CharFunTool: The Characteristic Functions Toolbox
Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion
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CharFunTool consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the combined and/or compound characteristic functions, used to evaluate the cumulative distribution function (CDF), the probability density function (PDF), and/or the quantile function (QF).
For more details and current development see: https://github.com/witkovsky/CharFunTool.
인용 양식
Viktor Witkovsky (2026). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. 검색 날짜: .
GitHub 디폴트 브랜치를 사용하는 버전은 다운로드할 수 없음
| 버전 | 퍼블리시됨 | 릴리스 정보 | Action |
|---|---|---|---|
| 1.4.1 | IMS SAS included in Summary |
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| 1.4.0 | Release v1.4.0 introduces a set of new characteristic functions related to the Chi-distribution, the non-central Chi-distribution and CFs of the associated log-transformed random variables. |
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| 1.0.0.0 |
