Package com.opengamma.strata.math.impl.cern

Class Summary

Class	Description
Bessel	Bessel and Airy functions.
ChiSquare	ChiSquare distribution; See the math definition and animated definition.
Gamma	Gamma distribution; math definition, definition of gamma function and animated definition.
MersenneTwister	MersenneTwister (MT19937) is one of the strongest uniform pseudo-random number generators known so far; at the same time it is quick.
MersenneTwister64	Same as MersenneTwister except that method raw() returns 64 bit random numbers instead of 32 bit random numbers.
Normal	Normal (aka Gaussian) distribution; See the math definition and animated definition.
Probability	Custom tailored numerical integration of certain probability distributions.
RandomEngine	Abstract base class for uniform pseudo-random number generating engines.
StudentT	StudentT distribution (aka T-distribution); See the math definition and animated definition.