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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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 (2026). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. Retrieved .
Acknowledgements
Inspired: StressStrengthR, Numerical Inversion of a Bivariate Characteristic Function
General Information
- Version 1.4.1 (1.99 MB)
-
View License on GitHub
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
Versions that use the GitHub default branch cannot be downloaded
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.4.1 | IMS SAS included in Summary |
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| 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. |
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| 1.0.0.0 |
