TDIST

バージョン 1.7.0.1 (6.19 KB) 作成者: Viktor Witkovsky
Distribution of a linear combination of independent Student's t random variables
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更新 2023/12/3

ライセンスの表示

TDIST is related to CharFunTool: The Characteristic Functions Toolbox in MATLAB. https://github.com/witkovsky/CharFunTool/.

引用

Viktor Witkovsky (2024). TDIST (https://www.mathworks.com/matlabcentral/fileexchange/4199-tdist), MATLAB Central File Exchange. 取得済み .

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バージョン 公開済み リリース ノート
1.7.0.1

Mentioned is the link to CharFunTool: The Characteristic Functions Toolbox in MATLAB. https://github.com/witkovsky/CharFunTool/
1.6.0.1

Institute of Measurement Science SAS included in Summary
1.6.0.0

Corrected was the error in computing the quantile function QF (changed was the starting value for the iteration procedure. Now, qf0 = 0).
1.5.0.0

Added CHF2PDF. A simple function for evaluation of the PDF from the characteristic function by the Fast Fourier Transform (FFT).
1.4.0.0

Added symmetric CHI2 distribution (symmetric mixture of CHI2 and minus CHI2 distributions). Possibility to create a CHEBFUN representation of the output functions.
1.3.0.0

TDIST distributions: Student's t_nu, Normal N(0,1), Rectangular R(-1,1,), Triangular T(-1,1), Arcsine U(-1,1)
1.2.0.0

Summary updated
1.1.0.0

Completely rewritten version
1.0.0.0

Corrected help (funtype 3 and 4).