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); }