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Gauss polynomial for the non central chi squared distribution

References: Gauss quadratures and orthogonal polynomials

G.H. Gloub and J.H. Welsch: Calculation of Gauss quadrature rule. Math. Comput. 23 (1986), 221-230, http://web.stanford.edu/class/cme335/spr11/S0025-5718-69-99647-1.pdf

M. Morandi Cecchi and M. Redivo Zaglia, Computing the coefficients of a recurrence formula for numerical integration by moments and modified moments. http://ac.els-cdn.com/0377042793901522/1-s2.0-0377042793901522-main.pdf ?_tid=643d5dca-a05d-11e6-9a56-00000aab0f27&acdnat =1478023545_cf7c87cba4cc9e37a136e68a2564d411

Hierarchy

Index

Constructors

Properties

Methods

Constructors

constructor

Properties

Private _b

_b: Real[]

Private _c

_c: Real[]

Private _lambda

_lambda: Real

Private _nu

_nu: Real

Private _z

_z: Real[][]

Methods

Private _alpha

  • Parameters

    Returns Real

Private _beta

  • Parameters

    Returns Real

alpha

beta

mu_0

value

w

weightedValue

Private z

  • Parameters

    Returns Real