Implement special functions - Githubissues

astralord / RandLib

:rocket: A library designed to facilitate work with probability, statistics and stochastic calculus

MIT License

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Implement special functions #4

Open astralord opened 7 years ago

astralord commented 7 years ago

[x] logarithm of modified Bessel function of the first and second kind
[x] lower and upper incomplete gamma functions (and their logarithms)
[ ] Marcum-Q and Marcum-P functions
[x] erfinv and erfcinv
[x] incomplete beta function

astralord commented 7 years ago

Useful papers Computation of the Marcum Q-function Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios Extended precision computation of the incomplete beta function.pdf