Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double StudentCDF(double x, int Nu); | Student's t cumulative distribution function (CDF). |
| 2 | void StudentCDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res); | Student(T) distribution CDF (vectorized). |
Overload 1: double StudentCDF(double x, int Nu);
Student's t cumulative distribution function (CDF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | x | double | Function domain, any real value. |
| 2 | Nu | int | Degrees of freedom, integer >= 1. |
Returns: the Student's t cumulative distribution function (CDF) at x with Nu degrees of freedom. Returns NAN when Nu < 1.
Remarks:
Computes the Student's t CDF
CDF(x| nu)= (Gamma ( (nu +1)/2))/(Gamma (nu/2)) 1/(sqrt(nu pi)) integral _(-inf) ^x 1/((1+t^2/nu)^((nu +1)/2)) dt
The implementation uses the regularized incomplete beta function (and the closed form 1/2+1/piarctan x for nu=1). The result is the probability that an observation falls in (-inf,x], lies in , is monotone non-decreasing and equals 0.5 at x=0. Domain: x in R, integer nu >= 1. If nu < 1 the result is NAN.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void StudentCDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);
Student(T) distribution CDF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | X | TDenseMtxVec * | Distribution domain, real values. |
| 2 | Nu | int | Defines distribution degrees of freedom, positive integer. |
| 3 | Res | TDenseMtxVec * | After calculation stores the CDF calculated from X and Nu. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X. |
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler