Class BivariateCumulativeStudentDistribution
Hierarchy
BivariateCumulativeStudentDistribution
Constructors
constructor
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:18
Parameters
Properties
Private _n
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:168
Private _rho
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:169
Methods
Private P_n
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:53
Parameters
Private arctan
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:36
Parameters
Returns number
f
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:24
Parameters
Private f_x
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:42
Parameters
Private sign
sign( val: Real ) : 0 | 1 | -1
Defined in ql/math/distributions/bivariatestudenttdistribution.ts:28
Parameters
Returns 0 | 1 | -1
Legend
Module Object literal Variable Function Function with type parameter Index signature Type alias Type alias with type parameter
Enumeration Enumeration member Property Method
Interface Interface with type parameter Constructor Property Method Index signature
Class Class with type parameter Constructor Property Method Accessor Index signature
Inherited constructor Inherited property Inherited method Inherited accessor
Protected property Protected method Protected accessor
Private property Private method Private accessor
Static property Static method
Cumulative Student t-distribution
Implemented following the formulas from Dunnett, C.W. and Sobel, M. (1954). A bivariate generalization of Student t-distribution with tables for certain special cases. Biometrika 41, 153–169.