These Matlab functions perform the numerical inversion of a symbolic expression representing a Characteristic function of a discrete/continuous distribution, and outputs the discrete/continuous CDF over a custom range. Files:
- Davies_inversion_discrete.m : Function performing the inversion for discrete RVs
- example_discrete.m : Script demonstrating how to use the function for discrete RVs
- Davies_inversion_continuous.m : Function performing the inversion for continuous RVs
- example_continuous.m : Script demonstrating how to use the function for continuous RVs.
It needs the Matlab (R) Symbolic Toolbox. Tested on Matlab r2016b and r2017b.
Copyright (C) 2017 Antonio Franco
This program is free software: you can redistribute it and/or modify
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