NormalInverseGaussianSPDF

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

struct NormalInverseGaussianSPDF (
T
) if (
isFloatingPoint!T
) {}

Constructors

this
this(T alpha, T beta, T delta, T mu)

Members

Functions

opCall
T opCall(T x)

Examples

1 auto pdf = NormalInverseGaussianSPDF!double(1.1, 0.8, 1.1, 1.1);
2 auto x = pdf(0.1);
3 assert(x.isNormal);
4 
5 import scid.calculus : integrate;
6 auto result = pdf.integrate(-double.infinity, double.infinity);
7 assert(fabs(result.value - 1) < result.error);

See Also

Meta