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object Gaussian

Gaussian distribution

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  1. final def !=(arg0: Any): Boolean
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  2. final def ##(): Int
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  3. final def ==(arg0: Any): Boolean
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  4. def Phi(z: Double): Double

    Standard Gaussian cdf using Taylor approximation 0.5 + phi(z)*[z + z3/3 + z5/3.5 + z7/3.5.7 + ... ] (See Wikipedia article).

  5. def PhiInverse(y: Double): Double

    Find z s.t.

    Find z s.t. Phi(z) = y

  6. final def asInstanceOf[T0]: T0
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  7. def clone(): AnyRef
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  8. final def eq(arg0: AnyRef): Boolean
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  10. def finalize(): Unit
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  14. final def ne(arg0: AnyRef): Boolean
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  16. final def notifyAll(): Unit
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  17. def phi(x: Double): Double

    Standard Gaussian pdf

  18. final def synchronized[T0](arg0: => T0): T0
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  19. def toString(): String
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  20. final def wait(): Unit
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