Search results for "module:Math::CDF"
Math::CDF - Generate probabilities and quantiles from several statistical probability functions
This module provides a perl interface to the DCDFLIB. See the section on DCDFLIB for more information. Functions are available for 7 continuous distributions (Beta, Chi-square, F, Gamma, Normal, Poisson and T-distribution) and for two discrete distri...
CALLAHAN/Math-CDF-0.1 - 17 Jan 2000 02:17:00 UTC
Math::GSL::CDF - Cumulative Distribution Functions
Here is a list of all the functions included in this module : gsl_cdf_ugaussian_P($x) gsl_cdf_ugaussian_Q($x) gsl_cdf_ugaussian_Pinv($P) gsl_cdf_ugaussian_Qinv($Q) These functions compute the cumulative distribution functions P(x), Q(x) and their inv...
HAKONH/Math-GSL-0.44 - 01 Dec 2023 19:49:12 UTC
Math::BivariateCDF - Perl extension for Bivariate CDF functions.
This is a Perl wrapper for TOMS462 C library which evaluates the upper right tail of the bivariate normal distribution. Wikipedia: https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Bivariate _case . EXPORT Exportable functions double biv...
BINARY/Math-BivariateCDF-0.02 - 07 Jun 2016 01:45:03 UTC
Math::GSL - Perl interface to the GNU Scientific Library (GSL)
HAKONH/Math-GSL-0.44
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01 Dec 2023 19:49:12 UTC
Math::Gauss - Gaussian distribution function and its inverse
This module calculates the Gaussian probability density, the cumulative distribution function (Gaussian distribution function), and the inverse Gaussian distribution function. EXPORT None by default. The ":all" tag is recognized, or import individual...
JANERT/Math-Gauss-0.01 - 01 Aug 2011 02:19:25 UTC
Math::Gauss::XS - Gaussian distribution function and its inverse, fast XS version
This module just rewrites the Math::Gauss module in XS. The precision and exported function remain the same as in the original. The benchmark results are Benchmark: timing 30000000 iterations of pp/pdf, xs/pdf... pp/pdf: 15 wallclock secs (14.99 usr ...
BINARY/Math-Gauss-XS-0.02 - 21 Feb 2017 02:05:05 UTC
Math::GSL::Randist - Probability Distributions
Here is a list of all the functions included in this module. For all sampling methods, the first argument $r is a raw gsl_rnd structure retrieve by calling raw() on an Math::GSL::RNG object. Bernoulli gsl_ran_bernoulli($r, $p) This function returns e...
HAKONH/Math-GSL-0.44 - 01 Dec 2023 19:49:12 UTC
Math::Random::Zipf - Generate Zipf-distributed random integers
This module generates random integers k that follow the Zipf distribution, P(k) = C / k^s for k = [ 1, 2, .. N ], s a fixed exponent and C a normalisation constant. It is related to the Zeta distribution (infinite N) and Pareto distribution (continuo...
JJSCHUTZ/Math-Random-Zipf-0.11 - 06 May 2010 06:25:07 UTC
Math::GSL::Permutation - functions for creating and manipulating permutations
Here is a list of all the functions included in this module : gsl_permutation_alloc($n) - return a newly allocated permutation of size $n gsl_permutation_calloc($n) - return a newly allocated permutation of size $n which is initialized to the identit...
HAKONH/Math-GSL-0.44 - 01 Dec 2023 19:49:12 UTC
Math::Business::Lookback
Prices lookback options using the GBM model, all closed formulas....
DERIV/Math-Business-Lookback-0.01 - 09 Nov 2022 06:37:09 UTC
Math::Random::SkewNormal - Handy, easy-to-use Skew-Normal random number generator
This module transforms uniformly spaced random variable realizations into realizations that follow the Skew-Normal (*SN*) Probability Density Function (*PDF*). We accept following definition of the Skew-Normal Distribution: 1-dimensional SN is determ...
HIHIK/Math-Random-SkewNormal-0.03 - 28 Oct 2017 11:27:52 UTC
Bundle::Math::Interface - Bundle of modules interfacing with math libraries
Bundle of modules interfacing with math libraries. Please have a look at Bundle::Math. If you would like to see a specific module included in a future version of this bundle, please send me an email or use rt.cpan.org....
SMUELLER/Bundle-Math-Interface-1.00 - 04 Apr 2004 15:28:49 UTC
Math::Business::BlackScholes - Black-Scholes option price model functions
Estimates the fair market price of a European stock option according to the Black-Scholes model. call_price() returns the price of a call option. put_price() returns the value of a put option. call_put_prices() returns a 2-element array whose first e...
ANDERS/Math-Business-BlackScholes-1.01 - 01 Jan 2009 01:18:43 UTC
Math::Business::BlackScholesMerton
Please refer to documentions in Math::Business::BlackScholesMerton::Binaries and Math::Business::BlackScholesMerton::NonBinaries for more details....
BINARY/Math-Business-BlackScholesMerton-1.25 - 18 Nov 2022 13:50:50 UTC
Math::Business::BlackScholes::Binaries
Prices options using the GBM model, all closed formulas. Important(a): Basically, onetouch, upordown and doubletouch have two cases of payoff either at end or at hit. We treat them differently. We use parameter $w to differ them. $w = 0: payoff at hi...
BINARY/Math-Business-Blackscholes-Binaries-1.23 - 27 Feb 2017 06:07:51 UTC
Math::Business::BlackScholes::Binaries::Greeks
The Greeks modules calculate the sensitivity of the price of binary options to a change in the underlying parameters of the financial asset. First-order Greeks * Math::Business::BlackScholes::Binaries::Greeks::Delta * Math::Business::BlackScholes::Bi...
BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 UTC