#![allow(clippy::excessive_precision)] // Code taken from https://github.com/statrs-dev/statrs //! Provides the [error](https://en.wikipedia.org/wiki/Error_function) and //! related functions mod evaluate { //! Provides functions that don't have a numerical solution and must //! be solved computationally (e.g. evaluation of a polynomial) /// evaluates a polynomial at `z` where `coeff` are the coeffecients /// to a polynomial of order `k` where `k` is the length of `coeff` and the /// coeffecient /// to the `k`th power is the `k`th element in coeff. E.g. [3,-1,2] equates to /// `2z^2 - z + 3` /// /// # Remarks /// /// Returns 0 for a 0 length coefficient slice pub fn polynomial(z: f64, coeff: &[f64]) -> f64 { let n = coeff.len(); if n == 0 { return 0.0; } let mut sum = *coeff.last().unwrap(); for c in coeff[0..n - 1].iter().rev() { sum = *c + z * sum; } sum } } use std::f64; /// `erf` calculates the error function at `x`. pub fn erf(x: f64) -> f64 { if x.is_nan() { f64::NAN } else if x >= 0.0 && x.is_infinite() { 1.0 } else if x <= 0.0 && x.is_infinite() { -1.0 } else if x == 0. { 0.0 } else { erf_impl(x, false) } } /// `erf_inv` calculates the inverse error function /// at `x`. pub fn erf_inv(x: f64) -> f64 { if x == 0.0 { 0.0 } else if x >= 1.0 { f64::INFINITY } else if x <= -1.0 { f64::NEG_INFINITY } else if x < 0.0 { erf_inv_impl(-x, 1.0 + x, -1.0) } else { erf_inv_impl(x, 1.0 - x, 1.0) } } /// `erfc` calculates the complementary error function /// at `x`. pub fn erfc(x: f64) -> f64 { if x.is_nan() { f64::NAN } else if x == f64::INFINITY { 0.0 } else if x == f64::NEG_INFINITY { 2.0 } else { erf_impl(x, true) } } /// `erfc_inv` calculates the complementary inverse /// error function at `x`. pub fn erfc_inv(x: f64) -> f64 { if x <= 0.0 { f64::INFINITY } else if x >= 2.0 { f64::NEG_INFINITY } else if x > 1.0 { erf_inv_impl(-1.0 + x, 2.0 - x, -1.0) } else { erf_inv_impl(1.0 - x, x, 1.0) } } // ********************************************************** // ********** Coefficients for erf_impl polynomial ********** // ********************************************************** /// Polynomial coefficients for a numerator of `erf_impl` /// in the interval [1e-10, 0.5]. const ERF_IMPL_AN: &[f64] = &[ 0.00337916709551257388990745, -0.00073695653048167948530905, -0.374732337392919607868241, 0.0817442448733587196071743, -0.0421089319936548595203468, 0.0070165709512095756344528, -0.00495091255982435110337458, 0.000871646599037922480317225, ]; /// Polynomial coefficients for a denominator of `erf_impl` /// in the interval [1e-10, 0.5] const ERF_IMPL_AD: &[f64] = &[ 1.0, -0.218088218087924645390535, 0.412542972725442099083918, -0.0841891147873106755410271, 0.0655338856400241519690695, -0.0120019604454941768171266, 0.00408165558926174048329689, -0.000615900721557769691924509, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [0.5, 0.75]. const ERF_IMPL_BN: &[f64] = &[ -0.0361790390718262471360258, 0.292251883444882683221149, 0.281447041797604512774415, 0.125610208862766947294894, 0.0274135028268930549240776, 0.00250839672168065762786937, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [0.5, 0.75]. const ERF_IMPL_BD: &[f64] = &[ 1.0, 1.8545005897903486499845, 1.43575803037831418074962, 0.582827658753036572454135, 0.124810476932949746447682, 0.0113724176546353285778481, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [0.75, 1.25]. const ERF_IMPL_CN: &[f64] = &[ -0.0397876892611136856954425, 0.153165212467878293257683, 0.191260295600936245503129, 0.10276327061989304213645, 0.029637090615738836726027, 0.0046093486780275489468812, 0.000307607820348680180548455, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [0.75, 1.25]. const ERF_IMPL_CD: &[f64] = &[ 1.0, 1.95520072987627704987886, 1.64762317199384860109595, 0.768238607022126250082483, 0.209793185936509782784315, 0.0319569316899913392596356, 0.00213363160895785378615014, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [1.25, 2.25]. const ERF_IMPL_DN: &[f64] = &[ -0.0300838560557949717328341, 0.0538578829844454508530552, 0.0726211541651914182692959, 0.0367628469888049348429018, 0.00964629015572527529605267, 0.00133453480075291076745275, 0.778087599782504251917881e-4, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [1.25, 2.25]. const ERF_IMPL_DD: &[f64] = &[ 1.0, 1.75967098147167528287343, 1.32883571437961120556307, 0.552528596508757581287907, 0.133793056941332861912279, 0.0179509645176280768640766, 0.00104712440019937356634038, -0.106640381820357337177643e-7, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [2.25, 3.5]. const ERF_IMPL_EN: &[f64] = &[ -0.0117907570137227847827732, 0.014262132090538809896674, 0.0202234435902960820020765, 0.00930668299990432009042239, 0.00213357802422065994322516, 0.00025022987386460102395382, 0.120534912219588189822126e-4, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [2.25, 3.5]. const ERF_IMPL_ED: &[f64] = &[ 1.0, 1.50376225203620482047419, 0.965397786204462896346934, 0.339265230476796681555511, 0.0689740649541569716897427, 0.00771060262491768307365526, 0.000371421101531069302990367, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [3.5, 5.25]. const ERF_IMPL_FN: &[f64] = &[ -0.00546954795538729307482955, 0.00404190278731707110245394, 0.0054963369553161170521356, 0.00212616472603945399437862, 0.000394984014495083900689956, 0.365565477064442377259271e-4, 0.135485897109932323253786e-5, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [3.5, 5.25]. const ERF_IMPL_FD: &[f64] = &[ 1.0, 1.21019697773630784832251, 0.620914668221143886601045, 0.173038430661142762569515, 0.0276550813773432047594539, 0.00240625974424309709745382, 0.891811817251336577241006e-4, -0.465528836283382684461025e-11, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [5.25, 8]. const ERF_IMPL_GN: &[f64] = &[ -0.00270722535905778347999196, 0.0013187563425029400461378, 0.00119925933261002333923989, 0.00027849619811344664248235, 0.267822988218331849989363e-4, 0.923043672315028197865066e-6, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [5.25, 8]. const ERF_IMPL_GD: &[f64] = &[ 1.0, 0.814632808543141591118279, 0.268901665856299542168425, 0.0449877216103041118694989, 0.00381759663320248459168994, 0.000131571897888596914350697, 0.404815359675764138445257e-11, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [8, 11.5]. const ERF_IMPL_HN: &[f64] = &[ -0.00109946720691742196814323, 0.000406425442750422675169153, 0.000274499489416900707787024, 0.465293770646659383436343e-4, 0.320955425395767463401993e-5, 0.778286018145020892261936e-7, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [8, 11.5]. const ERF_IMPL_HD: &[f64] = &[ 1.0, 0.588173710611846046373373, 0.139363331289409746077541, 0.0166329340417083678763028, 0.00100023921310234908642639, 0.24254837521587225125068e-4, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [11.5, 17]. const ERF_IMPL_IN: &[f64] = &[ -0.00056907993601094962855594, 0.000169498540373762264416984, 0.518472354581100890120501e-4, 0.382819312231928859704678e-5, 0.824989931281894431781794e-7, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [11.5, 17]. const ERF_IMPL_ID: &[f64] = &[ 1.0, 0.339637250051139347430323, 0.043472647870310663055044, 0.00248549335224637114641629, 0.535633305337152900549536e-4, -0.117490944405459578783846e-12, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [17, 24]. const ERF_IMPL_JN: &[f64] = &[ -0.000241313599483991337479091, 0.574224975202501512365975e-4, 0.115998962927383778460557e-4, 0.581762134402593739370875e-6, 0.853971555085673614607418e-8, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [17, 24]. const ERF_IMPL_JD: &[f64] = &[ 1.0, 0.233044138299687841018015, 0.0204186940546440312625597, 0.000797185647564398289151125, 0.117019281670172327758019e-4, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [24, 38]. const ERF_IMPL_KN: &[f64] = &[ -0.000146674699277760365803642, 0.162666552112280519955647e-4, 0.269116248509165239294897e-5, 0.979584479468091935086972e-7, 0.101994647625723465722285e-8, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [24, 38]. const ERF_IMPL_KD: &[f64] = &[ 1.0, 0.165907812944847226546036, 0.0103361716191505884359634, 0.000286593026373868366935721, 0.298401570840900340874568e-5, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [38, 60]. const ERF_IMPL_LN: &[f64] = &[ -0.583905797629771786720406e-4, 0.412510325105496173512992e-5, 0.431790922420250949096906e-6, 0.993365155590013193345569e-8, 0.653480510020104699270084e-10, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [38, 60]. const ERF_IMPL_LD: &[f64] = &[ 1.0, 0.105077086072039915406159, 0.00414278428675475620830226, 0.726338754644523769144108e-4, 0.477818471047398785369849e-6, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [60, 85]. const ERF_IMPL_MN: &[f64] = &[ -0.196457797609229579459841e-4, 0.157243887666800692441195e-5, 0.543902511192700878690335e-7, 0.317472492369117710852685e-9, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [60, 85]. const ERF_IMPL_MD: &[f64] = &[ 1.0, 0.052803989240957632204885, 0.000926876069151753290378112, 0.541011723226630257077328e-5, 0.535093845803642394908747e-15, ]; /// Polynomial coefficients for a numerator in `erf_impl` /// in the interval [85, 110]. const ERF_IMPL_NN: &[f64] = &[ -0.789224703978722689089794e-5, 0.622088451660986955124162e-6, 0.145728445676882396797184e-7, 0.603715505542715364529243e-10, ]; /// Polynomial coefficients for a denominator in `erf_impl` /// in the interval [85, 110]. const ERF_IMPL_ND: &[f64] = &[ 1.0, 0.0375328846356293715248719, 0.000467919535974625308126054, 0.193847039275845656900547e-5, ]; // ********************************************************** // ********** Coefficients for erf_inv_impl polynomial ****** // ********************************************************** /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0, 0.5]. const ERF_INV_IMPL_AN: &[f64] = &[ -0.000508781949658280665617, -0.00836874819741736770379, 0.0334806625409744615033, -0.0126926147662974029034, -0.0365637971411762664006, 0.0219878681111168899165, 0.00822687874676915743155, -0.00538772965071242932965, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0, 0.5]. const ERF_INV_IMPL_AD: &[f64] = &[ 1.0, -0.970005043303290640362, -1.56574558234175846809, 1.56221558398423026363, 0.662328840472002992063, -0.71228902341542847553, -0.0527396382340099713954, 0.0795283687341571680018, -0.00233393759374190016776, 0.000886216390456424707504, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.5, 0.75]. const ERF_INV_IMPL_BN: &[f64] = &[ -0.202433508355938759655, 0.105264680699391713268, 8.37050328343119927838, 17.6447298408374015486, -18.8510648058714251895, -44.6382324441786960818, 17.445385985570866523, 21.1294655448340526258, -3.67192254707729348546, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.5, 0.75]. const ERF_INV_IMPL_BD: &[f64] = &[ 1.0, 6.24264124854247537712, 3.9713437953343869095, -28.6608180499800029974, -20.1432634680485188801, 48.5609213108739935468, 10.8268667355460159008, -22.6436933413139721736, 1.72114765761200282724, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.75, 1] with x less than 3. const ERF_INV_IMPL_CN: &[f64] = &[ -0.131102781679951906451, -0.163794047193317060787, 0.117030156341995252019, 0.387079738972604337464, 0.337785538912035898924, 0.142869534408157156766, 0.0290157910005329060432, 0.00214558995388805277169, -0.679465575181126350155e-6, 0.285225331782217055858e-7, -0.681149956853776992068e-9, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.75, 1] with x less than 3. const ERF_INV_IMPL_CD: &[f64] = &[ 1.0, 3.46625407242567245975, 5.38168345707006855425, 4.77846592945843778382, 2.59301921623620271374, 0.848854343457902036425, 0.152264338295331783612, 0.01105924229346489121, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 3 and 6. const ERF_INV_IMPL_DN: &[f64] = &[ -0.0350353787183177984712, -0.00222426529213447927281, 0.0185573306514231072324, 0.00950804701325919603619, 0.00187123492819559223345, 0.000157544617424960554631, 0.460469890584317994083e-5, -0.230404776911882601748e-9, 0.266339227425782031962e-11, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 3 and 6. const ERF_INV_IMPL_DD: &[f64] = &[ 1.0, 1.3653349817554063097, 0.762059164553623404043, 0.220091105764131249824, 0.0341589143670947727934, 0.00263861676657015992959, 0.764675292302794483503e-4, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 6 and 18. const ERF_INV_IMPL_EN: &[f64] = &[ -0.0167431005076633737133, -0.00112951438745580278863, 0.00105628862152492910091, 0.000209386317487588078668, 0.149624783758342370182e-4, 0.449696789927706453732e-6, 0.462596163522878599135e-8, -0.281128735628831791805e-13, 0.99055709973310326855e-16, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 6 and 18. const ERF_INV_IMPL_ED: &[f64] = &[ 1.0, 0.591429344886417493481, 0.138151865749083321638, 0.0160746087093676504695, 0.000964011807005165528527, 0.275335474764726041141e-4, 0.282243172016108031869e-6, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 18 and 44. const ERF_INV_IMPL_FN: &[f64] = &[ -0.0024978212791898131227, -0.779190719229053954292e-5, 0.254723037413027451751e-4, 0.162397777342510920873e-5, 0.396341011304801168516e-7, 0.411632831190944208473e-9, 0.145596286718675035587e-11, -0.116765012397184275695e-17, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.75, 1] with x between 18 and 44. const ERF_INV_IMPL_FD: &[f64] = &[ 1.0, 0.207123112214422517181, 0.0169410838120975906478, 0.000690538265622684595676, 0.145007359818232637924e-4, 0.144437756628144157666e-6, 0.509761276599778486139e-9, ]; /// Polynomial coefficients for a numerator of `erf_inv_impl` /// in the interval [0.75, 1] with x greater than 44. const ERF_INV_IMPL_GN: &[f64] = &[ -0.000539042911019078575891, -0.28398759004727721098e-6, 0.899465114892291446442e-6, 0.229345859265920864296e-7, 0.225561444863500149219e-9, 0.947846627503022684216e-12, 0.135880130108924861008e-14, -0.348890393399948882918e-21, ]; /// Polynomial coefficients for a denominator of `erf_inv_impl` /// in the interval [0.75, 1] with x greater than 44. const ERF_INV_IMPL_GD: &[f64] = &[ 1.0, 0.0845746234001899436914, 0.00282092984726264681981, 0.468292921940894236786e-4, 0.399968812193862100054e-6, 0.161809290887904476097e-8, 0.231558608310259605225e-11, ]; /// `erf_impl` computes the error function at `z`. /// If `inv` is true, `1 - erf` is calculated as opposed to `erf` fn erf_impl(z: f64, inv: bool) -> f64 { if z < 0.0 { if !inv { return -erf_impl(-z, false); } if z < -0.5 { return 2.0 - erf_impl(-z, true); } return 1.0 + erf_impl(-z, false); } let result = if z < 0.5 { if z < 1e-10 { z * 1.125 + z * 0.003379167095512573896158903121545171688 } else { z * 1.125 + z * evaluate::polynomial(z, ERF_IMPL_AN) / evaluate::polynomial(z, ERF_IMPL_AD) } } else if z < 110.0 { let (r, b) = if z < 0.75 { ( evaluate::polynomial(z - 0.5, ERF_IMPL_BN) / evaluate::polynomial(z - 0.5, ERF_IMPL_BD), 0.3440242112, ) } else if z < 1.25 { ( evaluate::polynomial(z - 0.75, ERF_IMPL_CN) / evaluate::polynomial(z - 0.75, ERF_IMPL_CD), 0.419990927, ) } else if z < 2.25 { ( evaluate::polynomial(z - 1.25, ERF_IMPL_DN) / evaluate::polynomial(z - 1.25, ERF_IMPL_DD), 0.4898625016, ) } else if z < 3.5 { ( evaluate::polynomial(z - 2.25, ERF_IMPL_EN) / evaluate::polynomial(z - 2.25, ERF_IMPL_ED), 0.5317370892, ) } else if z < 5.25 { ( evaluate::polynomial(z - 3.5, ERF_IMPL_FN) / evaluate::polynomial(z - 3.5, ERF_IMPL_FD), 0.5489973426, ) } else if z < 8.0 { ( evaluate::polynomial(z - 5.25, ERF_IMPL_GN) / evaluate::polynomial(z - 5.25, ERF_IMPL_GD), 0.5571740866, ) } else if z < 11.5 { ( evaluate::polynomial(z - 8.0, ERF_IMPL_HN) / evaluate::polynomial(z - 8.0, ERF_IMPL_HD), 0.5609807968, ) } else if z < 17.0 { ( evaluate::polynomial(z - 11.5, ERF_IMPL_IN) / evaluate::polynomial(z - 11.5, ERF_IMPL_ID), 0.5626493692, ) } else if z < 24.0 { ( evaluate::polynomial(z - 17.0, ERF_IMPL_JN) / evaluate::polynomial(z - 17.0, ERF_IMPL_JD), 0.5634598136, ) } else if z < 38.0 { ( evaluate::polynomial(z - 24.0, ERF_IMPL_KN) / evaluate::polynomial(z - 24.0, ERF_IMPL_KD), 0.5638477802, ) } else if z < 60.0 { ( evaluate::polynomial(z - 38.0, ERF_IMPL_LN) / evaluate::polynomial(z - 38.0, ERF_IMPL_LD), 0.5640528202, ) } else if z < 85.0 { ( evaluate::polynomial(z - 60.0, ERF_IMPL_MN) / evaluate::polynomial(z - 60.0, ERF_IMPL_MD), 0.5641309023, ) } else { ( evaluate::polynomial(z - 85.0, ERF_IMPL_NN) / evaluate::polynomial(z - 85.0, ERF_IMPL_ND), 0.5641584396, ) }; let g = (-z * z).exp() / z; g * b + g * r } else { 0.0 }; if inv && z >= 0.5 { result } else if z >= 0.5 || inv { 1.0 - result } else { result } } // `erf_inv_impl` computes the inverse error function where // `p`,`q`, and `s` are the first, second, and third intermediate // parameters respectively fn erf_inv_impl(p: f64, q: f64, s: f64) -> f64 { let result = if p <= 0.5 { let y = 0.0891314744949340820313; let g = p * (p + 10.0); let r = evaluate::polynomial(p, ERF_INV_IMPL_AN) / evaluate::polynomial(p, ERF_INV_IMPL_AD); g * y + g * r } else if q >= 0.25 { let y = 2.249481201171875; let g = (-2.0 * q.ln()).sqrt(); let xs = q - 0.25; let r = evaluate::polynomial(xs, ERF_INV_IMPL_BN) / evaluate::polynomial(xs, ERF_INV_IMPL_BD); g / (y + r) } else { let x = (-q.ln()).sqrt(); if x < 3.0 { let y = 0.807220458984375; let xs = x - 1.125; let r = evaluate::polynomial(xs, ERF_INV_IMPL_CN) / evaluate::polynomial(xs, ERF_INV_IMPL_CD); y * x + r * x } else if x < 6.0 { let y = 0.93995571136474609375; let xs = x - 3.0; let r = evaluate::polynomial(xs, ERF_INV_IMPL_DN) / evaluate::polynomial(xs, ERF_INV_IMPL_DD); y * x + r * x } else if x < 18.0 { let y = 0.98362827301025390625; let xs = x - 6.0; let r = evaluate::polynomial(xs, ERF_INV_IMPL_EN) / evaluate::polynomial(xs, ERF_INV_IMPL_ED); y * x + r * x } else if x < 44.0 { let y = 0.99714565277099609375; let xs = x - 18.0; let r = evaluate::polynomial(xs, ERF_INV_IMPL_FN) / evaluate::polynomial(xs, ERF_INV_IMPL_FD); y * x + r * x } else { let y = 0.99941349029541015625; let xs = x - 44.0; let r = evaluate::polynomial(xs, ERF_INV_IMPL_GN) / evaluate::polynomial(xs, ERF_INV_IMPL_GD); y * x + r * x } }; s * result }