private static InfiniteAdaptiveGaussKronrod createDefaultIntegrationMethod()
{
var method = new InfiniteAdaptiveGaussKronrod(100);
method.ToleranceRelative = 1e-5;
return method;
}
/// <summary>
/// Creates a new <see cref="GeneralContinuousDistribution"/>
/// using only a cumulative distribution function definition.
/// </summary>
///
/// <param name="support">The distribution's support over the real line.</param>
/// <param name="cdf">A cumulative distribution function.</param>
///
/// <returns>A <see cref="GeneralContinuousDistribution"/> created from the
/// <paramref name="cdf"/> whose measures and functions are computed using
/// numerical integration and differentiation.</returns>
///
public static GeneralContinuousDistribution FromDistributionFunction(
DoubleRange support, Func<double, double> cdf)
{
var method = new InfiniteAdaptiveGaussKronrod(100);
return FromDistributionFunction(support, cdf, method);
}
