Function Listing
Some other functions in the private section.
The first derivative of the PDF.
Cosine integral routines, less accurate because they oscillate, but they may give better answers at the discontinuity at x = 0 in the 1-parameterization with the Zolotarev integral. These are lower level routines and the user will have to read the package to see how to use them.
Sample characteristic function:
If there is interest I may later implement some of these more fully or the user may try it himself. I would appreciate comments and seeing new algorithms.
© Copyright 2007 mathestate Fri 14 Dec 2007