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Genz Algorithm for Student t #1

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VSRonin opened this issue Dec 6, 2013 · 0 comments
Open

Genz Algorithm for Student t #1

VSRonin opened this issue Dec 6, 2013 · 0 comments
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@VSRonin
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VSRonin commented Dec 6, 2013

tDistribution::GetCumulativeDesity() should use the algorithm described in Genz's paper http://www.math.wsu.edu/faculty/genz/papers/mvtcmpn.pdf to be way faster

@ghost ghost assigned VSRonin Dec 6, 2013
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