Module: Distribution::BivariateNormal

Extended by:
Distributable
Defined in:
lib/distribution/bivariatenormal.rb,
lib/distribution/bivariatenormal/gsl.rb,
lib/distribution/bivariatenormal/java.rb,
lib/distribution/bivariatenormal/ruby.rb

Overview

Ruby version implements three methods on this module:

  • Genz:: Used by default, with improvement to calculate p on rho > 0.95
  • Hull:: Port from a C++ code
  • Jantaravareerat:: Iterative (slow and buggy)

Defined Under Namespace

Modules: GSL_, Java_, Ruby_

Constant Summary collapse

SHORTHAND =
'bnor'

Method Summary

Methods included from Distributable

create_distribution_methods