CharFunTool: The Characteristic Functions Toolbox

版本 1.4.1 (2.0 MB) 作者: Viktor Witkovsky
Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion
1.1K 次下载
更新时间 2023/5/14

CharFunTool consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the combined and/or compound characteristic functions, used to evaluate the cumulative distribution function (CDF), the probability density function (PDF), and/or the quantile function (QF).

For more details and current development see: https://github.com/witkovsky/CharFunTool.

引用格式

Viktor Witkovsky (2024). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. 检索来源 .

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版本 已发布 发行说明
1.4.1

IMS SAS included in Summary

1.4.0

Release v1.4.0 introduces a set of new characteristic functions related to the Chi-distribution, the non-central Chi-distribution and CFs of the associated log-transformed random variables.

1.0.0.0

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要查看或报告此来自 GitHub 的附加功能中的问题,请访问其 GitHub 仓库