Module net.finmath.lib

Package net.finmath.functions

Class GammaDistribution

java.lang.Object

net.finmath.functions.GammaDistribution

public class GammaDistribution
extends Object

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
GammaDistribution(double shape, double scale)

Method Summary

Modifier and Type	Method	Description
double	inverseCumulativeDistribution(double x)	Return the inverse cumulative distribution function at x.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

GammaDistribution

public GammaDistribution(double shape, double scale)

Method Details

inverseCumulativeDistribution

public double inverseCumulativeDistribution(double x)

Return the inverse cumulative distribution function at x.

Parameters:

x - Argument

Returns:

Inverse cumulative distribution function at x.