public static double CDFMethodAlphaOne(double x, double beta, double abe, ref object tempStorage, double precision)
{
if (0 == beta)
{
return(0.5 + Math.Atan(x) / Math.PI);
}
else
{
var inc = new Aeq1I(x, beta, abe);
if (beta > 0)
{
return(inc.CDFIntegrate(ref tempStorage, precision) / Math.PI);
}
else
{
return(1 - inc.CDFIntegrate(ref tempStorage, precision) / Math.PI);
}
}
}
public static double PDFMethodAlphaOne(double x, double beta, double abe, ref object tempStorage, double precision)
{
if (0 == beta)
{
return(1 / (Math.PI * (1 + x * x)));
}
else
{
var inc = new Aeq1I(x, beta, abe);
if (inc.IsMaximumLeftHandSide())
{
return(inc.Integrate(ref tempStorage, precision));
}
else
{
var dec = new Aeq1D(x, beta, abe);
return(dec.Integrate(ref tempStorage, precision));
}
}
}
public static double CDFMethodAlphaOne(double x, double beta, double abe, ref object tempStorage, double precision)
{
if (0 == beta)
{
return 0.5 + Math.Atan(x) / Math.PI;
}
else
{
Aeq1I inc = new Aeq1I(x, beta, abe);
if (beta > 0)
return inc.CDFIntegrate(ref tempStorage, precision) / Math.PI;
else
return 1 - inc.CDFIntegrate(ref tempStorage, precision) / Math.PI;
}
}
public static double PDFMethodAlphaOne(double x, double beta, double abe, ref object tempStorage, double precision)
{
if (0 == beta)
{
return 1 / (Math.PI * (1 + x * x));
}
else
{
Aeq1I inc = new Aeq1I(x, beta, abe);
if (inc.IsMaximumLeftHandSide())
{
return inc.Integrate(ref tempStorage, precision);
}
else
{
Aeq1D dec = new Aeq1D(x, beta, abe);
return dec.Integrate(ref tempStorage, precision);
}
}
}
