atmosphere.cdf

Members

Aliases

toCDF alias toCDF = convertTo!CDF

Classes

GeneralizedHyperbolicCDF class GeneralizedHyperbolicCDF(T): Generalized hyperbolic (generalized inverse Gaussian mixture of normals) CDF. Unstable algorithm.
GeneralizedVarianceGammaCDF class GeneralizedVarianceGammaCDF(T): Generalized variance-gamma (generalized gamma mixture of normals) CDF. Unstable algorithm.
NormalVarianceMeanMixtureCDF class NormalVarianceMeanMixtureCDF(T): Variance-mean mixture of normals. Unstable algorithm.
NumericCCDF class NumericCCDF(T): Class to compute complementary cumulative density function as integral of it's probability density function. Unstable algorithm.
NumericCDF class NumericCDF(T): Class to compute cumulative density function as integral of it's probability density function. Unstable algorithm.
ProperGeneralizedInverseGaussianCDF class ProperGeneralizedInverseGaussianCDF(T): Proper generalized inverse Gaussian CDF. Unstable algorithm.

Interfaces

CDF interface CDF(T): Comulative density function interface

Structs

GammaSCDF struct GammaSCDF(T): Gamma CDF
GeneralizedGammaSCDF struct GeneralizedGammaSCDF(T): Generalized gamma CDF
InverseGammaSCDF struct InverseGammaSCDF(T): Inverse-gamma CDF
InverseGaussianSCDF struct InverseGaussianSCDF(T): Inverse Gaussian CDF
NormalSCDF struct NormalSCDF(T): Normal PDF

Meta

Source

See Source File

Authors

Ilya Yaroshenko

Copyright

© 2014-2015 Ilya Yaroshenko

License

MIT

atmosphere modules