search

stockparfait / experiments

Statistical experiments with financial data
Apache License 2.0
0 stars 0 forks source link

Introduce recursive CompoundDistribution #70

Closed sergey-a-berezin closed 1 year ago

sergey-a-berezin commented 1 year ago

It makes AnalyticalDistribution just a plain normal or t-distribution, as it should be, and allows CompoundDistribution to take either AnalyticalDistribution or another recursive CompoundDistribution as the source for compounding.

Part of #33.