CharFunTool: The Characteristic Functions Toolbox
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 .
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Ispirato: StressStrengthR, Numerical Inversion of a Bivariate Characteristic Function
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Applications/APPL_MultivariateAnalysis
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Applications/APPL_RiskModeling/CRMTool
CF_InvAlgorithms
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Versione | Pubblicato | Note della release | |
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1.4.1 | IMS SAS included in Summary |
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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. |
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1.0.0.0 |
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