normal-cdf | Normal distribution cumulative distribution function
kandi X-RAY | normal-cdf Summary
kandi X-RAY | normal-cdf Summary
Cumulative Distribution Function === [NPM version][npm-image]][npm-url] [Build Status][travis-image]][travis-url] [Coverage Status][codecov-image]][codecov-url] [Dependencies][dependencies-image]][dependencies-url]. The [cumulative distribution function] for a [normal] random variable is. . where mu is the mean and sigma > 0 is the standard deviation.
Support
Quality
Security
License
Reuse
Top functions reviewed by kandi - BETA
- Ensures the covariance of the given parameters .
- Computes the PDF of a vector
- Returns the PDF of the given distribution .
- Calculates the value of a quad
normal-cdf Key Features
normal-cdf Examples and Code Snippets
Community Discussions
Trending Discussions on normal-cdf
QUESTION
So, for a Monte-Carlo class, I created a uniform random number generator to simulate a normal distribution and use it for MC option pricing, and I'm going terribly wrong somewhere. It uses a simple linear congruential generator (lcg) which generates a random vector that is fed into an numerical approximation of a inverse normal distribution (beasley-springer-morrow algorithm) to generate standard normally distributed values (elaboration on the exact process can be found here).
This is my code so far.
Rng:
...ANSWER
Answered 2018-Feb-14 at 02:16First,
QUESTION
How do we go about numerically solving equations of the sort below using R?
Please note, this can be shown to be convex and there is a separate thread on this. https://stats.stackexchange.com/questions/158042/convexity-of-function-of-pdf-and-cdf-of-standard-normal-random-variable
This question has been posted on the Mathematics Forum to get Closed Form or other Theoretical Approaches, but it seems numerically solutions are the way to go? https://math.stackexchange.com/questions/2689251/solving-equations-with-standard-normal-cdf-and-pdf-optimization
...ANSWER
Answered 2018-Mar-14 at 11:28You can use the build in optimize
function to directly optimize the original function:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install normal-cdf
Support
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page