CharFunTool: The Characteristic Functions Toolbox
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.
Cite As
Viktor Witkovsky (2024). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Acknowledgements
Inspired: StressStrengthR, Numerical Inversion of a Bivariate Characteristic Function
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
Applications/APPL_MultivariateAnalysis
Applications/APPL_PolynomialCalibration
Applications/APPL_RenewalRewardProcess
Applications/APPL_RiskModeling/CRMTool
CF_InvAlgorithms
CF_Repository
CF_Tools
CF_Utilities
Examples
Documentation
Examples
Versions that use the GitHub default branch cannot be downloaded
Version | Published | Release Notes | |
---|---|---|---|
1.4.1 | IMS SAS included in Summary |
|
|
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. |
|
|
1.0.0.0 |
|