CumulativeStudentDistribution Class Reference

Cumulative Student t-distribution. More...

#include <ql/math/distributions/studenttdistribution.hpp>

Collaboration diagram for CumulativeStudentDistribution:

Public Member Functions
	CumulativeStudentDistribution (Integer n)
Real	operator() (Real x) const

Public Attributes
QL_DEPRECATED typedef Real	argument_type
QL_DEPRECATED typedef Real	result_type

Private Attributes
Integer	n_

Detailed Description

Cumulative Student t-distribution.

Cumulative distribution function for \( n \) degrees of freedom (see mathworld.wolfram.com):

\[ F(x) = \int_{-\infty}^x\,f(y)\,dy = \frac{1}{2}\, +\,\frac{1}{2}\,sgn(x)\, \left[ I\left(1,\frac{n}{2},\frac{1}{2}\right) - I\left(\frac{n}{n+y^2}, \frac{n}{2},\frac{1}{2}\right)\right] \]

where \( I(z; a, b) \) is the regularized incomplete beta function.

Definition at line 76 of file studenttdistribution.hpp.

Constructor & Destructor Documentation

CumulativeStudentDistribution()

CumulativeStudentDistribution

(

Integer

n

)

Definition at line 90 of file studenttdistribution.hpp.

Member Function Documentation

operator()()

Real operator()

(

Real

x

)

const

Definition at line 36 of file studenttdistribution.cpp.

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Member Data Documentation

argument_type

QL_DEPRECATED typedef Real argument_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 82 of file studenttdistribution.hpp.

result_type

QL_DEPRECATED typedef Real result_type

Deprecated:

Use auto or decltype instead. Deprecated in version 1.29.

Definition at line 88 of file studenttdistribution.hpp.

n_

Integer n_

private

Definition at line 95 of file studenttdistribution.hpp.