CharFunTool: The Characteristic Functions Toolbox

Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion

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Updated 20 Oct 2022

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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.

Cite As

Viktor Witkovsky (2023). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.4.1

IMS SAS included in Summary

1.4.0

Release v1.4.0 introduces a set of new characteristic functions related to the Chi-distribution, the non-central Chi-distribution and CFs of the associated log-transformed random variables.

1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.