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

SHORTHAND =

'bnor'

Method Summary

Methods included from Distributable

create_distribution_methods