Class InverseCumulativeNonCentralChiSquare

Hierarchy

InverseCumulativeNonCentralChiSquare

Implements

UnaryFunction<Real, Real>

Index

Constructors

constructor

Properties

Methods

f

Constructors

constructor

new InverseCumulativeNonCentralChiSquare(df: Real, ncp: Real, maxEvaluations?: Size, accuracy?: Real): InverseCumulativeNonCentralChiSquare

- Defined in ql/math/distributions/chisquaredistribution.ts:172
Parameters
- df: Real
- ncp: Real
- Default value maxEvaluations: Size = 100
- Default value accuracy: Real = 1e-10
Returns InverseCumulativeNonCentralChiSquare

Properties

Private _accuracy

_accuracy: Real

Private _guess

_guess: Real

Private _maxEvaluations

_maxEvaluations: Size

Private _nonCentralDist

_nonCentralDist: CumulativeNonCentralChiSquareDistribution

Methods

f

f(x: Real): Real

- Defined in ql/math/distributions/chisquaredistribution.ts:182
Parameters
- x: Real
Returns Real