CharFunTool: The Characteristic Functions Toolbox

Versione 1.4.1 (1,96 MB) da Viktor Witkovsky
Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion
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1,1K download
Aggiornato 4 mag 2024
Visualizza la licenza su GitHub

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.

Cita come

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

Compatibilità della release di MATLAB
Creato con R2017a
Compatibile con qualsiasi release
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Examples

Le versioni che utilizzano il ramo predefinito di GitHub non possono essere scaricate

Versione Pubblicato Note della release
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

Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.
Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.