GeneralizedHyperbolicCDF

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

final

class GeneralizedHyperbolicCDF : NumericCDF!T(

) {

}

Constructors

auto cdf = new GeneralizedHyperbolicCDF!double(3, 2, 1, 5, 6);
auto x = cdf(0.1);
assert(isNormal(x));