CharFunTool: The Characteristic Functions Toolbox
Updated 31 Aug 2021
CharFunTool consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the combined and/or compound characteristic functions, used to evaluate the cumulative distribution function (CDF), the probability density function (PDF), and/or the quantile function (QF).
For more details and current development see: https://github.com/witkovsky/CharFunTool.
Viktor Witkovsky (2021). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. Retrieved .
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