Numerical Inversion of a Bivariate Characteristic Function
cf2Dist2D is a MATLAB algorithm for numerical inversion of a bivariate characteristic function which evaluates PDF and CDF from bivariate CF
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Cite As
Viktor Witkovsky (2026). Numerical Inversion of a Bivariate Characteristic Function (https://www.mathworks.com/matlabcentral/fileexchange/90297-numerical-inversion-of-a-bivariate-characteristic-function), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: CharFunTool: The Characteristic Functions Toolbox
General Information
- Version 1.24.0 (166 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.24.0 | Removed prob as an input argument |
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| 1.23.0 | Warning for the out-of-range values of the inputs x. |
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| 1.22.0 | Improved dealing with the input argument x. Now we can set x = [], x = [x1 x2], and x = {x1, x2}. |
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| 1.21.0 | Improved plot |
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| 1.2.0 | Corrected error in dealing with input x |
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| 1.1.0 | Corrected typographical errors |
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| 1.0.0 |