net.finmath.functions

Class GammaDistribution

java.lang.Object

net.finmath.functions.GammaDistribution

public class GammaDistribution
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
GammaDistribution(double shape, double scale)

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

GammaDistribution

public GammaDistribution(double shape,
                         double scale)

Method Detail

inverseCumulativeDistribution

public double inverseCumulativeDistribution(double x)

Return the inverse cumulative distribution function at x.

Parameters:

x - Argument

Returns:

Inverse cumulative distribution function at x.