KSLCore/ksl.utilities.distributions/MVCDF/cdf

cdf

fun cdf(integrands: List<Interval>): Double

Evaluation of the integral. Accuracy should be about 7 decimal places

Return

the computed value

Parameters

integrands

the integrands for the computation, must not be null

fun cdf(lower: Double, upper: Double): Double

Computes the CDF over the rectangular region

Return

the computed probability

Parameters

lower

(common) lower limit

upper

(common) upper limit

fun cdf(upperLimit: Double): Double

The probability from -infinity to the upper limit, with the upper limit being the same for all dimensions

Return

the computed probability

Parameters

upperLimit

the (common) upper limit

fun cdf(lowerLimits: DoubleArray, upperLimits: DoubleArray): Double

Evaluation of the integral. Accuracy should be about 7 decimal places

Return

the computed value

Parameters

lowerLimits

the lower limits for the computation, must not be null

upperLimits

the upper limits for the computation, must not be null