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Published 20 hours ago • verified publisher icon mschauer

Reference for the bivariate CDF approximation

Open fredcallaway opened this issue 3 years ago • 1 comments

Any chance you could provide a citation for the CDF approximation method? Or did you come up with it yourself?

fredcallaway avatar May 10 '22 14:05 fredcallaway

I think what we really should do is calling https://github.com/JuliaStats/StatsFuns.jl/blob/e21bc26b1773aeb86bc8df4832db9c371d09ba2b/src/tvpack.jl#L338 which was added in the mean time and is a proper implementation for sure.

mschauer avatar May 12 '22 07:05 mschauer