InverseCumulativeStudent Class Reference
Inverse cumulative Student t-distribution. More...
#include <ql/math/distributions/studenttdistribution.hpp>
Inherits std::unary_function< Real, Real >.
Public Member Functions | |
InverseCumulativeStudent (Integer n, Real accuracy=1e-6, Size maxIterations=50) | |
Real | operator() (Real x) const |
Detailed Description
Inverse cumulative Student t-distribution.
- Possible enhancements:
- Find/implement an efficient algorithm for evaluating the cumulative Student t-distribution, replacing the Newton iteration