CharFunTool: The Characteristic Functions Toolbox

Version 1.4.1 (1.99 MB) by Viktor Witkovsky
Institute of Measurement Science SAS - MATLAB repository of characteristic functions and tools for their combination and inversion
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Updated 17 Jan 2025
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CharFunTool consists of a set of algorithms for evaluating selected characteristic functions and algorithms for numerical inversion of the combined and/or compound characteristic functions, used to evaluate the cumulative distribution function (CDF), the probability density function (PDF), and/or the quantile function (QF).

For more details and current development see: https://github.com/witkovsky/CharFunTool.

Cite As

Viktor Witkovsky (2026). CharFunTool: The Characteristic Functions Toolbox (https://github.com/witkovsky/CharFunTool), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers
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Applications/APPL_MultivariateAnalysis

Applications/APPL_PolynomialCalibration

Applications/APPL_RenewalRewardProcess

Applications/APPL_RiskModeling/CRMTool

Applications/PAPER_SupportFiles/PAPER_GofTestCFMedians/MATLAB

CF_InvAlgorithms

CF_Repository

CF_Tools

CF_Utilities

Examples

Documentation

Examples

Versions that use the GitHub default branch cannot be downloaded

Version Published Release Notes
1.4.1

IMS SAS included in Summary
1.4.0

Release v1.4.0 introduces a set of new characteristic functions related to the Chi-distribution, the non-central Chi-distribution and CFs of the associated log-transformed random variables.
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.