Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models
DOI10.1145/232826.232858zbMath0884.65142OpenAlexW2056484704WikidataQ113310380 ScholiaQ113310380MaRDI QIDQ4371106
Floyd M. Spears, James Lovato, Barry W. Brown, Kathy E. Russell, Lawrence B. Levy
Publication date: 2 April 1998
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1996-22/
Software, source code, etc. for problems pertaining to statistics (62-04) Approximations to statistical distributions (nonasymptotic) (62E17) Packaged methods for numerical algorithms (65Y15) Probabilistic methods, stochastic differential equations (65C99)
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