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NORMT3 (version 1.0.4)

Evaluates Complex Erf, Erfc, Faddeeva, and Density of Sum of Gaussian and Student's t

Description

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!

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Version

Install

install.packages('NORMT3')

Monthly Downloads

60

Version

1.0.4

License

GPL-2

Maintainer

Last Published

April 25th, 2022

Functions in NORMT3 (1.0.4)

is1

Compute IS1 formula from Nason (2005)
normt3ip

Compute inner product function of Gaussian and t3 distribution
dst

Density function of sphered Student's t distribution
ic1

Compute IC1 formula from Nason (2005)
erf

Error function
wofz

Faddeeva function
erfc

Complementary error function
dnormt3

Density function of sum of Gaussian and Student's t on 3 df