NORMT3: Evaluates complex erf, erfc, Faddeeva, and density of sum of Gaussian and Student's t

Evaluates the probability density function of the sum of the Gaussian and Student's t density on 3 degrees of freedom. Evaluates the p.d.f. of the sphered Student's t density function. Also evaluates the erf, and erfc functions on complex-valued arguments. Thanks to Krishna Myneni the function is calculates the Faddeeva function also!

Author
Guy Nason <g.p.nason@bristol.ac.uk>
Date of publication
2012-10-31 18:08:31
Maintainer
Guy Nason <g.p.nason@bristol.ac.uk>
License
GPL-2
Version
1.0-3

View on CRAN

Man pages

dnormt3
Density function of sum of Gaussian and Student's t on 3 df
dst
Density function of sphered Student's t distribution
erf
Error function
erfc
Complementary error function
ic1
Compute IC1 formula from Nason (2005)
is1
Compute IS1 formula from Nason (2005)
normt3ip
Compute inner product function of Gaussian and t3...
wofz
Faddeeva function

Files in this package

NORMT3
NORMT3/MD5
NORMT3/src
NORMT3/src/toms680-1.f
NORMT3/src/IPwofzvec.c
NORMT3/src/IPerfcvec.c
NORMT3/R
NORMT3/R/wofz.R
NORMT3/R/normt3ip.R
NORMT3/R/myInitMessages.R
NORMT3/R/is1.R
NORMT3/R/ic1.R
NORMT3/R/erfc.R
NORMT3/R/erf.R
NORMT3/R/dst.R
NORMT3/R/dnormt3.R
NORMT3/NAMESPACE
NORMT3/man
NORMT3/man/wofz.Rd
NORMT3/man/normt3ip.Rd
NORMT3/man/is1.Rd
NORMT3/man/ic1.Rd
NORMT3/man/erfc.Rd
NORMT3/man/erf.Rd
NORMT3/man/dst.Rd
NORMT3/man/dnormt3.Rd
NORMT3/DESCRIPTION