A practical, effective calculation of gamma difference distributions with open data science tools

DOI10.1080/00949655.2021.2023873OpenAlexW3162213043WikidataQ113851722 ScholiaQ113851722MaRDI QIDQ5086095

Jozef Hanč, Martina Hančová, Andrej Gajdoš

Publication date: 1 July 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.04427

zbMATH Keywords

krigingtime serieseconometricsdouble exponential quadraturecomputational toolshigh-performance Pythonnumerical inversion of the characteristic function

Mathematics Subject Classification ID

Uses Software

• Maple
• Mathematica
• Matlab
• Octave
• PARI/GP
• R
• SageMath
• DLMF
• mpmath
• GSL
• SciPy
• NumPy
• Arb
• RStudio
• Sinc-Pack
• Cython
• Python
• Jupyter
• Numba
• GitHub
• Ooura
• fdslrm

Cites Work

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• Probability for Statisticians
• Numerical Methods for Special Functions
• Numerical inversion of a characteristic function
• Note on the inversion theorem
• The double-exponential transformation in numerical analysis

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