget](https://github.com/kgryte/utils-deep-get)/[deepset](https://github.com/kgryte/utils-deep-set) key path.
  • __sep__: [deepget](https://github.com/kgryte/utils-deep-get)/[deepset](https://github.com/kgryte/utils-deep-set) key path separator. Default: `'.'`.

For non-numeric arrays, provide an accessor function for accessing array values.
var data = [
	['beep', 0],
	['boop', 0.2],
	['bip', 0.5],
	['bap', 0.8],
	['baz', 1]
];

function getValue( d, i ) {
	return d[ 1 ];
}

var out = erfinv( data, {
	'accessor': getValue
});
// returns [ 0, 0.17914, 0.47694, 0.90619, +infinity ]

To deepset an object array, provide a key path and, optionally, a key path separator.
var data = [
	{'x':[0,0]},
	{'x':[1,0.25]},
	{'x':[2,0.5]},
	{'x':[3,0.75]},
	{'x':[4,1]}
];

var out = erfinv( data, 'x|1', '|' );
/*
	[
		{'x':[0,0]},
		{'x':[1,0.2253]},
		{'x':[2,0.4769]},
		{'x':[3,0.8134]},
		{'x':[4,+infinity]}
	]
*/

var bool = ( data === out );
// returns true

By default, when provided a typed array or matrix, the output data structure is float64 in order to preserve precision. To specify a different data type, set the dtype option (see matrix for a list of acceptable data types).
var data, out;

data = new float64Array( [0, 0.25, 0.5] );

out = erfinv( data, {
	'dtype': 'int32'
});
// returns Int32Array( [0,0,0] )

// Works for plain arrays, as well...
out = erfinv( [0, 0.25, 0.5], {
	'dtype': 'uint8'
});
// returns Uint8Array( [0,0,0] )

By default, the function returns a new data structure. To mutate the input data structure (e.g., when input values can be discarded or when optimizing memory usage), set the copy option to false.
var data,
	bool,
	mat,
	out,
	i;

var data = [ 0, 0.2, 0.5, 0.8, 1 ];

var out = erfinv( data, {
	'copy': false
});
// returns [ 0, 0.17914, 0.47694, 0.90619, +infinity ]

bool = ( data === out );
// returns true

data = new Float64Array( 4 );
for ( i = 0; i < 4; i++ ) {
	data[ i ] = i / 4;
}
mat = matrix( data, [2,2], 'float64' );
/*
	[  0    0.25
	   0.5  0.75 ]
*/

out = erfinv( mat, {
	'copy': false
});
/*
	[  0      ~0.2253
	  ~0.4769 ~0.8134 ]
*/

bool = ( mat === out );
// returns true

Notes

``` javascript
var data, out;

out = erfinv( null );
// returns NaN

out = erfinv( true );
// returns NaN

out = erfinv( {'a':'b'} );
// returns NaN

out = erfinv( [ true, null, [] ] );
// returns [ NaN, NaN, NaN ]

function getValue( d, i ) {
	return d.x;
}
data = [
	{'x':true},
	{'x':[]},
	{'x':{}},
	{'x':null}
];

out = erfinv( data, {
	'accessor': getValue
});
// returns [ NaN, NaN, NaN, NaN ]

out = erfinv( data, {
	'path': 'x'
});
/*
	[
		{'x':NaN},
		{'x':NaN},
		{'x':NaN,
		{'x':NaN}
	]
*/
```
  • Be careful when providing a data structure which contains non-numeric elements and specifying an integer output data type, as NaN values are cast to 0.
``` javascript
var out = erfinv( [ true, null, [] ], {
	'dtype': 'int8'
});
// returns Int8Array( [0,0,0] );
```

Examples

var matrix = require( 'dstructs-matrix' ),
	erfinv = require( 'compute-erfinv' );

var data,
	mat,
	out,
	tmp,
	i;

// Plain arrays...
data = new Array( 100 );
for ( i = 0; i < data.length; i++ ) {
	data[ i ] = ( Math.random() - 0.5 ) * 2;
}
out = erfinv( data );

// Object arrays (accessors)...
function getValue( d ) {
	return d.x;
}
for ( i = 0; i < data.length; i++ ) {
	data[ i ] = {
		'x': data[ i ]
	};
}
out = erfinv( data, {
	'accessor': getValue
});

// Deep set arrays...
for ( i = 0; i < data.length; i++ ) {
	data[ i ] = {
		'x': [ i, data[ i ].x ]
	};
}
out = erfinv( data, {
	'path': 'x/1',
	'sep': '/'
});

// Typed arrays...
data = new Int32Array( 10 );
for ( i = 0; i < data.length; i++ ) {
	data[ i ] = ( Math.random() - 0.5 ) * 2;
}
tmp = erfinv( data );
out = '';
for ( i = 0; i < data.length; i++ ) {
	out += tmp[ i ];
	if ( i < data.length-1 ) {
		out += ',';
	}
}

// Matrices...
mat = matrix( data, [5,2], 'int32' );
out = erfinv( mat );

// Matrices (custom output data type)...
out = erfinv( mat, {
	'dtype': 'uint8'
});

To run the example code from the top-level application directory,
$ node ./examples/index.js

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:
$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:
$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,
$ make view-cov

License

MIT license

Copyright

Copyright © 2014-2015. The Compute.io Authors.