20#include <ql/math/distributions/studenttdistribution.hpp>
21#include <ql/math/distributions/gammadistribution.hpp>
22#include <ql/math/beta.hpp>
31 Real power = std::pow (1. + x*x /
n_, 0.5 * (
n_ + 1));
33 return g1 / (g2 * power * std::sqrt (M_PI *
n_));
38 Real sig = (x > 0 ? 1.0 : - 1.0);
45 QL_REQUIRE (y >= 0 && y <= 1,
"argument out of range [0, 1]");
52 x -= (
f_(x) - y) /
d_(x);
59 <<
" reached in InverseCumulativeStudent, "
60 <<
"y=" << y <<
", x=" << x);
Real operator()(Real x) const
Real logValue(Real x) const
Real operator()(Real x) const
CumulativeStudentDistribution f_
Real operator()(Real x) const
std::size_t Size
size of a container
Real incompleteBetaFunction(Real a, Real b, Real x, Real accuracy, Integer maxIteration)
Incomplete Beta function.