alias toCDF = convertTo!CDF

Copyright

© 2014-2015 Ilya Yaroshenko

License

MIT

Aliases

toCDF
convertTo!CDF

Structs

NormalSCDF

Normal PDF

GammaSCDF

Gamma CDF

InverseGammaSCDF

Inverse-gamma CDF

GeneralizedGammaSCDF

Generalized gamma CDF

InverseGaussianSCDF

Inverse Gaussian CDF

Interfaces

CDF

Comulative density function interface

Classes

NumericCDF

Class to compute cumulative density function as integral of it's probability density function. Unstable algorithm.

NumericCCDF

Class to compute complementary cumulative density function as integral of it's probability density function. Unstable algorithm.

GeneralizedHyperbolicCDF

Generalized hyperbolic (generalized inverse Gaussian mixture of normals) CDF. Unstable algorithm.

ProperGeneralizedInverseGaussianCDF

Proper generalized inverse Gaussian CDF. Unstable algorithm.

NormalVarianceMeanMixtureCDF

Variance-mean mixture of normals. Unstable algorithm.

GeneralizedVarianceGammaCDF

Generalized variance-gamma (generalized gamma mixture of normals) CDF. Unstable algorithm.