GeneralizedHyperbolicPDF

Generalized hyperbolic (generalized inverse Gaussian mixture of normals) PDF

final
class GeneralizedHyperbolicPDF : PDF!T(
T
) if (
isFloatingPoint!T
) {}

Constructors

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

Members

Functions

opCall
T opCall(T x)
Undocumented in source. Be warned that the author may not have intended to support it.

Examples

auto pdf = new GeneralizedHyperbolicPDF!double(1.1, 1.1, 0.9, 1.1, 1.1);
auto x = pdf(0.1);
assert(x.isNormal);

import scid.calculus : integrate;
auto result = pdf.integrate(-double.infinity, double.infinity);
assert(fabs(result.value - 1) < result.error);

See Also

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