Some basic but difficult to implement mathmatical functions
Note: for distribution functions please see
npm install mathfn
var mathfn = ;console; // 0.0
mathfn is a slowly growing collection of some difficult mathmatical functions
there should be included in
Math. but isn't. This is a list of the currently
implemented functions and a few details.
This function is implemented using the "Abramowitz & Stegun" approximation
its theortical accuracy is
might result in a lower accuracy.
Unlike most implementation of
erfc(x), this is not calculated using
1 - erf(x),
but is an acutall approximation of
This is calculated using
inverf(p) = -inverfc(p + 1), if you known of specific
approximation please file an issue or pull request.
This uses a very common approximation of
inverfc(p), see source code for more
This acutally contains 3 diffrent approximations of
gamma(x) which one is
automatically determined by the
For values less than
12 the result is calculated using
any other case a specific approximation is used.
These are taken from the
jstat library and modified to fit intro the API
pattern used in this module. Futhermore they also take advanges of the special
log1p function implemented in this module.
x is a very small number computers calculates
ln(1 + x) as
zero and then every thing is lost. This is a specific approximation of
ln(1 + x) and should be used only in case of small values.
x! can quickly get very big, and exceed the limitation of the float value,
ln(x!) instead can in some cases solve this problem.
All functions are tested by comparing with a mathematical reference either MatLab, Maple or R.
A special thank to John D. Cook, who writes a very good blog about some of these functions, and maintains a stand alone implementation catalog. See also this article about regarding floating point errors in some mathematical function: http://www.johndcook.com/blog/2010/06/07/math-library-functions-that-seem-unnecessary/
The software is license under "MIT"
Copyright (c) 2013 Andreas Madsen
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