alias toPDF = convertTo!PDF

Copyright

© 2014-2015 Ilya Yaroshenko

License

MIT

Aliases

toPDF
convertTo!PDF

Structs

NormalSPDF

Normal PDF

GammaSPDF

Gamma PDF

InverseGammaSPDF

Inverse-gamma PDF

GeneralizedGammaSPDF

Generalized gamma PDF

InverseGaussianSPDF

Inverse Gaussian PDF

ProperGeneralizedInverseGaussianSPDF

Proper generalized inverse Gaussian PDF

VarianceGammaSPDF

Variance gamma (gamma mixture of normals) PDF

HyperbolicAsymmetricTSPDF

Hyperbolic asymmetric T (inverse gamma mixture of normals) PDF

NormalInverseGaussianSPDF

Normal-inverse Gaussian (inverse Gaussian mixture of normals) PDF

ProperGeneralizedHyperbolicSPDF

Proper generalized hyperbolic (generalized inverse Gaussian mixture of normals) PDF

Interfaces

PDF

Probability density function interface

Classes

NormalVarianceMeanMixturePDF

Variance-mean mixture of normals. Unstable algorithm.

GeneralizedVarianceGammaPDF

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

GeneralizedInverseGaussianPDF

Generalized inverse Gaussian PDF

GeneralizedHyperbolicPDF

Generalized hyperbolic (generalized inverse Gaussian mixture of normals) PDF