MVCDF

abstract class MVCDF(nDim: Int)

Constructors

constructor(nDim: Int)

the dimension of the MV distribution

fun cdf(upperLimit: Double): Double

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

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

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

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

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

Computes the CDF over the rectangular region

The upper limit will be Double.POSITIVE_INFINITY

The lower limit will be Double.NEGATIVE_INFINITY